| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 374272.1232 | 270747.6041 | 103524.519 | -292069.5868 | 170781.8049 | -462851.3917 |
| Total P&L (%) | 374.2721 | 270.7476 | 103.5245 | -292.0696 | 170.7818 | -462.8514 |
| Avg Daily Profit (%) | 0.1723 | 0.1246 | 0.0477 | 0 | 0.0459 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115110 | -78118 | -198681 | -607945 | -192015 | -616232 |
| Profit Factor | 1.4954 | 1.7931 | 1.25 | 0.8047 | 1.292 | 0.4917 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 93 | 47 | 46 | 67 | 37 | 30 |
| Losing Trades | 61 | 30 | 31 | 87 | 40 | 47 |
| Profitability (%) | 60.3896 | 61.039 | 59.7403 | 43.5065 | 48.0519 | 38.961 |
| Ratio Avg Win / Avg Loss | 0.9808 | 1.1445 | 0.8424 | 1.0449 | 1.3968 | 0.7704 |
| Largest Winning Trade | 64856 | 64856 | 51210 | 129439 | 129439 | 87047 |
| Largest Losing Trade | -115110 | -38356 | -115110 | -144628 | -86103 | -144628 |
| Avg Bars in Trades | 53 | 35 | 72 | 53 | 35 | 72 |
| Avg Bars in Winners | 47 | 24 | 71 | 59 | 50 | 70 |
| Avg Bars in Losers | 63 | 52 | 73 | 49 | 21 | 73 |
| Bars Traded | 8289 | 2733 | 5556 | 8289 | 2733 | 5556 |
| Profit Streak | 40.5319 | 0 | 149.0319 | 0 | 94.5319 | 0 |
| Trades During Streak | 1 | 0 | 6 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349114 | -64599 | -170133 | -580829 | -173377 | -627029 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8690,
"evaluation_days": 2172.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576238400000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759646755477,
"expiration_time": 1765275120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 199,
"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": [
[
374272.1231746878,
270747.6041408625,
103524.5190338254,
-292069.5868097785,
170781.8048809065,
-462851.3916906849
],
[
374.272123,
270.747604,
103.524519,
-292.069587,
170.781805,
-462.851392
],
[
0.172277,
0.124625,
0.047652,
0,
0.045863,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-115110,
-78118,
-198681,
-607945,
-192015,
-616232
],
[
1.495378,
1.793052,
1.249981,
0.804693,
1.292036,
0.491731
],
[
154,
77,
77,
154,
77,
77
],
[
93,
47,
46,
67,
37,
30
],
[
61,
30,
31,
87,
40,
47
],
[
60.38961,
61.038961,
59.74026,
43.506494,
48.051948,
38.961039
],
[
0.980839,
1.144501,
0.842379,
1.0449,
1.396796,
0.770379
],
[
64856,
64856,
51210,
129439,
129439,
87047
],
[
-115110,
-38356,
-115110,
-144628,
-86103,
-144628
],
[
53,
35,
72,
53,
35,
72
],
[
47,
24,
71,
59,
50,
70
],
[
63,
52,
73,
49,
21,
73
],
[
8289,
2733,
5556,
8289,
2733,
5556
],
[
40.531892,
0,
149.031892,
0,
94.531892,
0
],
[
1,
0,
6,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349114,
-64599,
-170133,
-580829,
-173377,
-627029
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8690,
"evaluation_days": 2172.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576238400000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759646755477,
"expiration_time": 1765275120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 199,
"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) |
|---|