| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 360752.7341 | 344790.7779 | 15961.9561 | -160094.9666 | 431920.5806 | -592015.5473 |
| Total P&L (%) | 360.7527 | 344.7908 | 15.962 | -160.095 | 431.9206 | -592.0155 |
| Avg Daily Profit (%) | 0.1669 | 0.1595 | 0.0074 | 0 | 0.0773 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -314005 | -102065 | -252584 | -488406 | -55592 | -610278 |
| Profit Factor | 1.3678 | 1.7875 | 1.0294 | 0.8423 | 3.3226 | 0.2863 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 67 | 32 | 35 | 65 | 37 | 28 |
| Losing Trades | 59 | 31 | 28 | 61 | 26 | 35 |
| Profitability (%) | 53.1746 | 50.7937 | 55.5556 | 51.5873 | 58.7302 | 44.4444 |
| Ratio Avg Win / Avg Loss | 1.2045 | 1.7317 | 0.8235 | 0.7905 | 2.3348 | 0.3579 |
| Largest Winning Trade | 136998 | 136998 | 49784 | 168518 | 168518 | 57218 |
| Largest Losing Trade | -124054 | -38878 | -124054 | -326140 | -35480 | -326140 |
| Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
| Avg Bars in Winners | 34 | 29 | 37 | 30 | 33 | 25 |
| Avg Bars in Losers | 32 | 36 | 28 | 37 | 32 | 40 |
| Bars Traded | 4214 | 2086 | 2128 | 4214 | 2086 | 2128 |
| Profit Streak | 19.0679 | 0 | 71.5679 | 0 | 112.5679 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 329085 | -135912 | -527392 | -580238 | -227537 | -729896 |
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4324,
"evaluation_days": 2162,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575417600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758893862339,
"expiration_time": 1764319104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 51,
"offset": 0,
"std": 4.31299
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 81,
"offset": 0,
"std": 3.73976
}
}
}
{
"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": [
[
360752.7340584612,
344790.7779452882,
15961.9561131726,
-160094.9666449454,
431920.5806232985,
-592015.5472682437
],
[
360.752734,
344.790778,
15.961956,
-160.094967,
431.920581,
-592.015547
],
[
0.166861,
0.159478,
0.007383,
0,
0.077334,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-314005,
-102065,
-252584,
-488406,
-55592,
-610278
],
[
1.367823,
1.787525,
1.029398,
0.842344,
3.322597,
0.2863
],
[
126,
63,
63,
126,
63,
63
],
[
67,
32,
35,
65,
37,
28
],
[
59,
31,
28,
61,
26,
35
],
[
53.174603,
50.793651,
55.555556,
51.587302,
58.730159,
44.444444
],
[
1.2045,
1.731665,
0.823518,
0.790507,
2.334798,
0.357876
],
[
136998,
136998,
49784,
168518,
168518,
57218
],
[
-124054,
-38878,
-124054,
-326140,
-35480,
-326140
],
[
33,
33,
33,
33,
33,
33
],
[
34,
29,
37,
30,
33,
25
],
[
32,
36,
28,
37,
32,
40
],
[
4214,
2086,
2128,
4214,
2086,
2128
],
[
19.067851,
0,
71.567851,
0,
112.567851,
0
],
[
1,
0,
2,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329085,
-135912,
-527392,
-580238,
-227537,
-729896
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4324,
"evaluation_days": 2162,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575417600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758893862339,
"expiration_time": 1764319104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 51,
"offset": 0,
"std": 4.31299
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 81,
"offset": 0,
"std": 3.73976
}
}
}
| # | 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) |
|---|