| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 392666.6267 | 326243.8328 | 66422.7939 | 35144.5192 | 16631.8839 | 18512.6353 |
| Total P&L (%) | 392.6666 | 326.2438 | 66.4228 | 35.1445 | 16.6319 | 18.5126 |
| Avg Daily Profit (%) | 0.181 | 0.1504 | 0.0306 | 0.0139 | 0.0071 | 0.0078 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -238656 | -68407 | -236215 | -99123 | -58327 | -72077 |
| Profit Factor | 1.2119 | 1.4138 | 1.0624 | 1.0303 | 1.0334 | 1.028 |
| Total Trades | 467 | 234 | 233 | 467 | 234 | 233 |
| Winning Trades | 238 | 121 | 117 | 238 | 121 | 117 |
| Losing Trades | 229 | 113 | 116 | 229 | 113 | 116 |
| Profitability (%) | 50.9636 | 51.7094 | 50.2146 | 50.9636 | 51.7094 | 50.2146 |
| Ratio Avg Win / Avg Loss | 1.1661 | 1.3204 | 1.0533 | 0.9914 | 0.9651 | 1.0192 |
| Largest Winning Trade | 56773 | 46438 | 56773 | 30116 | 19026 | 30116 |
| Largest Losing Trade | -56868 | -35426 | -56868 | -40616 | -29363 | -40616 |
| Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
| Bars Traded | 6494 | 3252 | 3242 | 6494 | 3252 | 3242 |
| Profit Streak | 11.425 | 11.425 | 44.0917 | 11.425 | 11.425 | 44.0917 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 393763 | 352016 | -301670 | -361840 | -376155 | -377472 |
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6508,
"evaluation_days": 2169.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1571961600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759371118811,
"expiration_time": 1764986112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.74384
}
}
} {
"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": [
[
392666.6267141519,
326243.8328332714,
66422.7938808803,
35144.5192051652,
16631.8838849333,
18512.6353202321
],
[
392.666627,
326.243833,
66.422794,
35.144519,
16.631884,
18.512635
],
[
0.181008,
0.150389,
0.030619,
0.013884,
0.007092,
0.00783
],
[
10,
10,
10,
10,
10,
10
],
[
-238656,
-68407,
-236215,
-99123,
-58327,
-72077
],
[
1.21188,
1.413837,
1.062374,
1.030334,
1.033383,
1.028033
],
[
467,
234,
233,
467,
234,
233
],
[
238,
121,
117,
238,
121,
117
],
[
229,
113,
116,
229,
113,
116
],
[
50.963597,
51.709402,
50.214592,
50.963597,
51.709402,
50.214592
],
[
1.166053,
1.32036,
1.053294,
0.991371,
0.96506,
1.019247
],
[
56773,
46438,
56773,
30116,
19026,
30116
],
[
-56868,
-35426,
-56868,
-40616,
-29363,
-40616
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
6494,
3252,
3242,
6494,
3252,
3242
],
[
11.424986,
11.424986,
44.091653,
11.424986,
11.424986,
44.091653
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
393763,
352016,
-301670,
-361840,
-376155,
-377472
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6508,
"evaluation_days": 2169.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1571961600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759371118811,
"expiration_time": 1764986112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.74384
}
}
}
| # | 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) |
|---|