| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 511721.3103 | 388170.817 | 123550.4933 | 322339.1056 | 108136.173 | 214202.9325 |
| Total P&L (%) | 511.7213 | 388.1708 | 123.5505 | 322.3391 | 108.1362 | 214.2029 |
| Avg Daily Profit (%) | 0.2353 | 0.1785 | 0.0568 | 0.0663 | 0.0337 | 0.0527 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -232405 | -126891 | -138890 | -6704048 | -4508190 | -3032900 |
| Profit Factor | 1.2912 | 1.4424 | 1.1404 | 1.013 | 1.008 | 1.0189 |
| Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
| Winning Trades | 218 | 109 | 109 | 218 | 109 | 109 |
| Losing Trades | 198 | 99 | 99 | 198 | 99 | 99 |
| Profitability (%) | 52.4038 | 52.4038 | 52.4038 | 52.4038 | 52.4038 | 52.4038 |
| Ratio Avg Win / Avg Loss | 1.1727 | 1.3101 | 1.0358 | 0.92 | 0.9155 | 0.9255 |
| Largest Winning Trade | 50571 | 49961 | 50571 | 1136180 | 1136180 | 1080033 |
| Largest Losing Trade | -39051 | -39051 | -33950 | -1861868 | -1861868 | -1102578 |
| Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
| Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 4201 | 2101 | 2100 | 4201 | 2101 | 2100 |
| Profit Streak | 0 | 18.7121 | 0 | 0 | 18.7121 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 400810 | 362717 | -181995 | -309597 | -359573 | -322815 |
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4349,
"evaluation_days": 2174.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1577620800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759813521531,
"expiration_time": 1765431504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.27691,
"nc": 0.52407
}
}
} {
"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": [
[
511721.3102921629,
388170.8170313823,
123550.4932607807,
322339.1055526469,
108136.173011199,
214202.9325414483
],
[
511.72131,
388.170817,
123.550493,
322.339106,
108.136173,
214.202933
],
[
0.235328,
0.17851,
0.056818,
0.066273,
0.033716,
0.052664
],
[
10,
10,
10,
10,
10,
10
],
[
-232405,
-126891,
-138890,
-6704048,
-4508190,
-3032900
],
[
1.291207,
1.442435,
1.140416,
1.012977,
1.007989,
1.018949
],
[
416,
208,
208,
416,
208,
208
],
[
218,
109,
109,
218,
109,
109
],
[
198,
99,
99,
198,
99,
99
],
[
52.403846,
52.403846,
52.403846,
52.403846,
52.403846,
52.403846
],
[
1.172748,
1.310102,
1.03579,
0.920043,
0.915513,
0.925468
],
[
50571,
49961,
50571,
1136180,
1136180,
1080033
],
[
-39051,
-39051,
-33950,
-1861868,
-1861868,
-1102578
],
[
10,
10,
10,
10,
10,
10
],
[
10,
10,
10,
10,
10,
10
],
[
10,
10,
10,
10,
10,
10
],
[
4201,
2101,
2100,
4201,
2101,
2100
],
[
0,
18.712055,
0,
0,
18.712055,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400810,
362717,
-181995,
-309597,
-359573,
-322815
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4349,
"evaluation_days": 2174.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1577620800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759813521531,
"expiration_time": 1765431504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.27691,
"nc": 0.52407
}
}
}
| # | 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) |
|---|