| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 290399.8819 | 288575.9131 | 1823.9689 | 6213587.7885 | 2774768.8301 | 3438818.9583 |
| Total P&L (%) | 290.3999 | 288.5759 | 1.824 | 6213.5878 | 2774.7688 | 3438.819 |
| Avg Daily Profit (%) | 0.1343 | 0.1335 | 0.0008 | 0.1919 | 0.1555 | 0.1651 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -360098 | -47541 | -380102 | -825100 | -499610 | -475606 |
| Profit Factor | 1.3261 | 2.1178 | 1.0029 | 3.3857 | 3.5785 | 3.2499 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 83 | 41 | 42 | 77 | 38 | 39 |
| Losing Trades | 38 | 19 | 19 | 44 | 22 | 22 |
| Profitability (%) | 68.595 | 68.3333 | 68.8525 | 63.6364 | 63.3333 | 63.9344 |
| Ratio Avg Win / Avg Loss | 0.6071 | 0.9814 | 0.4537 | 1.9347 | 2.0718 | 1.8333 |
| Largest Winning Trade | 57907 | 57907 | 47637 | 664494 | 621274 | 664494 |
| Largest Losing Trade | -238751 | -47214 | -238751 | -402682 | -402682 | -248994 |
| Avg Bars in Trades | 69 | 67 | 70 | 69 | 67 | 70 |
| Avg Bars in Winners | 54 | 56 | 53 | 57 | 57 | 57 |
| Avg Bars in Losers | 100 | 91 | 108 | 89 | 85 | 92 |
| Bars Traded | 8355 | 4059 | 4296 | 8355 | 4059 | 4296 |
| Profit Streak | 120.5949 | 431.3449 | 120.5949 | 120.5949 | 431.3449 | 120.5949 |
| Trades During Streak | 10 | 14 | 5 | 10 | 14 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -10787 | -178852 | -734295 | 652621 | -151523 | -144500 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576044000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758896196708,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 138,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 190,
"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": [
[
290399.8819100406,
288575.9130570242,
1823.9688530165,
6213587.788459919,
2774768.830118461,
3438818.9583414597
],
[
290.399882,
288.575913,
1.823969,
6213.587788,
2774.76883,
3438.818958
],
[
0.134336,
0.133492,
0.000844,
0.19194,
0.155484,
0.165113
],
[
10,
10,
10,
10,
10,
10
],
[
-360098,
-47541,
-380102,
-825100,
-499610,
-475606
],
[
1.326063,
2.117768,
1.002884,
3.385706,
3.578545,
3.249934
],
[
121,
60,
61,
121,
60,
61
],
[
83,
41,
42,
77,
38,
39
],
[
38,
19,
19,
44,
22,
22
],
[
68.595041,
68.333333,
68.852459,
63.636364,
63.333333,
63.934426
],
[
0.607113,
0.981405,
0.453686,
1.934689,
2.071789,
1.833296
],
[
57907,
57907,
47637,
664494,
621274,
664494
],
[
-238751,
-47214,
-238751,
-402682,
-402682,
-248994
],
[
69,
67,
70,
69,
67,
70
],
[
54,
56,
53,
57,
57,
57
],
[
100,
91,
108,
89,
85,
92
],
[
8355,
4059,
4296,
8355,
4059,
4296
],
[
120.594869,
431.344869,
120.594869,
120.594869,
431.344869,
120.594869
],
[
10,
14,
5,
10,
14,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-10787,
-178852,
-734295,
652621,
-151523,
-144500
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576044000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758896196708,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 138,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 190,
"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) |
|---|