| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -389220.5767 | 14013.0398 | -403233.6165 | 2768260.1575 | -687759.2645 | 3456019.422 |
| Total P&L (%) | -389.2206 | 14.013 | -403.2336 | 2768.2602 | -687.7593 | 3456.0194 |
| Avg Daily Profit (%) | -0.1793 | 0.0065 | -0.1858 | 0.1547 | 0 | 0.1647 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -647908 | -148323 | -622361 | -2892200 | -2875358 | -706051 |
| Profit Factor | 0.6653 | 1.0442 | 0.5232 | 1.3846 | 0.8441 | 2.2402 |
| Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
| Winning Trades | 180 | 85 | 95 | 166 | 80 | 86 |
| Losing Trades | 39 | 24 | 15 | 53 | 29 | 24 |
| Profitability (%) | 82.1918 | 77.9817 | 86.3636 | 75.7991 | 73.3945 | 78.1818 |
| Ratio Avg Win / Avg Loss | 0.1441 | 0.2948 | 0.0826 | 0.4421 | 0.306 | 0.6252 |
| Largest Winning Trade | 18283 | 18283 | 15394 | 1308966 | 348700 | 1308966 |
| Largest Losing Trade | -443585 | -49355 | -443585 | -1400168 | -1400168 | -706051 |
| Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
| Avg Bars in Winners | 12 | 11 | 13 | 15 | 13 | 18 |
| Avg Bars in Losers | 102 | 89 | 124 | 68 | 68 | 67 |
| Bars Traded | 6264 | 3090 | 3174 | 6264 | 3090 | 3174 |
| Profit Streak | 113.0663 | 113.0663 | 113.3996 | 113.0663 | 113.0663 | 113.3996 |
| Trades During Streak | 17 | 8 | 9 | 17 | 8 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573531 | -393251 | -574405 | 470660 | -575918 | 530643 |
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6512,
"evaluation_days": 2170.67,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576195200000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759484124691,
"expiration_time": 1765104768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 148,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
-389220.5766924644,
14013.0397908647,
-403233.616483329,
2768260.157457634,
-687759.264523735,
3456019.4219813687
],
[
-389.220577,
14.01304,
-403.233616,
2768.260157,
-687.759265,
3456.019422
],
[
-0.179309,
0.006456,
-0.185765,
0.15474,
0,
0.164657
],
[
10,
10,
10,
10,
10,
10
],
[
-647908,
-148323,
-622361,
-2892200,
-2875358,
-706051
],
[
0.665264,
1.044195,
0.523192,
1.384574,
0.844098,
2.240158
],
[
219,
109,
110,
219,
109,
110
],
[
180,
85,
95,
166,
80,
86
],
[
39,
24,
15,
53,
29,
24
],
[
82.191781,
77.981651,
86.363636,
75.799087,
73.394495,
78.181818
],
[
0.144141,
0.294831,
0.082609,
0.442063,
0.305986,
0.62516
],
[
18283,
18283,
15394,
1308966,
348700,
1308966
],
[
-443585,
-49355,
-443585,
-1400168,
-1400168,
-706051
],
[
28,
28,
28,
28,
28,
28
],
[
12,
11,
13,
15,
13,
18
],
[
102,
89,
124,
68,
68,
67
],
[
6264,
3090,
3174,
6264,
3090,
3174
],
[
113.066258,
113.066258,
113.399591,
113.066258,
113.066258,
113.399591
],
[
17,
8,
9,
17,
8,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573531,
-393251,
-574405,
470660,
-575918,
530643
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6512,
"evaluation_days": 2170.67,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576195200000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759484124691,
"expiration_time": 1765104768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 148,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|