Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -30807.4898 | 139115.5988 | -169923.0886 | 6665904.7659 | 805227.6317 | 5860677.1341 |
Total P&L (%) | -30.8075 | 139.1156 | -169.9231 | 6665.9048 | 805.2276 | 5860.6771 |
Avg Daily Profit (%) | -0.0148 | 0.0668 | -0.0816 | 0.2026 | 0.1058 | 0.1965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -582967 | -39461 | -596360 | -1704139 | -1095400 | -1352463 |
Profit Factor | 0.9673 | 1.9613 | 0.7868 | 2.0169 | 1.3268 | 2.4327 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 89 | 44 | 45 | 79 | 39 | 40 |
Losing Trades | 31 | 16 | 15 | 41 | 21 | 20 |
Profitability (%) | 74.1667 | 73.3333 | 75 | 65.8333 | 65 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.3369 | 0.7132 | 0.2623 | 1.0468 | 0.7144 | 1.2164 |
Largest Winning Trade | 52640 | 24109 | 52640 | 2418818 | 582594 | 2418818 |
Largest Losing Trade | -339727 | -29941 | -339727 | -1257597 | -868103 | -1257597 |
Avg Bars in Trades | 206 | 88 | 323 | 206 | 88 | 323 |
Avg Bars in Winners | 150 | 60 | 238 | 171 | 62 | 278 |
Avg Bars in Losers | 365 | 165 | 578 | 271 | 137 | 412 |
Bars Traded | 24728 | 5324 | 19404 | 24728 | 5324 | 19404 |
Profit Streak | 9.0088 | 0 | 194.8422 | 9.0088 | 0 | 194.8422 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576380 | -268955 | -745357 | 497536 | -219938 | -154128 |
{ "trading_pair": "KAVA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1580234400000, "first_datapoint_time": 1582027200000, "last_datapoint_time": 1760248800000, "evaluation_time": 1760256763559, "expiration_time": 1766726985600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -30807.4897723555, 139115.5988162517, -169923.0885886071, 6665904.765851008, 805227.6317246162, 5860677.134126391 ], [ -30.80749, 139.115599, -169.923089, 6665.904766, 805.227632, 5860.677134 ], [ -0.014792, 0.066794, -0.081586, 0.202557, 0.10583, 0.196461 ], [ 10, 10, 10, 10, 10, 10 ], [ -582967, -39461, -596360, -1704139, -1095400, -1352463 ], [ 0.967286, 1.961341, 0.786803, 2.016933, 1.326753, 2.432727 ], [ 120, 60, 60, 120, 60, 60 ], [ 89, 44, 45, 79, 39, 40 ], [ 31, 16, 15, 41, 21, 20 ], [ 74.166667, 73.333333, 75, 65.833333, 65, 66.666667 ], [ 0.33692, 0.713215, 0.262268, 1.046763, 0.714405, 1.216363 ], [ 52640, 24109, 52640, 2418818, 582594, 2418818 ], [ -339727, -29941, -339727, -1257597, -868103, -1257597 ], [ 206, 88, 323, 206, 88, 323 ], [ 150, 60, 238, 171, 62, 278 ], [ 365, 165, 578, 271, 137, 412 ], [ 24728, 5324, 19404, 24728, 5324, 19404 ], [ 9.008837, 0, 194.842171, 9.008837, 0, 194.842171 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576380, -268955, -745357, 497536, -219938, -154128 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1580234400000, "first_datapoint_time": 1582027200000, "last_datapoint_time": 1760248800000, "evaluation_time": 1760256763559, "expiration_time": 1766726985600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 3 } } }
# | 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) |
---|