Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -62499.6474 | 136511.2433 | -199010.8907 | 5193128.375 | -213742.1333 | 5406870.5083 |
Total P&L (%) | -62.4996 | 136.5112 | -199.0109 | 5193.1284 | -213.7421 | 5406.8705 |
Avg Daily Profit (%) | -0.0288 | 0.0629 | -0.0918 | 0.1832 | 0 | 0.185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -435643 | -23277 | -479734 | -2099798 | -1154163 | -1665885 |
Profit Factor | 0.9081 | 3.5063 | 0.6817 | 1.6805 | 0.9195 | 2.0869 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 57 | 28 | 29 | 47 | 23 | 24 |
Losing Trades | 32 | 17 | 15 | 42 | 22 | 20 |
Profitability (%) | 64.0449 | 62.2222 | 65.9091 | 52.809 | 51.1111 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.5098 | 2.1288 | 0.3526 | 1.5018 | 0.8796 | 1.7391 |
Largest Winning Trade | 55982 | 36708 | 55982 | 2430935 | 606474 | 2430935 |
Largest Losing Trade | -421557 | -18742 | -421557 | -1299533 | -962504 | -1299533 |
Avg Bars in Trades | 71 | 6 | 137 | 71 | 6 | 137 |
Avg Bars in Winners | 70 | 5 | 133 | 94 | 5 | 179 |
Avg Bars in Losers | 72 | 7 | 146 | 45 | 6 | 87 |
Bars Traded | 6351 | 286 | 6066 | 6351 | 286 | 6066 |
Profit Streak | 4.6725 | 5.0058 | 0 | 4.6725 | 5.0058 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578033 | -99545 | -578657 | 435173 | -579572 | 450898 |
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{ "first_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 141, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6507, "evaluation_days": 2169, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1572134400000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759363704219, "expiration_time": 1764956448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 141, "offset": 0, "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) |
---|