| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 219318.2425 | 293031.2141 | -73712.9716 | 14966854.6827 | 6227263.4366 | 8739591.2462 |
| Total P&L (%) | 219.3182 | 293.0312 | -73.713 | 14966.8547 | 6227.2634 | 8739.5912 |
| Avg Daily Profit (%) | 0.1012 | 0.1352 | -0.034 | 0.2317 | 0.1916 | 0.2071 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -496837 | -70313 | -486748 | -1667845 | -1547676 | -892931 |
| Profit Factor | 1.2394 | 1.9428 | 0.8782 | 2.8994 | 2.2141 | 4.1772 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 88 | 44 | 44 | 86 | 43 | 43 |
| Losing Trades | 38 | 19 | 19 | 40 | 20 | 20 |
| Profitability (%) | 69.8413 | 69.8413 | 69.8413 | 68.254 | 68.254 | 68.254 |
| Ratio Avg Win / Avg Loss | 0.5352 | 0.8389 | 0.3792 | 1.3486 | 1.0298 | 1.9429 |
| Largest Winning Trade | 48856 | 48856 | 36948 | 2019555 | 2019555 | 1804781 |
| Largest Losing Trade | -389351 | -43759 | -389351 | -915819 | -915819 | -831258 |
| Avg Bars in Trades | 100 | 114 | 86 | 100 | 114 | 86 |
| Avg Bars in Winners | 78 | 86 | 70 | 81 | 87 | 76 |
| Avg Bars in Losers | 151 | 179 | 122 | 139 | 171 | 108 |
| Bars Traded | 12636 | 7199 | 5437 | 12636 | 7199 | 5437 |
| Profit Streak | 20.5525 | 0 | 67.2192 | 20.5525 | 0 | 67.2192 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -56345 | -155689 | -723504 | 575552 | -133245 | -127642 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13001,
"evaluation_days": 2166.83,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574884800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759180538548,
"expiration_time": 1764792432000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 204,
"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": [
[
219318.2425303921,
293031.2140942814,
-73712.9715638895,
14966854.682747804,
6227263.436551922,
8739591.24619588
],
[
219.318243,
293.031214,
-73.712972,
14966.854683,
6227.263437,
8739.591246
],
[
0.101216,
0.135235,
-0.034019,
0.231716,
0.19159,
0.207052
],
[
10,
10,
10,
10,
10,
10
],
[
-496837,
-70313,
-486748,
-1667845,
-1547676,
-892931
],
[
1.239366,
1.942754,
0.878245,
2.899426,
2.214136,
4.177218
],
[
126,
63,
63,
126,
63,
63
],
[
88,
44,
44,
86,
43,
43
],
[
38,
19,
19,
40,
20,
20
],
[
69.84127,
69.84127,
69.84127,
68.253968,
68.253968,
68.253968
],
[
0.535181,
0.838916,
0.379242,
1.34857,
1.029831,
1.942892
],
[
48856,
48856,
36948,
2019555,
2019555,
1804781
],
[
-389351,
-43759,
-389351,
-915819,
-915819,
-831258
],
[
100,
114,
86,
100,
114,
86
],
[
78,
86,
70,
81,
87,
76
],
[
151,
179,
122,
139,
171,
108
],
[
12636,
7199,
5437,
12636,
7199,
5437
],
[
20.552529,
0,
67.219196,
20.552529,
0,
67.219196
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-56345,
-155689,
-723504,
575552,
-133245,
-127642
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13001,
"evaluation_days": 2166.83,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574884800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759180538548,
"expiration_time": 1764792432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 204,
"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) |
|---|