| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -178357.5631 | 93787.2395 | -272144.8027 | 5780295.7636 | -356841.0255 | 6137136.7891 |
| Total P&L (%) | -178.3576 | 93.7872 | -272.1448 | 5780.2958 | -356.841 | 6137.1368 |
| Avg Daily Profit (%) | -0.0825 | 0.0434 | -0.1259 | 0.1886 | 0 | 0.1914 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -536551 | -128588 | -547056 | -4249686 | -4721962 | -1654067 |
| Profit Factor | 0.8426 | 1.2867 | 0.6623 | 1.3817 | 0.9583 | 1.9325 |
| Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
| Winning Trades | 272 | 126 | 146 | 254 | 120 | 134 |
| Losing Trades | 86 | 53 | 33 | 104 | 59 | 45 |
| Profitability (%) | 75.9777 | 70.3911 | 81.5642 | 70.9497 | 67.0391 | 74.8603 |
| Ratio Avg Win / Avg Loss | 0.2664 | 0.5412 | 0.1497 | 0.5657 | 0.4712 | 0.649 |
| Largest Winning Trade | 17058 | 15809 | 17058 | 1740436 | 401675 | 1740436 |
| Largest Losing Trade | -402492 | -46299 | -402492 | -2029114 | -2029114 | -1654067 |
| Avg Bars in Trades | 23 | 17 | 29 | 23 | 17 | 29 |
| Avg Bars in Winners | 12 | 7 | 16 | 14 | 8 | 19 |
| Avg Bars in Losers | 59 | 43 | 84 | 45 | 36 | 56 |
| Bars Traded | 8418 | 3201 | 5217 | 8418 | 3201 | 5217 |
| Profit Streak | 20.5614 | 21.3114 | 20.5614 | 20.5614 | 21.3114 | 20.5614 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573655 | -131853 | -574330 | 479821 | -576442 | 511467 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575892800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758893307993,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 183,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
-178357.5631130158,
93787.239546395,
-272144.8026594108,
5780295.76362369,
-356841.0254955201,
6137136.789119206
],
[
-178.357563,
93.78724,
-272.144803,
5780.295764,
-356.841025,
6137.136789
],
[
-0.082506,
0.043385,
-0.125891,
0.188645,
0,
0.191376
],
[
10,
10,
10,
10,
10,
10
],
[
-536551,
-128588,
-547056,
-4249686,
-4721962,
-1654067
],
[
0.842591,
1.286719,
0.662343,
1.381731,
0.958319,
1.932547
],
[
358,
179,
179,
358,
179,
179
],
[
272,
126,
146,
254,
120,
134
],
[
86,
53,
33,
104,
59,
45
],
[
75.977654,
70.391061,
81.564246,
70.949721,
67.039106,
74.860335
],
[
0.266408,
0.541239,
0.149708,
0.565748,
0.471174,
0.64899
],
[
17058,
15809,
17058,
1740436,
401675,
1740436
],
[
-402492,
-46299,
-402492,
-2029114,
-2029114,
-1654067
],
[
23,
17,
29,
23,
17,
29
],
[
12,
7,
16,
14,
8,
19
],
[
59,
43,
84,
45,
36,
56
],
[
8418,
3201,
5217,
8418,
3201,
5217
],
[
20.561435,
21.311435,
20.561435,
20.561435,
21.311435,
20.561435
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573655,
-131853,
-574330,
479821,
-576442,
511467
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575892800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758893307993,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 183,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|