Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442498.0116 | 323347.4007 | 119150.6108 | 319583.7267 | 23155.6869 | 296428.0398 |
Total P&L (%) | 442.498 | 323.3474 | 119.1506 | 319.5837 | 23.1557 | 296.428 |
Avg Daily Profit (%) | 0.2124 | 0.1552 | 0.0572 | 0.0689 | 0.01 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113995 | -78004 | -123028 | -1535636 | -971933 | -565599 |
Profit Factor | 1.2747 | 1.394 | 1.1507 | 1.0396 | 1.0053 | 1.0796 |
Total Trades | 550 | 275 | 275 | 550 | 275 | 275 |
Winning Trades | 246 | 119 | 127 | 246 | 119 | 127 |
Losing Trades | 304 | 156 | 148 | 304 | 156 | 148 |
Profitability (%) | 44.7273 | 43.2727 | 46.1818 | 44.7273 | 43.2727 | 46.1818 |
Ratio Avg Win / Avg Loss | 1.5752 | 1.8275 | 1.341 | 1.2847 | 1.3179 | 1.2581 |
Largest Winning Trade | 73738 | 73738 | 41698 | 464257 | 464257 | 350804 |
Largest Losing Trade | -39792 | -39792 | -39473 | -239506 | -201919 | -239506 |
Avg Bars in Trades | 44 | 37 | 51 | 44 | 37 | 51 |
Avg Bars in Winners | 55 | 43 | 66 | 55 | 43 | 66 |
Avg Bars in Losers | 36 | 33 | 39 | 36 | 33 | 39 |
Bars Traded | 24668 | 10449 | 14219 | 24668 | 10449 | 14219 |
Profit Streak | 0 | 0 | 16.486 | 0 | 0 | 16.486 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345258 | 261886 | -171288 | -277110 | -400652 | -237646 |
{ "trading_pair": "KAVA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579132800000, "first_datapoint_time": 1580097600000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759203591596, "expiration_time": 1765677600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 442498.0115619126, 323347.4007206489, 119150.6108412635, 319583.7266875149, 23155.6869253635, 296428.0397621514 ], [ 442.498012, 323.347401, 119.150611, 319.583727, 23.155687, 296.42804 ], [ 0.212399, 0.155207, 0.057192, 0.06886, 0.009998, 0.066134 ], [ 10, 10, 10, 10, 10, 10 ], [ -113995, -78004, -123028, -1535636, -971933, -565599 ], [ 1.274666, 1.394031, 1.150742, 1.039624, 1.005335, 1.079578 ], [ 550, 275, 275, 550, 275, 275 ], [ 246, 119, 127, 246, 119, 127 ], [ 304, 156, 148, 304, 156, 148 ], [ 44.727273, 43.272727, 46.181818, 44.727273, 43.272727, 46.181818 ], [ 1.575197, 1.82747, 1.341023, 1.284738, 1.317918, 1.25809 ], [ 73738, 73738, 41698, 464257, 464257, 350804 ], [ -39792, -39792, -39473, -239506, -201919, -239506 ], [ 44, 37, 51, 44, 37, 51 ], [ 55, 43, 66, 55, 43, 66 ], [ 36, 33, 39, 36, 33, 39 ], [ 24668, 10449, 14219, 24668, 10449, 14219 ], [ 0, 0, 16.486014, 0, 0, 16.486014 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345258, 261886, -171288, -277110, -400652, -237646 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579132800000, "first_datapoint_time": 1580097600000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759203591596, "expiration_time": 1765677600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|