Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561794.0687 | 422774.0262 | 139020.0424 | 438254.8373 | 390392.4453 | 47862.392 |
Total P&L (%) | 561.7941 | 422.774 | 139.02 | 438.2548 | 390.3924 | 47.8624 |
Avg Daily Profit (%) | 0.2591 | 0.195 | 0.0641 | 0.0777 | 0.0734 | 0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152105 | -137869 | -83746 | -1386580 | -977090 | -473547 |
Profit Factor | 1.7518 | 2.1261 | 1.3739 | 1.1114 | 1.196 | 1.0246 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 57.6923 | 56.044 | 59.3407 | 57.6923 | 56.044 | 59.3407 |
Ratio Avg Win / Avg Loss | 1.2846 | 1.6675 | 0.9414 | 0.815 | 0.938 | 0.7021 |
Largest Winning Trade | 264206 | 264206 | 49285 | 350670 | 350670 | 268757 |
Largest Losing Trade | -54196 | -50489 | -54196 | -421886 | -421886 | -310161 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 4242 | 1852 | 2389 | 4242 | 1852 | 2389 |
Profit Streak | 42.7252 | 42.7252 | 45.2252 | 42.7252 | 42.7252 | 45.2252 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521308 | 480935 | -106273 | -185207 | -99838 | -363209 |
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4336, "evaluation_days": 2168, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575676800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759253054472, "expiration_time": 1764853056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 86 } }, "second_band": { "type": "swma", "factors": { "length": 70, "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": [ [ 561794.068651183, 422774.0262278338, 139020.0424233488, 438254.8372692093, 390392.4453117106, 47862.3919574989 ], [ 561.794069, 422.774026, 139.020042, 438.254837, 390.392445, 47.862392 ], [ 0.25913, 0.195006, 0.064124, 0.077667, 0.073368, 0.018042 ], [ 10, 10, 10, 10, 10, 10 ], [ -152105, -137869, -83746, -1386580, -977090, -473547 ], [ 1.75178, 2.126075, 1.373866, 1.111372, 1.196, 1.02463 ], [ 182, 91, 91, 182, 91, 91 ], [ 105, 51, 54, 105, 51, 54 ], [ 77, 40, 37, 77, 40, 37 ], [ 57.692308, 56.043956, 59.340659, 57.692308, 56.043956, 59.340659 ], [ 1.284639, 1.66751, 0.941353, 0.815006, 0.938039, 0.702061 ], [ 264206, 264206, 49285, 350670, 350670, 268757 ], [ -54196, -50489, -54196, -421886, -421886, -310161 ], [ 23, 20, 26, 23, 20, 26 ], [ 26, 20, 32, 26, 20, 32 ], [ 19, 20, 17, 19, 20, 17 ], [ 4242, 1852, 2389, 4242, 1852, 2389 ], [ 42.725167, 42.725167, 45.225167, 42.725167, 42.725167, 45.225167 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 521308, 480935, -106273, -185207, -99838, -363209 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4336, "evaluation_days": 2168, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575676800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759253054472, "expiration_time": 1764853056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 86 } }, "second_band": { "type": "swma", "factors": { "length": 70, "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) |
---|