| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 423507.7829 | 334276.4643 | 89231.3187 | -206168.963 | -67680.5678 | -138488.3952 |
| Total P&L (%) | 423.5078 | 334.2765 | 89.2313 | -206.169 | -67.6806 | -138.4884 |
| Avg Daily Profit (%) | 0.1954 | 0.1542 | 0.0412 | 0 | -0.0521 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -304844 | -55167 | -285163 | -221762 | -80881 | -144711 |
| Profit Factor | 1.5187 | 2.1018 | 1.1739 | 0.4524 | 0.5763 | 0.361 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 83 | 41 | 42 | 29 | 17 | 12 |
| Losing Trades | 27 | 14 | 13 | 81 | 38 | 43 |
| Profitability (%) | 75.4545 | 74.5455 | 76.3636 | 26.3636 | 30.9091 | 21.8182 |
| Ratio Avg Win / Avg Loss | 0.494 | 0.7177 | 0.3633 | 1.2635 | 1.2883 | 1.2935 |
| Largest Winning Trade | 95654 | 95654 | 43339 | 24127 | 21503 | 24127 |
| Largest Losing Trade | -122035 | -52212 | -122035 | -59160 | -59160 | -49910 |
| Avg Bars in Trades | 57 | 55 | 60 | 57 | 55 | 60 |
| Avg Bars in Winners | 44 | 42 | 45 | 90 | 75 | 110 |
| Avg Bars in Losers | 98 | 91 | 107 | 45 | 45 | 46 |
| Bars Traded | 6328 | 3028 | 3300 | 6328 | 3028 | 3300 |
| Profit Streak | 29.5124 | 0 | 287.8457 | 0 | 81.1791 | 0 |
| Trades During Streak | 1 | 0 | 7 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 422829 | -168424 | -344030 | -602623 | -766310 | -803282 |
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6502,
"evaluation_days": 2167.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573689600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759205872102,
"expiration_time": 1764808128000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 61,
"offset": 0,
"a": 0.65601
}
}
} {
"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": [
[
423507.782924656,
334276.4642681005,
89231.3186565554,
-206168.9630412629,
-67680.5678015628,
-138488.3952397002
],
[
423.507783,
334.276464,
89.231319,
-206.168963,
-67.680568,
-138.488395
],
[
0.195405,
0.154234,
0.041171,
0,
-0.052101,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-304844,
-55167,
-285163,
-221762,
-80881,
-144711
],
[
1.518668,
2.101847,
1.173889,
0.452364,
0.576341,
0.360976
],
[
110,
55,
55,
110,
55,
55
],
[
83,
41,
42,
29,
17,
12
],
[
27,
14,
13,
81,
38,
43
],
[
75.454545,
74.545455,
76.363636,
26.363636,
30.909091,
21.818182
],
[
0.494025,
0.717704,
0.363347,
1.2635,
1.288292,
1.293496
],
[
95654,
95654,
43339,
24127,
21503,
24127
],
[
-122035,
-52212,
-122035,
-59160,
-59160,
-49910
],
[
57,
55,
60,
57,
55,
60
],
[
44,
42,
45,
90,
75,
110
],
[
98,
91,
107,
45,
45,
46
],
[
6328,
3028,
3300,
6328,
3028,
3300
],
[
29.512408,
0,
287.845742,
0,
81.179075,
0
],
[
1,
0,
7,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422829,
-168424,
-344030,
-602623,
-766310,
-803282
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6502,
"evaluation_days": 2167.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573689600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759205872102,
"expiration_time": 1764808128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 61,
"offset": 0,
"a": 0.65601
}
}
}
| # | 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) |
|---|