Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -478904.6431 | 109262.5643 | -588167.2075 | 16412035.5132 | 1098837.177 | 15313198.3362 |
Total P&L (%) | -478.9046 | 109.2626 | -588.1672 | 16412.0355 | 1098.8372 | 15313.1983 |
Avg Daily Profit (%) | -0.2209 | 0.0504 | -0.2713 | 0.2358 | 0.1146 | 0.2326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -867128 | -65535 | -866875 | -24419206 | -12524679 | -13242310 |
Profit Factor | 0.62 | 1.6933 | 0.4666 | 1.2908 | 1.0507 | 1.4404 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 50 | 22 | 28 | 48 | 21 | 27 |
Losing Trades | 24 | 15 | 9 | 26 | 16 | 10 |
Profitability (%) | 67.5676 | 59.4595 | 75.6757 | 64.8649 | 56.7568 | 72.973 |
Ratio Avg Win / Avg Loss | 0.2976 | 1.1545 | 0.15 | 0.6992 | 0.8006 | 0.5335 |
Largest Winning Trade | 55793 | 53546 | 55793 | 5098966 | 4577135 | 5098966 |
Largest Losing Trade | -680565 | -37542 | -680565 | -7083926 | -5179940 | -7083926 |
Avg Bars in Trades | 171 | 61 | 281 | 171 | 61 | 281 |
Avg Bars in Winners | 147 | 49 | 223 | 158 | 58 | 236 |
Avg Bars in Losers | 221 | 78 | 460 | 194 | 65 | 402 |
Bars Traded | 12672 | 2274 | 10399 | 12672 | 2274 | 10399 |
Profit Streak | 57.2582 | 57.2582 | 286.7582 | 57.2582 | 57.2582 | 286.7582 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -645480 | -121310 | -576052 | -58348 | -204082 | 430801 |
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13010, "evaluation_days": 2168.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573977600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759313508600, "expiration_time": 1764925920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 58, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 141, "offset": 0, "a": 0.78046 } } }
{ "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": [ [ -478904.6431171098, 109262.5643443751, -588167.2074614853, 16412035.51320606, 1098837.1770119679, 15313198.336194092 ], [ -478.904643, 109.262564, -588.167207, 16412.035513, 1098.837177, 15313.198336 ], [ -0.220863, 0.05039, -0.271254, 0.235789, 0.114621, 0.232606 ], [ 10, 10, 10, 10, 10, 10 ], [ -867128, -65535, -866875, -24419206, -12524679, -13242310 ], [ 0.620025, 1.693272, 0.466637, 1.290845, 1.050738, 1.440394 ], [ 74, 37, 37, 74, 37, 37 ], [ 50, 22, 28, 48, 21, 27 ], [ 24, 15, 9, 26, 16, 10 ], [ 67.567568, 59.459459, 75.675676, 64.864865, 56.756757, 72.972973 ], [ 0.297612, 1.154504, 0.149991, 0.699208, 0.800562, 0.533479 ], [ 55793, 53546, 55793, 5098966, 4577135, 5098966 ], [ -680565, -37542, -680565, -7083926, -5179940, -7083926 ], [ 171, 61, 281, 171, 61, 281 ], [ 147, 49, 223, 158, 58, 236 ], [ 221, 78, 460, 194, 65, 402 ], [ 12672, 2274, 10399, 12672, 2274, 10399 ], [ 57.258201, 57.258201, 286.758201, 57.258201, 57.258201, 286.758201 ], [ 5, 2, 5, 5, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -645480, -121310, -576052, -58348, -204082, 430801 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13010, "evaluation_days": 2168.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573977600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759313508600, "expiration_time": 1764925920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 58, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 141, "offset": 0, "a": 0.78046 } } }
# | 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) |
---|