| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 729053.5069 | 532101.0857 | 196952.4211 | 3248073.804 | -327435.5706 | 3575509.3746 |
| Total P&L (%) | 729.0535 | 532.1011 | 196.9524 | 3248.0738 | -327.4356 | 3575.5094 |
| Avg Daily Profit (%) | 0.3361 | 0.2453 | 0.0908 | 0.162 | 0 | 0.1663 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88893 | -110653 | -22297 | -3329766 | -4678015 | -693421 |
| Profit Factor | 3.5984 | 3.4279 | 4.2064 | 1.3444 | 0.9572 | 3.0013 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
| Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
| Profitability (%) | 53.9474 | 42.1053 | 65.7895 | 53.9474 | 42.1053 | 65.7895 |
| Ratio Avg Win / Avg Loss | 3.0718 | 4.7134 | 2.1873 | 1.1477 | 1.3161 | 1.5607 |
| Largest Winning Trade | 281204 | 281204 | 52103 | 1680667 | 1680667 | 1305540 |
| Largest Losing Trade | -49409 | -49409 | -12712 | -2440089 | -2440089 | -369311 |
| Avg Bars in Trades | 78 | 103 | 54 | 78 | 103 | 54 |
| Avg Bars in Winners | 92 | 138 | 62 | 92 | 138 | 62 |
| Avg Bars in Losers | 62 | 77 | 37 | 62 | 77 | 37 |
| Bars Traded | 5977 | 3915 | 2062 | 5977 | 3915 | 2062 |
| Profit Streak | 51.9657 | 51.9657 | 179.6324 | 51.9657 | 51.9657 | 179.6324 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -36310 | 449537 | -61096 | -44210 | -581604 | 609328 |
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6508,
"evaluation_days": 2169.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1579017600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759389036913,
"expiration_time": 1764986112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 166,
"offset": 80
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 228,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
729053.506855263,
532101.0857053878,
196952.4211498757,
3248073.8039679173,
-327435.5706466289,
3575509.374614548
],
[
729.053507,
532.101086,
196.952421,
3248.073804,
-327.435571,
3575.509375
],
[
0.336073,
0.245284,
0.09079,
0.161977,
0,
0.166285
],
[
10,
10,
10,
10,
10,
10
],
[
-88893,
-110653,
-22297,
-3329766,
-4678015,
-693421
],
[
3.598361,
3.427941,
4.206402,
1.344391,
0.957169,
3.001329
],
[
76,
38,
38,
76,
38,
38
],
[
41,
16,
25,
41,
16,
25
],
[
35,
22,
13,
35,
22,
13
],
[
53.947368,
42.105263,
65.789474,
53.947368,
42.105263,
65.789474
],
[
3.071772,
4.713419,
2.187329,
1.147651,
1.316107,
1.560691
],
[
281204,
281204,
52103,
1680667,
1680667,
1305540
],
[
-49409,
-49409,
-12712,
-2440089,
-2440089,
-369311
],
[
78,
103,
54,
78,
103,
54
],
[
92,
138,
62,
92,
138,
62
],
[
62,
77,
37,
62,
77,
37
],
[
5977,
3915,
2062,
5977,
3915,
2062
],
[
51.965705,
51.965705,
179.632372,
51.965705,
51.965705,
179.632372
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-36310,
449537,
-61096,
-44210,
-581604,
609328
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6508,
"evaluation_days": 2169.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1579017600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759389036913,
"expiration_time": 1764986112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 166,
"offset": 80
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 228,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|