Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634547.0173 | 436509.1384 | 198037.8789 | 2021261.8142 | 884833.4227 | 1136428.3915 |
Total P&L (%) | 634.547 | 436.5091 | 198.0379 | 2021.2618 | 884.8334 | 1136.4284 |
Avg Daily Profit (%) | 0.2915 | 0.2005 | 0.091 | 0.1404 | 0.1051 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119480 | -89264 | -74952 | -1195837 | -666951 | -762941 |
Profit Factor | 1.6863 | 1.9167 | 1.4417 | 1.3206 | 1.2669 | 1.3802 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 56.4972 | 52.809 | 60.2273 | 56.4972 | 52.809 | 60.2273 |
Ratio Avg Win / Avg Loss | 1.2985 | 1.7128 | 0.952 | 1.0169 | 1.1321 | 0.9115 |
Largest Winning Trade | 100821 | 100821 | 44300 | 908275 | 908275 | 355146 |
Largest Losing Trade | -47658 | -47658 | -34118 | -392151 | -392151 | -369992 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Losers | 30 | 34 | 25 | 30 | 34 | 25 |
Bars Traded | 6219 | 3312 | 2907 | 6219 | 3312 | 2907 |
Profit Streak | 0 | 0 | 150.6984 | 0 | 0 | 150.6984 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456227 | 407269 | -69824 | -3167 | -52276 | -36957 |
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6530, "evaluation_days": 2176.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578758400000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760028344071, "expiration_time": 1765638720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 237, "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": [ [ 634547.0172753826, 436509.1384237967, 198037.8788515863, 2021261.81418591, 884833.4226578142, 1136428.3915280963 ], [ 634.547017, 436.509138, 198.037879, 2021.261814, 884.833423, 1136.428392 ], [ 0.291522, 0.20054, 0.090982, 0.140432, 0.105138, 0.115602 ], [ 10, 10, 10, 10, 10, 10 ], [ -119480, -89264, -74952, -1195837, -666951, -762941 ], [ 1.686319, 1.91671, 1.441658, 1.32063, 1.266895, 1.380235 ], [ 177, 89, 88, 177, 89, 88 ], [ 100, 47, 53, 100, 47, 53 ], [ 77, 42, 35, 77, 42, 35 ], [ 56.497175, 52.808989, 60.227273, 56.497175, 52.808989, 60.227273 ], [ 1.298466, 1.712805, 0.952039, 1.016885, 1.132119, 0.911476 ], [ 100821, 100821, 44300, 908275, 908275, 355146 ], [ -47658, -47658, -34118, -392151, -392151, -369992 ], [ 35, 37, 33, 35, 37, 33 ], [ 38, 39, 37, 38, 39, 37 ], [ 30, 34, 25, 30, 34, 25 ], [ 6219, 3312, 2907, 6219, 3312, 2907 ], [ 0, 0, 150.698427, 0, 0, 150.698427 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 456227, 407269, -69824, -3167, -52276, -36957 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6530, "evaluation_days": 2176.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578758400000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760028344071, "expiration_time": 1765638720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 237, "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) |
---|