| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 475136.4173 | 326827.7723 | 148308.645 | 694430.4192 | -807608.9501 | 1502039.3693 |
| Total P&L (%) | 475.1364 | 326.8278 | 148.3086 | 694.4304 | -807.609 | 1502.0394 |
| Avg Daily Profit (%) | 0.2192 | 0.1508 | 0.0684 | 0.0957 | 0 | 0.1281 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108093 | -115909 | -67679 | -1734020 | -2255132 | -193999 |
| Profit Factor | 1.9653 | 1.9012 | 2.1451 | 1.1618 | 0.7847 | 3.7728 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Profitability (%) | 67.0588 | 64.2857 | 69.7674 | 67.0588 | 64.2857 | 69.7674 |
| Ratio Avg Win / Avg Loss | 0.9654 | 1.0562 | 0.9296 | 0.5707 | 0.436 | 1.6349 |
| Largest Winning Trade | 90518 | 90518 | 33012 | 554326 | 554326 | 342844 |
| Largest Losing Trade | -56140 | -56140 | -44406 | -1028211 | -1028211 | -193999 |
| Avg Bars in Trades | 46 | 82 | 10 | 46 | 82 | 10 |
| Avg Bars in Winners | 23 | 39 | 8 | 23 | 39 | 8 |
| Avg Bars in Losers | 92 | 161 | 13 | 92 | 161 | 13 |
| Bars Traded | 3923 | 3481 | 441 | 3923 | 3481 | 441 |
| Profit Streak | 138.2824 | 0 | 289.7824 | 138.2824 | 0 | 289.7824 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 432981 | 417382 | -96412 | -105817 | -578882 | -10892 |
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4335,
"evaluation_days": 2167.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576627200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759214796305,
"expiration_time": 1764808560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 109,
"offset": 0,
"std": 1.17796
}
}
} {
"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": [
[
475136.4173109274,
326827.7722706745,
148308.6450402528,
694430.4192084073,
-807608.9500700533,
1502039.3692784598
],
[
475.136417,
326.827772,
148.308645,
694.430419,
-807.60895,
1502.039369
],
[
0.219209,
0.150786,
0.068424,
0.095661,
0,
0.128057
],
[
10,
10,
10,
10,
10,
10
],
[
-108093,
-115909,
-67679,
-1734020,
-2255132,
-193999
],
[
1.965349,
1.901152,
2.14512,
1.161756,
0.784717,
3.772803
],
[
85,
42,
43,
85,
42,
43
],
[
57,
27,
30,
57,
27,
30
],
[
28,
15,
13,
28,
15,
13
],
[
67.058824,
64.285714,
69.767442,
67.058824,
64.285714,
69.767442
],
[
0.965434,
1.056195,
0.929552,
0.570687,
0.435954,
1.634881
],
[
90518,
90518,
33012,
554326,
554326,
342844
],
[
-56140,
-56140,
-44406,
-1028211,
-1028211,
-193999
],
[
46,
82,
10,
46,
82,
10
],
[
23,
39,
8,
23,
39,
8
],
[
92,
161,
13,
92,
161,
13
],
[
3923,
3481,
441,
3923,
3481,
441
],
[
138.282365,
0,
289.782365,
138.282365,
0,
289.782365
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432981,
417382,
-96412,
-105817,
-578882,
-10892
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4335,
"evaluation_days": 2167.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576627200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759214796305,
"expiration_time": 1764808560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 109,
"offset": 0,
"std": 1.17796
}
}
}
| # | 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) |
|---|