| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 697525.0022 | 452219.6458 | 245305.3564 | 1941375.0917 | 251790.0353 | 1689585.0563 |
| Total P&L (%) | 697.525 | 452.2196 | 245.3054 | 1941.3751 | 251.79 | 1689.5851 |
| Avg Daily Profit (%) | 0.3213 | 0.2083 | 0.113 | 0.139 | 0.058 | 0.1329 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117485 | -66056 | -147811 | -1767123 | -1135815 | -890215 |
| Profit Factor | 2.1468 | 2.815 | 1.6831 | 1.339 | 1.0888 | 1.5846 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 65.3061 | 61.2245 | 69.3878 | 65.3061 | 61.2245 | 69.3878 |
| Ratio Avg Win / Avg Loss | 1.1405 | 1.7828 | 0.7426 | 0.7114 | 0.6896 | 0.6991 |
| Largest Winning Trade | 109483 | 109483 | 44555 | 561706 | 467431 | 561706 |
| Largest Losing Trade | -80230 | -47237 | -80230 | -742916 | -583376 | -742916 |
| Avg Bars in Trades | 129 | 109 | 149 | 129 | 109 | 149 |
| Avg Bars in Winners | 103 | 92 | 112 | 103 | 92 | 112 |
| Avg Bars in Losers | 178 | 135 | 233 | 178 | 135 | 233 |
| Bars Traded | 12675 | 5345 | 7330 | 12675 | 5345 | 7330 |
| Profit Streak | 0 | 0 | 187.5267 | 0 | 0 | 187.5267 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 524503 | 526184 | -37757 | -5854 | -238530 | -10977 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13027,
"evaluation_days": 2171.17,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575129600000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759567105549,
"expiration_time": 1765178064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 188,
"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": [
[
697525.0022299057,
452219.6458326471,
245305.3563972582,
1941375.0916866635,
251790.0353455465,
1689585.056341117
],
[
697.525002,
452.219646,
245.305356,
1941.375092,
251.790035,
1689.585056
],
[
0.321267,
0.208284,
0.112983,
0.139017,
0.057952,
0.132946
],
[
10,
10,
10,
10,
10,
10
],
[
-117485,
-66056,
-147811,
-1767123,
-1135815,
-890215
],
[
2.146773,
2.815005,
1.683122,
1.339025,
1.088772,
1.584634
],
[
98,
49,
49,
98,
49,
49
],
[
64,
30,
34,
64,
30,
34
],
[
34,
19,
15,
34,
19,
15
],
[
65.306122,
61.22449,
69.387755,
65.306122,
61.22449,
69.387755
],
[
1.140473,
1.782836,
0.742554,
0.711357,
0.689556,
0.699103
],
[
109483,
109483,
44555,
561706,
467431,
561706
],
[
-80230,
-47237,
-80230,
-742916,
-583376,
-742916
],
[
129,
109,
149,
129,
109,
149
],
[
103,
92,
112,
103,
92,
112
],
[
178,
135,
233,
178,
135,
233
],
[
12675,
5345,
7330,
12675,
5345,
7330
],
[
0,
0,
187.526685,
0,
0,
187.526685
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
524503,
526184,
-37757,
-5854,
-238530,
-10977
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13027,
"evaluation_days": 2171.17,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575129600000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759567105549,
"expiration_time": 1765178064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 188,
"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) |
|---|