| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -178431.3265 | 73953.9676 | -252385.2941 | 3104739.8551 | -372095.972 | 3476835.8271 |
| Total P&L (%) | -178.4313 | 73.954 | -252.3853 | 3104.7399 | -372.096 | 3476.8358 |
| Avg Daily Profit (%) | -0.0826 | 0.0342 | -0.1168 | 0.1605 | 0 | 0.1656 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -479839 | -62125 | -530556 | -2164648 | -1918043 | -1763988 |
| Profit Factor | 0.8106 | 1.454 | 0.676 | 1.2757 | 0.9119 | 1.4942 |
| Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
| Winning Trades | 160 | 75 | 85 | 150 | 71 | 79 |
| Losing Trades | 42 | 26 | 16 | 52 | 30 | 22 |
| Profitability (%) | 79.2079 | 74.2574 | 84.1584 | 74.2574 | 70.297 | 78.2178 |
| Ratio Avg Win / Avg Loss | 0.2128 | 0.5041 | 0.1273 | 0.4422 | 0.3853 | 0.4161 |
| Largest Winning Trade | 40903 | 15183 | 40903 | 2659811 | 201495 | 2659811 |
| Largest Losing Trade | -425028 | -31805 | -425028 | -1763988 | -997451 | -1763988 |
| Avg Bars in Trades | 60 | 12 | 108 | 60 | 12 | 108 |
| Avg Bars in Winners | 34 | 4 | 61 | 39 | 4 | 70 |
| Avg Bars in Losers | 158 | 36 | 355 | 122 | 32 | 245 |
| Bars Traded | 12231 | 1276 | 10955 | 12231 | 1276 | 10955 |
| Profit Streak | 279.9724 | 383.3057 | 279.9724 | 279.9724 | 383.3057 | 279.9724 |
| Trades During Streak | 12 | 9 | 6 | 12 | 9 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574399 | -142958 | -575077 | 421417 | -576420 | 446877 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12969,
"evaluation_days": 2161.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574683200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758828012919,
"expiration_time": 1764317808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 190,
"offset": 0,
"scalar": 5
}
}
}
{
"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": [
[
-178431.326467952,
73953.9676400432,
-252385.2941079953,
3104739.8551122257,
-372095.9719518679,
3476835.827064094
],
[
-178.431326,
73.953968,
-252.385294,
3104.739855,
-372.095972,
3476.835827
],
[
-0.08255,
0.034214,
-0.116764,
0.160537,
0,
0.165627
],
[
10,
10,
10,
10,
10,
10
],
[
-479839,
-62125,
-530556,
-2164648,
-1918043,
-1763988
],
[
0.810568,
1.454034,
0.676033,
1.275716,
0.911937,
1.4942
],
[
202,
101,
101,
202,
101,
101
],
[
160,
75,
85,
150,
71,
79
],
[
42,
26,
16,
52,
30,
22
],
[
79.207921,
74.257426,
84.158416,
74.257426,
70.29703,
78.217822
],
[
0.212774,
0.504065,
0.127253,
0.442248,
0.385326,
0.416106
],
[
40903,
15183,
40903,
2659811,
201495,
2659811
],
[
-425028,
-31805,
-425028,
-1763988,
-997451,
-1763988
],
[
60,
12,
108,
60,
12,
108
],
[
34,
4,
61,
39,
4,
70
],
[
158,
36,
355,
122,
32,
245
],
[
12231,
1276,
10955,
12231,
1276,
10955
],
[
279.972372,
383.305705,
279.972372,
279.972372,
383.305705,
279.972372
],
[
12,
9,
6,
12,
9,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574399,
-142958,
-575077,
421417,
-576420,
446877
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12969,
"evaluation_days": 2161.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574683200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758828012919,
"expiration_time": 1764317808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 190,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|