| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 120589.2615 | 245141.3384 | -124552.0769 | 58145697.1295 | 8567996.3034 | 49577700.8261 |
| Total P&L (%) | 120.5893 | 245.1413 | -124.5521 | 58145.6971 | 8567.9963 | 49577.7008 |
| Avg Daily Profit (%) | 0.0555 | 0.1129 | -0.0574 | 0.2937 | 0.2057 | 0.2864 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -532113 | -67294 | -528664 | -19294958 | -22207599 | -6921031 |
| Profit Factor | 1.118 | 1.8368 | 0.8291 | 1.7424 | 1.1612 | 2.9695 |
| Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
| Winning Trades | 118 | 57 | 61 | 114 | 55 | 59 |
| Losing Trades | 56 | 30 | 26 | 60 | 32 | 28 |
| Profitability (%) | 67.8161 | 65.5172 | 70.1149 | 65.5172 | 63.2184 | 67.8161 |
| Ratio Avg Win / Avg Loss | 0.5306 | 0.9667 | 0.3534 | 0.9171 | 0.6756 | 1.4092 |
| Largest Winning Trade | 54503 | 44922 | 54503 | 5638573 | 5136124 | 5638573 |
| Largest Losing Trade | -338134 | -32457 | -338134 | -11722292 | -11722292 | -6921031 |
| Avg Bars in Trades | 48 | 35 | 60 | 48 | 35 | 60 |
| Avg Bars in Winners | 35 | 25 | 45 | 38 | 24 | 51 |
| Avg Bars in Losers | 74 | 56 | 95 | 66 | 55 | 79 |
| Bars Traded | 8388 | 3131 | 5257 | 8388 | 3131 | 5257 |
| Profit Streak | 53.9001 | 53.9001 | 88.6501 | 53.9001 | 53.9001 | 88.6501 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -206496 | -39013 | -576852 | 492964 | -34529 | 610688 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8684,
"evaluation_days": 2171,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575072000000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759527366085,
"expiration_time": 1765141632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 145,
"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": [
[
120589.2614767373,
245141.3384088172,
-124552.0769320801,
58145697.12951837,
8567996.303403147,
49577700.826115206
],
[
120.589261,
245.141338,
-124.552077,
58145.69713,
8567.996303,
49577.700826
],
[
0.055545,
0.112916,
-0.057371,
0.293717,
0.205749,
0.286367
],
[
10,
10,
10,
10,
10,
10
],
[
-532113,
-67294,
-528664,
-19294958,
-22207599,
-6921031
],
[
1.118015,
1.836792,
0.829113,
1.742441,
1.161223,
2.969456
],
[
174,
87,
87,
174,
87,
87
],
[
118,
57,
61,
114,
55,
59
],
[
56,
30,
26,
60,
32,
28
],
[
67.816092,
65.517241,
70.114943,
65.517241,
63.218391,
67.816092
],
[
0.530584,
0.966732,
0.353392,
0.917074,
0.675621,
1.409233
],
[
54503,
44922,
54503,
5638573,
5136124,
5638573
],
[
-338134,
-32457,
-338134,
-11722292,
-11722292,
-6921031
],
[
48,
35,
60,
48,
35,
60
],
[
35,
25,
45,
38,
24,
51
],
[
74,
56,
95,
66,
55,
79
],
[
8388,
3131,
5257,
8388,
3131,
5257
],
[
53.90007,
53.90007,
88.65007,
53.90007,
53.90007,
88.65007
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-206496,
-39013,
-576852,
492964,
-34529,
610688
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8684,
"evaluation_days": 2171,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575072000000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759527366085,
"expiration_time": 1765141632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 145,
"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) |
|---|