Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546898.4563 | 384170.387 | 162728.0693 | 898848.3959 | 358745.3534 | 540103.0425 |
Total P&L (%) | 546.8985 | 384.1704 | 162.7281 | 898.8484 | 358.7454 | 540.103 |
Avg Daily Profit (%) | 0.2516 | 0.1768 | 0.0749 | 0.106 | 0.0701 | 0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127155 | -108471 | -73790 | -918785 | -565093 | -426612 |
Profit Factor | 1.5112 | 1.6703 | 1.3277 | 1.1749 | 1.127 | 1.2333 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Profitability (%) | 41.4847 | 36.8421 | 46.087 | 41.4847 | 36.8421 | 46.087 |
Ratio Avg Win / Avg Loss | 2.1317 | 2.8634 | 1.5531 | 1.6573 | 1.9321 | 1.4427 |
Largest Winning Trade | 90291 | 90291 | 38529 | 358210 | 353465 | 358210 |
Largest Losing Trade | -40122 | -35689 | -40122 | -274979 | -274979 | -220219 |
Avg Bars in Trades | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Winners | 82 | 88 | 78 | 82 | 88 | 78 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 12753 | 6326 | 6427 | 12753 | 6326 | 6427 |
Profit Streak | 28.5306 | 0 | 31.1973 | 28.5306 | 0 | 31.1973 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338123 | 187864 | -92838 | -79703 | -184348 | -80000 |
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13040, "evaluation_days": 2173.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574856000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759740247283, "expiration_time": 1765370880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 119, "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": [ [ 546898.4562666246, 384170.3870133071, 162728.0692533178, 898848.3959154441, 358745.3533929384, 540103.0425225053 ], [ 546.898456, 384.170387, 162.728069, 898.848396, 358.745353, 540.103043 ], [ 0.251641, 0.176766, 0.074875, 0.10595, 0.070116, 0.085457 ], [ 10, 10, 10, 10, 10, 10 ], [ -127155, -108471, -73790, -918785, -565093, -426612 ], [ 1.511245, 1.670307, 1.327675, 1.174917, 1.127049, 1.233303 ], [ 229, 114, 115, 229, 114, 115 ], [ 95, 42, 53, 95, 42, 53 ], [ 134, 72, 62, 134, 72, 62 ], [ 41.484716, 36.842105, 46.086957, 41.484716, 36.842105, 46.086957 ], [ 2.13165, 2.863384, 1.553129, 1.657252, 1.932084, 1.442732 ], [ 90291, 90291, 38529, 358210, 353465, 358210 ], [ -40122, -35689, -40122, -274979, -274979, -220219 ], [ 55, 55, 55, 55, 55, 55 ], [ 82, 88, 78, 82, 88, 78 ], [ 36, 36, 36, 36, 36, 36 ], [ 12753, 6326, 6427, 12753, 6326, 6427 ], [ 28.53064, 0, 31.197306, 28.53064, 0, 31.197306 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338123, 187864, -92838, -79703, -184348, -80000 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13040, "evaluation_days": 2173.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574856000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759740247283, "expiration_time": 1765370880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 119, "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) |
---|