Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337444.8886 | 309648.1073 | 27796.7812 | -27286.2537 | 263023.4145 | -290309.6682 |
Total P&L (%) | 337.4449 | 309.6481 | 27.7968 | -27.2863 | 263.0234 | -290.3097 |
Avg Daily Profit (%) | 0.1561 | 0.1432 | 0.0129 | -0.0147 | 0.0597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191298 | -101794 | -204994 | -401705 | -97325 | -412486 |
Profit Factor | 1.5589 | 2.2895 | 1.0765 | 0.9621 | 2.4411 | 0.4597 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 57.732 | 56.25 | 59.1837 | 57.732 | 56.25 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.1414 | 1.7807 | 0.7424 | 0.7044 | 1.8986 | 0.3171 |
Largest Winning Trade | 220807 | 220807 | 47481 | 287000 | 287000 | 33463 |
Largest Losing Trade | -81955 | -39252 | -81955 | -228990 | -39031 | -228990 |
Avg Bars in Trades | 39 | 55 | 24 | 39 | 55 | 24 |
Avg Bars in Winners | 42 | 54 | 31 | 42 | 54 | 31 |
Avg Bars in Losers | 36 | 56 | 14 | 36 | 56 | 14 |
Bars Traded | 3850 | 2653 | 1198 | 3850 | 2653 | 1198 |
Profit Streak | 104.6805 | 0 | 306.6805 | 104.6805 | 0 | 306.6805 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386414 | 122956 | -314073 | -578956 | -107719 | -577783 |
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4324, "evaluation_days": 2162, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1579348800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903598738, "expiration_time": 1764319104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 66, "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": [ [ 337444.8885839353, 309648.1073416786, 27796.7812422568, -27286.2536739362, 263023.4145442281, -290309.6682181642 ], [ 337.444889, 309.648107, 27.796781, -27.286254, 263.023415, -290.309668 ], [ 0.15608, 0.143223, 0.012857, -0.014737, 0.059652, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -191298, -101794, -204994, -401705, -97325, -412486 ], [ 1.558937, 2.289459, 1.076451, 0.962096, 2.441119, 0.459747 ], [ 97, 48, 49, 97, 48, 49 ], [ 56, 27, 29, 56, 27, 29 ], [ 41, 21, 20, 41, 21, 20 ], [ 57.731959, 56.25, 59.183673, 57.731959, 56.25, 59.183673 ], [ 1.141364, 1.78069, 0.74238, 0.704391, 1.898648, 0.317067 ], [ 220807, 220807, 47481, 287000, 287000, 33463 ], [ -81955, -39252, -81955, -228990, -39031, -228990 ], [ 39, 55, 24, 39, 55, 24 ], [ 42, 54, 31, 42, 54, 31 ], [ 36, 56, 14, 36, 56, 14 ], [ 3850, 2653, 1198, 3850, 2653, 1198 ], [ 104.680541, 0, 306.680541, 104.680541, 0, 306.680541 ], [ 1, 0, 7, 1, 0, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386414, 122956, -314073, -578956, -107719, -577783 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4324, "evaluation_days": 2162, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1579348800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903598738, "expiration_time": 1764319104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 66, "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) |
---|