Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116712.4666 | 246428.2346 | -129715.768 | 8086022.7648 | 3246702.3955 | 4839320.3693 |
Total P&L (%) | 116.7125 | 246.4282 | -129.7158 | 8086.0228 | 3246.7024 | 4839.3204 |
Avg Daily Profit (%) | 0.0536 | 0.1132 | -0.0596 | 0.2026 | 0.1614 | 0.1793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -524847 | -97887 | -501791 | -2404901 | -1690258 | -828355 |
Profit Factor | 1.1269 | 1.8027 | 0.7882 | 2.6326 | 2.0303 | 3.686 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 67 | 30 | 37 | 67 | 31 | 36 |
Losing Trades | 21 | 14 | 7 | 21 | 13 | 8 |
Profitability (%) | 76.1364 | 68.1818 | 84.0909 | 76.1364 | 70.4545 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.3532 | 0.8413 | 0.1491 | 0.8251 | 0.8514 | 0.8191 |
Largest Winning Trade | 65618 | 65618 | 33376 | 941963 | 941963 | 748573 |
Largest Losing Trade | -407585 | -43329 | -407585 | -911393 | -911393 | -506493 |
Avg Bars in Trades | 140 | 159 | 122 | 140 | 159 | 122 |
Avg Bars in Winners | 89 | 102 | 78 | 96 | 107 | 86 |
Avg Bars in Losers | 305 | 281 | 353 | 283 | 282 | 284 |
Bars Traded | 12389 | 7008 | 5380 | 12389 | 7008 | 5380 |
Profit Streak | 294.2925 | 408.4592 | 294.2925 | 294.2925 | 408.4592 | 294.2925 |
Trades During Streak | 12 | 10 | 6 | 12 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -198441 | -37327 | -575021 | 566384 | 466907 | 628217 |
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13060, "evaluation_days": 2176.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575331200000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760036470979, "expiration_time": 1765667520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 235, "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": [ [ 116712.4665966023, 246428.2345507744, -129715.7679541719, 8086022.764808893, 3246702.3954845876, 4839320.369324304 ], [ 116.712467, 246.428235, -129.715768, 8086.022765, 3246.702395, 4839.320369 ], [ 0.05362, 0.113213, -0.059594, 0.202579, 0.161411, 0.179325 ], [ 10, 10, 10, 10, 10, 10 ], [ -524847, -97887, -501791, -2404901, -1690258, -828355 ], [ 1.126941, 1.80269, 0.788191, 2.632615, 2.03034, 3.685965 ], [ 88, 44, 44, 88, 44, 44 ], [ 67, 30, 37, 67, 31, 36 ], [ 21, 14, 7, 21, 13, 8 ], [ 76.136364, 68.181818, 84.090909, 76.136364, 70.454545, 81.818182 ], [ 0.35322, 0.841255, 0.149117, 0.825148, 0.851433, 0.819103 ], [ 65618, 65618, 33376, 941963, 941963, 748573 ], [ -407585, -43329, -407585, -911393, -911393, -506493 ], [ 140, 159, 122, 140, 159, 122 ], [ 89, 102, 78, 96, 107, 86 ], [ 305, 281, 353, 283, 282, 284 ], [ 12389, 7008, 5380, 12389, 7008, 5380 ], [ 294.292488, 408.459155, 294.292488, 294.292488, 408.459155, 294.292488 ], [ 12, 10, 6, 12, 10, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -198441, -37327, -575021, 566384, 466907, 628217 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13060, "evaluation_days": 2176.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575331200000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760036470979, "expiration_time": 1765667520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 235, "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) |
---|