| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -8547.8506 | 210569.1505 | -219117.0012 | 8248101.3599 | 835823.294 | 7412278.0659 |
| Total P&L (%) | -8.5479 | 210.5692 | -219.117 | 8248.1014 | 835.8233 | 7412.2781 |
| Avg Daily Profit (%) | -0.0039 | 0.0969 | -0.1008 | 0.2038 | 0.1029 | 0.1989 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -451195 | -53374 | -502911 | -6665844 | -5392583 | -5461282 |
| Profit Factor | 0.993 | 1.6601 | 0.7579 | 1.1828 | 1.0432 | 1.2878 |
| Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
| Winning Trades | 130 | 60 | 70 | 120 | 57 | 63 |
| Losing Trades | 85 | 48 | 37 | 95 | 51 | 44 |
| Profitability (%) | 60.4651 | 55.5556 | 65.4206 | 55.814 | 52.7778 | 58.8785 |
| Ratio Avg Win / Avg Loss | 0.6493 | 1.3281 | 0.4006 | 0.9364 | 0.9334 | 0.8994 |
| Largest Winning Trade | 64313 | 60055 | 64313 | 4068164 | 1489072 | 4068164 |
| Largest Losing Trade | -342768 | -22429 | -342768 | -5225217 | -1945433 | -5225217 |
| Avg Bars in Trades | 39 | 15 | 63 | 39 | 15 | 63 |
| Avg Bars in Winners | 31 | 14 | 45 | 34 | 14 | 52 |
| Avg Bars in Losers | 51 | 15 | 98 | 46 | 16 | 80 |
| Bars Traded | 8499 | 1652 | 6847 | 8499 | 1652 | 6847 |
| Profit Streak | 0 | 0 | 70.6052 | 0 | 0 | 70.6052 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578296 | -60868 | -577619 | -11141 | -229466 | 312530 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8694,
"evaluation_days": 2173.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573776000000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759739488279,
"expiration_time": 1765364112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 211,
"offset": 0,
"std": 2.43527
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 85,
"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": [
[
-8547.8506287292,
210569.1505435927,
-219117.0011723217,
8248101.359949421,
835823.2940040167,
7412278.065945402
],
[
-8.547851,
210.569151,
-219.117001,
8248.10136,
835.823294,
7412.278066
],
[
-0.003933,
0.09688,
-0.100813,
0.203779,
0.10294,
0.198915
],
[
10,
10,
10,
10,
10,
10
],
[
-451195,
-53374,
-502911,
-6665844,
-5392583,
-5461282
],
[
0.993016,
1.660085,
0.757878,
1.182821,
1.043175,
1.287781
],
[
215,
108,
107,
215,
108,
107
],
[
130,
60,
70,
120,
57,
63
],
[
85,
48,
37,
95,
51,
44
],
[
60.465116,
55.555556,
65.420561,
55.813953,
52.777778,
58.878505
],
[
0.64928,
1.328068,
0.400593,
0.9364,
0.933367,
0.899403
],
[
64313,
60055,
64313,
4068164,
1489072,
4068164
],
[
-342768,
-22429,
-342768,
-5225217,
-1945433,
-5225217
],
[
39,
15,
63,
39,
15,
63
],
[
31,
14,
45,
34,
14,
52
],
[
51,
15,
98,
46,
16,
80
],
[
8499,
1652,
6847,
8499,
1652,
6847
],
[
0,
0,
70.605188,
0,
0,
70.605188
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578296,
-60868,
-577619,
-11141,
-229466,
312530
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8694,
"evaluation_days": 2173.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573776000000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759739488279,
"expiration_time": 1765364112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 211,
"offset": 0,
"std": 2.43527
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 85,
"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) |
|---|