| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 89073.7537 | 199612.0355 | -110538.2818 | 16615413.8131 | 5202047.135 | 11413366.6781 |
| Total P&L (%) | 89.0738 | 199.612 | -110.5383 | 16615.4138 | 5202.0471 | 11413.3667 |
| Avg Daily Profit (%) | 0.041 | 0.0919 | -0.0509 | 0.236 | 0.183 | 0.2188 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -536902 | -38569 | -526291 | -2909232 | -1482157 | -2909232 |
| Profit Factor | 1.1141 | 2.5199 | 0.8298 | 2.5466 | 2.5259 | 2.5563 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 75 | 37 | 38 | 81 | 41 | 40 |
| Losing Trades | 37 | 19 | 18 | 31 | 15 | 16 |
| Profitability (%) | 66.9643 | 66.0714 | 67.8571 | 72.3214 | 73.2143 | 71.4286 |
| Ratio Avg Win / Avg Loss | 0.5496 | 1.294 | 0.3931 | 0.9746 | 0.9241 | 1.0225 |
| Largest Winning Trade | 63945 | 63945 | 56862 | 2213983 | 1306681 | 2213983 |
| Largest Losing Trade | -364177 | -17018 | -364177 | -2909232 | -827543 | -2909232 |
| Avg Bars in Trades | 113 | 57 | 169 | 113 | 57 | 169 |
| Avg Bars in Winners | 88 | 43 | 132 | 95 | 49 | 142 |
| Avg Bars in Losers | 164 | 85 | 247 | 161 | 80 | 236 |
| Bars Traded | 12705 | 3222 | 9483 | 12705 | 3222 | 9483 |
| Profit Streak | 54.6934 | 59.8601 | 54.6934 | 54.6934 | 59.8601 | 54.6934 |
| Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -230762 | -243049 | -757114 | 556723 | -165663 | -163911 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13027,
"evaluation_days": 2171.17,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574942400000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759567111940,
"expiration_time": 1765178064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 46,
"offset": 187,
"scalar": 4
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 208,
"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": [
[
89073.7537374731,
199612.0355372462,
-110538.2817997733,
16615413.813104678,
5202047.134976742,
11413366.678127935
],
[
89.073754,
199.612036,
-110.538282,
16615.413813,
5202.047135,
11413.366678
],
[
0.041026,
0.091938,
-0.050912,
0.236046,
0.183049,
0.218835
],
[
10,
10,
10,
10,
10,
10
],
[
-536902,
-38569,
-526291,
-2909232,
-1482157,
-2909232
],
[
1.114061,
2.519896,
0.829836,
2.546641,
2.525883,
2.556291
],
[
112,
56,
56,
112,
56,
56
],
[
75,
37,
38,
81,
41,
40
],
[
37,
19,
18,
31,
15,
16
],
[
66.964286,
66.071429,
67.857143,
72.321429,
73.214286,
71.428571
],
[
0.549603,
1.294001,
0.39308,
0.97464,
0.924103,
1.022516
],
[
63945,
63945,
56862,
2213983,
1306681,
2213983
],
[
-364177,
-17018,
-364177,
-2909232,
-827543,
-2909232
],
[
113,
57,
169,
113,
57,
169
],
[
88,
43,
132,
95,
49,
142
],
[
164,
85,
247,
161,
80,
236
],
[
12705,
3222,
9483,
12705,
3222,
9483
],
[
54.693425,
59.860092,
54.693425,
54.693425,
59.860092,
54.693425
],
[
6,
4,
3,
6,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-230762,
-243049,
-757114,
556723,
-165663,
-163911
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13027,
"evaluation_days": 2171.17,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574942400000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759567111940,
"expiration_time": 1765178064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 46,
"offset": 187,
"scalar": 4
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 208,
"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) |
|---|