| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 348574.0447 | 262285.9898 | 86288.0549 | 71535.144 | 91296.0059 | -19760.8619 |
| Total P&L (%) | 348.574 | 262.286 | 86.2881 | 71.5351 | 91.296 | -19.7609 |
| Avg Daily Profit (%) | 0.1673 | 0.1259 | 0.0414 | 0.0259 | 0.0311 | -0.0106 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -159481 | -81276 | -181989 | -334134 | -209559 | -236215 |
| Profit Factor | 1.3012 | 1.4722 | 1.1433 | 1.0457 | 1.1199 | 0.9754 |
| Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
| Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
| Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
| Profitability (%) | 45.4545 | 44.6281 | 46.281 | 45.4545 | 44.6281 | 46.281 |
| Ratio Avg Win / Avg Loss | 1.5614 | 1.8267 | 1.3271 | 1.2549 | 1.3895 | 1.1322 |
| Largest Winning Trade | 72767 | 72767 | 44338 | 82381 | 82381 | 48699 |
| Largest Losing Trade | -39408 | -37661 | -39408 | -77139 | -75656 | -77139 |
| Avg Bars in Trades | 102 | 81 | 122 | 102 | 81 | 122 |
| Avg Bars in Winners | 125 | 101 | 148 | 125 | 101 | 148 |
| Avg Bars in Losers | 83 | 66 | 100 | 83 | 66 | 100 |
| Bars Traded | 24777 | 9914 | 14863 | 24777 | 9914 | 14863 |
| Profit Streak | 31.0624 | 0 | 33.3124 | 31.0624 | 0 | 33.3124 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308977 | -25017 | -201571 | -328461 | -242267 | -580249 |
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579716000000,
"first_datapoint_time": 1580846400000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759786191028,
"expiration_time": 1766260800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 88,
"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": [
[
348574.0446766437,
262285.9897763448,
86288.054900299,
71535.144024019,
91296.0058919469,
-19760.8618679278
],
[
348.574045,
262.28599,
86.288055,
71.535144,
91.296006,
-19.760862
],
[
0.167316,
0.125897,
0.041418,
0.025905,
0.03114,
-0.010567
],
[
10,
10,
10,
10,
10,
10
],
[
-159481,
-81276,
-181989,
-334134,
-209559,
-236215
],
[
1.301176,
1.472246,
1.143342,
1.045721,
1.11988,
0.975392
],
[
242,
121,
121,
242,
121,
121
],
[
110,
54,
56,
110,
54,
56
],
[
132,
67,
65,
132,
67,
65
],
[
45.454545,
44.628099,
46.280992,
45.454545,
44.628099,
46.280992
],
[
1.561411,
1.826675,
1.327093,
1.254865,
1.389481,
1.132152
],
[
72767,
72767,
44338,
82381,
82381,
48699
],
[
-39408,
-37661,
-39408,
-77139,
-75656,
-77139
],
[
102,
81,
122,
102,
81,
122
],
[
125,
101,
148,
125,
101,
148
],
[
83,
66,
100,
83,
66,
100
],
[
24777,
9914,
14863,
24777,
9914,
14863
],
[
31.062396,
0,
33.312396,
31.062396,
0,
33.312396
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308977,
-25017,
-201571,
-328461,
-242267,
-580249
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579716000000,
"first_datapoint_time": 1580846400000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759786191028,
"expiration_time": 1766260800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 88,
"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) |
|---|