Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370869.083 | 278832.8834 | 92036.1997 | 123285.4514 | 111423.936 | 11861.5155 |
Total P&L (%) | 370.8691 | 278.8329 | 92.0362 | 123.2855 | 111.4239 | 11.8615 |
Avg Daily Profit (%) | 0.178 | 0.1338 | 0.0442 | 0.0386 | 0.0359 | 0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173363 | -75562 | -151928 | -207725 | -114328 | -158206 |
Profit Factor | 1.3719 | 1.6471 | 1.1625 | 1.082 | 1.1646 | 1.0144 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 44.0758 | 40.9524 | 47.1698 | 44.0758 | 40.9524 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.7407 | 2.3749 | 1.302 | 1.3729 | 1.6792 | 1.1361 |
Largest Winning Trade | 75321 | 75321 | 47994 | 101509 | 101509 | 59417 |
Largest Losing Trade | -50556 | -32232 | -50556 | -92530 | -37490 | -92530 |
Avg Bars in Trades | 116 | 93 | 139 | 116 | 93 | 139 |
Avg Bars in Winners | 157 | 149 | 165 | 157 | 149 | 165 |
Avg Bars in Losers | 84 | 55 | 116 | 84 | 55 | 116 |
Bars Traded | 24670 | 9862 | 14808 | 24670 | 9862 | 14808 |
Profit Streak | 33.6574 | 0 | 36.9907 | 33.6574 | 0 | 36.9907 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302753 | -15026 | -176020 | -272344 | -187047 | -498609 |
{ "trading_pair": "KAVA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579723200000, "first_datapoint_time": 1581062400000, "last_datapoint_time": 1759788000000, "evaluation_time": 1759794397147, "expiration_time": 1766268000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 140, "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": [ [ 370869.0830486605, 278832.8833746193, 92036.1996740413, 123285.4514198771, 111423.9359673407, 11861.5154525364 ], [ 370.869083, 278.832883, 92.0362, 123.285451, 111.423936, 11.861515 ], [ 0.178017, 0.13384, 0.044177, 0.038565, 0.035944, 0.005381 ], [ 10, 10, 10, 10, 10, 10 ], [ -173363, -75562, -151928, -207725, -114328, -158206 ], [ 1.371944, 1.64714, 1.162539, 1.082025, 1.164584, 1.01436 ], [ 211, 105, 106, 211, 105, 106 ], [ 93, 43, 50, 93, 43, 50 ], [ 118, 62, 56, 118, 62, 56 ], [ 44.075829, 40.952381, 47.169811, 44.075829, 40.952381, 47.169811 ], [ 1.740746, 2.374946, 1.302043, 1.372892, 1.679167, 1.136083 ], [ 75321, 75321, 47994, 101509, 101509, 59417 ], [ -50556, -32232, -50556, -92530, -37490, -92530 ], [ 116, 93, 139, 116, 93, 139 ], [ 157, 149, 165, 157, 149, 165 ], [ 84, 55, 116, 84, 55, 116 ], [ 24670, 9862, 14808, 24670, 9862, 14808 ], [ 33.657374, 0, 36.990708, 33.657374, 0, 36.990708 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302753, -15026, -176020, -272344, -187047, -498609 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579723200000, "first_datapoint_time": 1581062400000, "last_datapoint_time": 1759788000000, "evaluation_time": 1759794397147, "expiration_time": 1766268000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 140, "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) |
---|