Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496762.0553 | 329643.1502 | 167118.905 | 621841.6659 | 312074.6704 | 309766.9955 |
Total P&L (%) | 496.7621 | 329.6432 | 167.1189 | 621.8417 | 312.0747 | 309.767 |
Avg Daily Profit (%) | 0.2298 | 0.1525 | 0.0773 | 0.0915 | 0.0655 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135125 | -89715 | -173878 | -322759 | -229710 | -206485 |
Profit Factor | 1.6201 | 1.8035 | 1.4276 | 1.4628 | 1.4397 | 1.4887 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 55.0336 | 52 | 58.1081 | 55.0336 | 52 | 58.1081 |
Ratio Avg Win / Avg Loss | 1.3237 | 1.6648 | 1.0292 | 1.1952 | 1.3289 | 1.0732 |
Largest Winning Trade | 88431 | 88431 | 44064 | 335699 | 335699 | 182570 |
Largest Losing Trade | -51097 | -43926 | -51097 | -161558 | -102775 | -161558 |
Avg Bars in Trades | 85 | 110 | 60 | 85 | 110 | 60 |
Avg Bars in Winners | 97 | 124 | 73 | 97 | 124 | 73 |
Avg Bars in Losers | 71 | 96 | 42 | 71 | 96 | 42 |
Bars Traded | 12765 | 8308 | 4457 | 12765 | 8308 | 4457 |
Profit Streak | 0 | 0 | 139.7025 | 0 | 0 | 139.7025 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391630 | -46062 | -150601 | -68278 | -161190 | -166285 |
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12969, "evaluation_days": 2161.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574164800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862296636, "expiration_time": 1764317808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 154, "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": [ [ 496762.0552624513, 329643.1502478565, 167118.9050145949, 621841.6659010319, 312074.6703561284, 309766.9955449033 ], [ 496.762055, 329.64315, 167.118905, 621.841666, 312.07467, 309.766996 ], [ 0.229823, 0.152507, 0.077316, 0.091489, 0.065533, 0.065273 ], [ 10, 10, 10, 10, 10, 10 ], [ -135125, -89715, -173878, -322759, -229710, -206485 ], [ 1.62011, 1.803538, 1.427581, 1.462797, 1.439686, 1.488674 ], [ 149, 75, 74, 149, 75, 74 ], [ 82, 39, 43, 82, 39, 43 ], [ 67, 36, 31, 67, 36, 31 ], [ 55.033557, 52, 58.108108, 55.033557, 52, 58.108108 ], [ 1.323748, 1.664804, 1.029187, 1.195212, 1.328941, 1.07323 ], [ 88431, 88431, 44064, 335699, 335699, 182570 ], [ -51097, -43926, -51097, -161558, -102775, -161558 ], [ 85, 110, 60, 85, 110, 60 ], [ 97, 124, 73, 97, 124, 73 ], [ 71, 96, 42, 71, 96, 42 ], [ 12765, 8308, 4457, 12765, 8308, 4457 ], [ 0, 0, 139.702507, 0, 0, 139.702507 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391630, -46062, -150601, -68278, -161190, -166285 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12969, "evaluation_days": 2161.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574164800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862296636, "expiration_time": 1764317808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 154, "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) |
---|