| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -54670.7122 | 113139.0246 | -167809.7368 | 2151863.9596 | -673769.9763 | 2825633.9359 |
| Total P&L (%) | -54.6707 | 113.139 | -167.8097 | 2151.864 | -673.77 | 2825.6339 |
| Avg Daily Profit (%) | -0.0252 | 0.0521 | -0.0773 | 0.1436 | 0 | 0.1557 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -475566 | -134745 | -455630 | -3798417 | -4433871 | -2842077 |
| Profit Factor | 0.946 | 1.327 | 0.7479 | 1.1529 | 0.9113 | 1.4359 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 123 | 62 | 61 | 117 | 59 | 58 |
| Losing Trades | 57 | 28 | 29 | 63 | 31 | 32 |
| Profitability (%) | 68.3333 | 68.8889 | 67.7778 | 65 | 65.5556 | 64.4444 |
| Ratio Avg Win / Avg Loss | 0.4384 | 0.5993 | 0.3556 | 0.6208 | 0.4788 | 0.7922 |
| Largest Winning Trade | 51751 | 43693 | 51751 | 930943 | 736465 | 930943 |
| Largest Losing Trade | -269337 | -36021 | -269337 | -2790835 | -1065613 | -2790835 |
| Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
| Avg Bars in Winners | 14 | 13 | 15 | 17 | 15 | 19 |
| Avg Bars in Losers | 41 | 41 | 42 | 33 | 34 | 32 |
| Bars Traded | 4170 | 2007 | 2163 | 4170 | 2007 | 2163 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577180 | -122016 | -578231 | -51762 | -578519 | 324767 |
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4340,
"evaluation_days": 2170,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576627200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759421323184,
"expiration_time": 1765031040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 3,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 109,
"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": [
[
-54670.71215006,
113139.0246430784,
-167809.7367931387,
2151863.959594716,
-673769.976323602,
2825633.9359183153
],
[
-54.670712,
113.139025,
-167.809737,
2151.86396,
-673.769976,
2825.633936
],
[
-0.025194,
0.052138,
-0.077332,
0.143621,
0,
0.155702
],
[
10,
10,
10,
10,
10,
10
],
[
-475566,
-134745,
-455630,
-3798417,
-4433871,
-2842077
],
[
0.945955,
1.327038,
0.747893,
1.152874,
0.91128,
1.435936
],
[
180,
90,
90,
180,
90,
90
],
[
123,
62,
61,
117,
59,
58
],
[
57,
28,
29,
63,
31,
32
],
[
68.333333,
68.888889,
67.777778,
65,
65.555556,
64.444444
],
[
0.438369,
0.599307,
0.355556,
0.620778,
0.478808,
0.792241
],
[
51751,
43693,
51751,
930943,
736465,
930943
],
[
-269337,
-36021,
-269337,
-2790835,
-1065613,
-2790835
],
[
23,
22,
24,
23,
22,
24
],
[
14,
13,
15,
17,
15,
19
],
[
41,
41,
42,
33,
34,
32
],
[
4170,
2007,
2163,
4170,
2007,
2163
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577180,
-122016,
-578231,
-51762,
-578519,
324767
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4340,
"evaluation_days": 2170,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576627200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759421323184,
"expiration_time": 1765031040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 3,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 109,
"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) |
|---|