| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 930211.5213 | 794393.7052 | 135817.8161 | 733091.5733 | -1526546.0108 | 2259637.5841 |
| Total P&L (%) | 930.2115 | 794.3937 | 135.8178 | 733.0916 | -1526.546 | 2259.6376 |
| Avg Daily Profit (%) | 0.4294 | 0.3667 | 0.0627 | 0.0979 | 0 | 0.146 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129507 | -119742 | -58826 | -5731178 | -5722579 | -1554976 |
| Profit Factor | 2.6659 | 3.4362 | 1.5846 | 1.0451 | 0.85 | 1.3721 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 33.75 | 32.5 | 35 | 33.75 | 32.5 | 35 |
| Ratio Avg Win / Avg Loss | 5.233 | 7.1368 | 2.9428 | 2.0515 | 1.7655 | 2.5481 |
| Largest Winning Trade | 707491 | 707491 | 54978 | 2312265 | 1947342 | 2312265 |
| Largest Losing Trade | -37995 | -37995 | -30582 | -1692723 | -1692723 | -793872 |
| Avg Bars in Trades | 50 | 52 | 49 | 50 | 52 | 49 |
| Avg Bars in Winners | 95 | 88 | 102 | 95 | 88 | 102 |
| Avg Bars in Losers | 28 | 35 | 20 | 28 | 35 | 20 |
| Bars Traded | 4072 | 2099 | 1973 | 4072 | 2099 | 1973 |
| 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 | -15013 | 333245 | -112090 | -261753 | -584777 | -1874 |
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4333,
"evaluation_days": 2166.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1581897600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759143594872,
"expiration_time": 1764719568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 8,
"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": [
[
930211.5212569536,
794393.7051782961,
135817.8160786578,
733091.5732744354,
-1526546.0107948768,
2259637.5840693135
],
[
930.211521,
794.393705,
135.817816,
733.091573,
-1526.546011,
2259.637584
],
[
0.429361,
0.366671,
0.06269,
0.0979,
0,
0.146014
],
[
10,
10,
10,
10,
10,
10
],
[
-129507,
-119742,
-58826,
-5731178,
-5722579,
-1554976
],
[
2.66586,
3.436245,
1.584605,
1.045105,
0.85004,
1.372059
],
[
80,
40,
40,
80,
40,
40
],
[
27,
13,
14,
27,
13,
14
],
[
53,
27,
26,
53,
27,
26
],
[
33.75,
32.5,
35,
33.75,
32.5,
35
],
[
5.232985,
7.136816,
2.942838,
2.051502,
1.765467,
2.54811
],
[
707491,
707491,
54978,
2312265,
1947342,
2312265
],
[
-37995,
-37995,
-30582,
-1692723,
-1692723,
-793872
],
[
50,
52,
49,
50,
52,
49
],
[
95,
88,
102,
95,
88,
102
],
[
28,
35,
20,
28,
35,
20
],
[
4072,
2099,
1973,
4072,
2099,
1973
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-15013,
333245,
-112090,
-261753,
-584777,
-1874
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4333,
"evaluation_days": 2166.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1581897600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759143594872,
"expiration_time": 1764719568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 8,
"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) |
|---|