| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 560960.3298 | 429863.3519 | 131096.9778 | -29792237.1578 | -630974.2991 | -29161262.8587 |
| Total P&L (%) | 560.9603 | 429.8634 | 131.097 | -29792.2372 | -630.9743 | -29161.2629 |
| Avg Daily Profit (%) | 0.2579 | 0.1976 | 0.0603 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -265536 | -53410 | -233851 | -78969973 | -23302772 | -58381763 |
| Profit Factor | 1.9608 | 3.4145 | 1.323 | 0.8103 | 0.9877 | 0.7242 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 58 | 27 | 31 | 32 | 19 | 13 |
| Losing Trades | 28 | 16 | 12 | 54 | 24 | 30 |
| Profitability (%) | 67.4419 | 62.7907 | 72.093 | 37.2093 | 44.186 | 30.2326 |
| Ratio Avg Win / Avg Loss | 0.9466 | 2.0234 | 0.5121 | 1.3673 | 1.2476 | 1.6712 |
| Largest Winning Trade | 79013 | 79013 | 57282 | 29507880 | 21752757 | 29507880 |
| Largest Losing Trade | -230421 | -36413 | -230421 | -21754007 | -7835364 | -21754007 |
| Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
| Avg Bars in Winners | 43 | 50 | 38 | 52 | 47 | 60 |
| Avg Bars in Losers | 57 | 47 | 70 | 45 | 51 | 41 |
| Bars Traded | 4147 | 2126 | 2021 | 4147 | 2126 | 2021 |
| Profit Streak | 28.7843 | 28.7843 | 34.7843 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 493675 | 589682 | -109975 | -583855 | -581321 | -585636 |
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4350,
"evaluation_days": 2175,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1578225600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759862961448,
"expiration_time": 1765476000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 125,
"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": [
[
560960.3297702386,
429863.3519468975,
131096.9778233408,
-29792237.157799516,
-630974.2990904977,
-29161262.858709022
],
[
560.96033,
429.863352,
131.096978,
-29792.237158,
-630.974299,
-29161.262859
],
[
0.257913,
0.197638,
0.060274,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-265536,
-53410,
-233851,
-78969973,
-23302772,
-58381763
],
[
1.960776,
3.414493,
1.323036,
0.810251,
0.987695,
0.724191
],
[
86,
43,
43,
86,
43,
43
],
[
58,
27,
31,
32,
19,
13
],
[
28,
16,
12,
54,
24,
30
],
[
67.44186,
62.790698,
72.093023,
37.209302,
44.186047,
30.232558
],
[
0.946581,
2.023403,
0.512143,
1.367298,
1.247615,
1.671209
],
[
79013,
79013,
57282,
29507880,
21752757,
29507880
],
[
-230421,
-36413,
-230421,
-21754007,
-7835364,
-21754007
],
[
48,
49,
47,
48,
49,
47
],
[
43,
50,
38,
52,
47,
60
],
[
57,
47,
70,
45,
51,
41
],
[
4147,
2126,
2021,
4147,
2126,
2021
],
[
28.784276,
28.784276,
34.784276,
0,
0,
0
],
[
3,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
493675,
589682,
-109975,
-583855,
-581321,
-585636
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4350,
"evaluation_days": 2175,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1578225600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759862961448,
"expiration_time": 1765476000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 125,
"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) |
|---|