| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 579074.3477 | 413556.8383 | 165517.5093 | 7579469.8378 | 3191485.5111 | 4387984.3268 |
| Total P&L (%) | 579.0743 | 413.5568 | 165.5175 | 7579.4698 | 3191.4855 | 4387.9843 |
| Avg Daily Profit (%) | 0.2671 | 0.1907 | 0.0763 | 0.2004 | 0.1613 | 0.1756 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -301258 | -61667 | -316692 | -1044513 | -782702 | -604202 |
| Profit Factor | 1.7729 | 2.5523 | 1.3428 | 3.2424 | 2.6432 | 4.0518 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 100 | 48 | 52 | 98 | 48 | 50 |
| Losing Trades | 32 | 18 | 14 | 34 | 18 | 16 |
| Profitability (%) | 75.7576 | 72.7273 | 78.7879 | 74.2424 | 72.7273 | 75.7576 |
| Ratio Avg Win / Avg Loss | 0.5673 | 0.9571 | 0.3615 | 1.1249 | 0.9912 | 1.2966 |
| Largest Winning Trade | 57802 | 57802 | 51673 | 928878 | 873406 | 928878 |
| Largest Losing Trade | -168860 | -45208 | -168860 | -580528 | -413478 | -580528 |
| Avg Bars in Trades | 95 | 98 | 93 | 95 | 98 | 93 |
| Avg Bars in Winners | 73 | 72 | 74 | 75 | 71 | 79 |
| Avg Bars in Losers | 165 | 168 | 162 | 153 | 170 | 133 |
| Bars Traded | 12649 | 6510 | 6139 | 12649 | 6510 | 6139 |
| Profit Streak | 19.0916 | 0 | 126.2582 | 19.0916 | 0 | 126.2582 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 493954 | -111604 | -211412 | 628465 | -111263 | -105638 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13010,
"evaluation_days": 2168.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574150400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759313511704,
"expiration_time": 1764925920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 51,
"offset": 102
}
}
} {
"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": [
[
579074.3476776435,
413556.8383304605,
165517.5093471829,
7579469.837819064,
3191485.511068669,
4387984.326750396
],
[
579.074348,
413.556838,
165.517509,
7579.469838,
3191.485511,
4387.984327
],
[
0.26706,
0.190726,
0.076334,
0.200407,
0.161264,
0.175588
],
[
10,
10,
10,
10,
10,
10
],
[
-301258,
-61667,
-316692,
-1044513,
-782702,
-604202
],
[
1.772896,
2.552337,
1.342816,
3.242377,
2.643156,
4.051844
],
[
132,
66,
66,
132,
66,
66
],
[
100,
48,
52,
98,
48,
50
],
[
32,
18,
14,
34,
18,
16
],
[
75.757576,
72.727273,
78.787879,
74.242424,
72.727273,
75.757576
],
[
0.567327,
0.957126,
0.361527,
1.124906,
0.991183,
1.29659
],
[
57802,
57802,
51673,
928878,
873406,
928878
],
[
-168860,
-45208,
-168860,
-580528,
-413478,
-580528
],
[
95,
98,
93,
95,
98,
93
],
[
73,
72,
74,
75,
71,
79
],
[
165,
168,
162,
153,
170,
133
],
[
12649,
6510,
6139,
12649,
6510,
6139
],
[
19.091571,
0,
126.258237,
19.091571,
0,
126.258237
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
493954,
-111604,
-211412,
628465,
-111263,
-105638
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13010,
"evaluation_days": 2168.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574150400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759313511704,
"expiration_time": 1764925920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 51,
"offset": 102
}
}
}
| # | 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) |
|---|