Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568250.088 | 568050.6621 | 199.4259 | -68565.8904 | 593182.6302 | -661748.5205 |
Total P&L (%) | 568.2501 | 568.0507 | 0.1994 | -68.5659 | 593.1826 | -661.7485 |
Avg Daily Profit (%) | 0.2611 | 0.2611 | 0.0001 | -0.0532 | 0.089 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248141 | -200472 | -111368 | -1446274 | -926034 | -1093252 |
Profit Factor | 1.6741 | 2.1752 | 1.0006 | 0.9797 | 1.3636 | 0.6195 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 37.013 | 36.3636 | 37.6623 | 37.013 | 36.3636 | 37.6623 |
Ratio Avg Win / Avg Loss | 2.8489 | 3.8067 | 1.6561 | 1.6671 | 2.3863 | 1.0254 |
Largest Winning Trade | 656477 | 656477 | 53764 | 733849 | 733849 | 310652 |
Largest Losing Trade | -59915 | -59915 | -51294 | -448496 | -306522 | -448496 |
Avg Bars in Trades | 27 | 35 | 19 | 27 | 35 | 19 |
Avg Bars in Winners | 40 | 49 | 32 | 40 | 49 | 32 |
Avg Bars in Losers | 19 | 27 | 11 | 19 | 27 | 11 |
Bars Traded | 4222 | 2726 | 1495 | 4222 | 2726 | 1495 |
Profit Streak | 7.5967 | 8.5967 | 7.5967 | 7.5967 | 8.5967 | 7.5967 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320610 | -33892 | -623067 | -580826 | -118708 | -624911 |
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4352, "evaluation_days": 2176, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577102400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759933156143, "expiration_time": 1765564992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 30, "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": [ [ 568250.0880278392, 568050.6621436009, 199.4258842384, -68565.8903639347, 593182.6301643013, -661748.5205282357 ], [ 568.250088, 568.050662, 0.199426, -68.56589, 593.18263, -661.748521 ], [ 0.261144, 0.261053, 9.2e-5, -0.05317, 0.089016, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -248141, -200472, -111368, -1446274, -926034, -1093252 ], [ 1.674103, 2.175237, 1.000555, 0.979658, 1.363606, 0.619516 ], [ 154, 77, 77, 154, 77, 77 ], [ 57, 28, 29, 57, 28, 29 ], [ 97, 49, 48, 97, 49, 48 ], [ 37.012987, 36.363636, 37.662338, 37.012987, 36.363636, 37.662338 ], [ 2.848912, 3.806664, 1.65609, 1.667137, 2.386311, 1.025405 ], [ 656477, 656477, 53764, 733849, 733849, 310652 ], [ -59915, -59915, -51294, -448496, -306522, -448496 ], [ 27, 35, 19, 27, 35, 19 ], [ 40, 49, 32, 40, 49, 32 ], [ 19, 27, 11, 19, 27, 11 ], [ 4222, 2726, 1495, 4222, 2726, 1495 ], [ 7.596715, 8.596715, 7.596715, 7.596715, 8.596715, 7.596715 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320610, -33892, -623067, -580826, -118708, -624911 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4352, "evaluation_days": 2176, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577102400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759933156143, "expiration_time": 1765564992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 30, "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) |
---|