| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 12204.2892 | 135945.5408 | -123741.2516 | 3076622.3746 | -435232.2248 | 3511854.5994 |
| Total P&L (%) | 12.2043 | 135.9455 | -123.7413 | 3076.6224 | -435.2322 | 3511.8546 |
| Avg Daily Profit (%) | 0.0056 | 0.0628 | -0.0571 | 0.1598 | 0 | 0.1658 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -397872 | -66682 | -410862 | -1257627 | -1961247 | -890472 |
| Profit Factor | 1.0142 | 1.5198 | 0.7928 | 1.3556 | 0.9136 | 1.9712 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 71 | 33 | 38 | 67 | 31 | 36 |
| Losing Trades | 33 | 19 | 14 | 37 | 21 | 16 |
| Profitability (%) | 68.2692 | 63.4615 | 73.0769 | 64.4231 | 59.6154 | 69.2308 |
| Ratio Avg Win / Avg Loss | 0.4714 | 0.875 | 0.2921 | 0.7486 | 0.6189 | 0.8761 |
| Largest Winning Trade | 64457 | 64457 | 34683 | 1060702 | 655584 | 1060702 |
| Largest Losing Trade | -294462 | -40248 | -294462 | -902036 | -902036 | -876109 |
| Avg Bars in Trades | 60 | 61 | 59 | 60 | 61 | 59 |
| Avg Bars in Winners | 40 | 42 | 38 | 48 | 50 | 46 |
| Avg Bars in Losers | 104 | 94 | 118 | 82 | 78 | 88 |
| Bars Traded | 6304 | 3198 | 3106 | 6304 | 3198 | 3106 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -486131 | -287658 | -757841 | 309511 | -759586 | -168850 |
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6497,
"evaluation_days": 2165.67,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576540800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759049037678,
"expiration_time": 1764659808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 160,
"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": [
[
12204.2892150746,
135945.5407926156,
-123741.251577541,
3076622.37459971,
-435232.2247820842,
3511854.5993817938
],
[
12.204289,
135.945541,
-123.741252,
3076.622375,
-435.232225,
3511.854599
],
[
0.005635,
0.062773,
-0.057138,
0.15982,
0,
0.165758
],
[
10,
10,
10,
10,
10,
10
],
[
-397872,
-66682,
-410862,
-1257627,
-1961247,
-890472
],
[
1.014211,
1.519821,
0.792817,
1.355576,
0.913587,
1.971238
],
[
104,
52,
52,
104,
52,
52
],
[
71,
33,
38,
67,
31,
36
],
[
33,
19,
14,
37,
21,
16
],
[
68.269231,
63.461538,
73.076923,
64.423077,
59.615385,
69.230769
],
[
0.471394,
0.875048,
0.29209,
0.748601,
0.618882,
0.876106
],
[
64457,
64457,
34683,
1060702,
655584,
1060702
],
[
-294462,
-40248,
-294462,
-902036,
-902036,
-876109
],
[
60,
61,
59,
60,
61,
59
],
[
40,
42,
38,
48,
50,
46
],
[
104,
94,
118,
82,
78,
88
],
[
6304,
3198,
3106,
6304,
3198,
3106
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-486131,
-287658,
-757841,
309511,
-759586,
-168850
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6497,
"evaluation_days": 2165.67,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576540800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759049037678,
"expiration_time": 1764659808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 160,
"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) |
|---|