| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 801298.3309 | 710008.6003 | 91289.7306 | 132735.0019 | 43199.2856 | 89535.7164 |
| Total P&L (%) | 801.2983 | 710.0086 | 91.2897 | 132.735 | 43.1993 | 89.5357 |
| Avg Daily Profit (%) | 0.3699 | 0.3277 | 0.0421 | 0.039 | 0.0166 | 0.0295 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148268 | -162948 | -55515 | -973138 | -992177 | -362109 |
| Profit Factor | 2.1559 | 2.3827 | 1.508 | 1.0447 | 1.0196 | 1.1174 |
| Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
| Winning Trades | 54 | 20 | 34 | 54 | 20 | 34 |
| Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
| Profitability (%) | 35.7616 | 26.6667 | 44.7368 | 35.7616 | 26.6667 | 44.7368 |
| Ratio Avg Win / Avg Loss | 3.8727 | 6.5524 | 1.8628 | 1.8766 | 2.8039 | 1.3803 |
| Largest Winning Trade | 632095 | 632095 | 36620 | 819512 | 819512 | 104889 |
| Largest Losing Trade | -41179 | -41179 | -16105 | -363524 | -363524 | -94606 |
| Avg Bars in Trades | 28 | 51 | 4 | 28 | 51 | 4 |
| Avg Bars in Winners | 43 | 103 | 7 | 43 | 103 | 7 |
| Avg Bars in Losers | 19 | 32 | 2 | 19 | 32 | 2 |
| Bars Traded | 4244 | 3872 | 372 | 4244 | 3872 | 372 |
| Profit Streak | 14.9583 | 0 | 44.4583 | 14.9583 | 0 | 44.4583 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349538 | -65759 | -184829 | -314911 | -449937 | -295548 |
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4333,
"evaluation_days": 2166.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574164800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759143594810,
"expiration_time": 1764719568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 52,
"offset": 0,
"std": 1.78439
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
801298.330883093,
710008.6003094093,
91289.7305736841,
132735.0019494971,
43199.2855578752,
89535.7163916219
],
[
801.298331,
710.0086,
91.289731,
132.735002,
43.199286,
89.535716
],
[
0.369858,
0.327721,
0.042137,
0.038998,
0.016575,
0.029518
],
[
10,
10,
10,
10,
10,
10
],
[
-148268,
-162948,
-55515,
-973138,
-992177,
-362109
],
[
2.155937,
2.382675,
1.508015,
1.044723,
1.019591,
1.117364
],
[
151,
75,
76,
151,
75,
76
],
[
54,
20,
34,
54,
20,
34
],
[
97,
55,
42,
97,
55,
42
],
[
35.761589,
26.666667,
44.736842,
35.761589,
26.666667,
44.736842
],
[
3.872701,
6.552356,
1.862841,
1.876631,
2.803875,
1.380274
],
[
632095,
632095,
36620,
819512,
819512,
104889
],
[
-41179,
-41179,
-16105,
-363524,
-363524,
-94606
],
[
28,
51,
4,
28,
51,
4
],
[
43,
103,
7,
43,
103,
7
],
[
19,
32,
2,
19,
32,
2
],
[
4244,
3872,
372,
4244,
3872,
372
],
[
14.958273,
0,
44.458273,
14.958273,
0,
44.458273
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349538,
-65759,
-184829,
-314911,
-449937,
-295548
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4333,
"evaluation_days": 2166.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574164800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759143594810,
"expiration_time": 1764719568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 52,
"offset": 0,
"std": 1.78439
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|