Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -253303.6333 | 99943.6143 | -353247.2476 | 4314656.6047 | -797991.607 | 5112648.2117 |
Total P&L (%) | -253.3036 | 99.9436 | -353.2472 | 4314.6566 | -797.9916 | 5112.6482 |
Avg Daily Profit (%) | -0.1172 | 0.0462 | -0.1634 | 0.1754 | 0 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -584536 | -108610 | -597127 | -2714430 | -3379987 | -1291274 |
Profit Factor | 0.7812 | 1.2838 | 0.5614 | 1.3602 | 0.8944 | 2.1558 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 188 | 92 | 96 | 166 | 81 | 85 |
Losing Trades | 28 | 16 | 12 | 50 | 27 | 23 |
Profitability (%) | 87.037 | 85.1852 | 88.8889 | 76.8519 | 75 | 78.7037 |
Ratio Avg Win / Avg Loss | 0.1163 | 0.2233 | 0.0702 | 0.4097 | 0.2981 | 0.5833 |
Largest Winning Trade | 35839 | 35839 | 22919 | 2547939 | 827033 | 2547939 |
Largest Losing Trade | -471228 | -50571 | -471228 | -1661672 | -1661672 | -1288222 |
Avg Bars in Trades | 38 | 46 | 29 | 38 | 46 | 29 |
Avg Bars in Winners | 14 | 16 | 12 | 19 | 21 | 17 |
Avg Bars in Losers | 197 | 215 | 172 | 100 | 120 | 77 |
Bars Traded | 8217 | 4978 | 3239 | 8217 | 4978 | 3239 |
Profit Streak | 78.5814 | 78.5814 | 282.3314 | 78.5814 | 78.5814 | 282.3314 |
Trades During Streak | 9 | 4 | 26 | 9 | 4 | 26 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573174 | -127023 | -573973 | 462460 | -576109 | 539570 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 222, "offset": 80, "poles": 2 } } }
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{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573689600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024629930, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 222, "offset": 80, "poles": 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) |
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