Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444773.626 | 340155.8739 | 104617.7521 | 214990.4362 | 441570.4167 | -226579.9805 |
Total P&L (%) | 444.7736 | 340.1559 | 104.6178 | 214.9904 | 441.5704 | -226.58 |
Avg Daily Profit (%) | 0.2043 | 0.1563 | 0.0481 | 0.0527 | 0.0776 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106613 | -104084 | -62380 | -1525987 | -915611 | -740502 |
Profit Factor | 1.9563 | 2.6495 | 1.4042 | 1.0467 | 1.2204 | 0.9129 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 53.8462 | 42.4242 | 65.625 | 53.8462 | 42.4242 | 65.625 |
Ratio Avg Win / Avg Loss | 1.6769 | 3.5957 | 0.7355 | 0.8972 | 1.6563 | 0.4782 |
Largest Winning Trade | 187010 | 187010 | 54098 | 784574 | 784574 | 552262 |
Largest Losing Trade | -52032 | -41024 | -52032 | -570963 | -496073 | -570963 |
Avg Bars in Trades | 187 | 136 | 238 | 187 | 136 | 238 |
Avg Bars in Winners | 232 | 151 | 286 | 232 | 151 | 286 |
Avg Bars in Losers | 133 | 126 | 147 | 133 | 126 | 147 |
Bars Traded | 12160 | 4517 | 7643 | 12160 | 4517 | 7643 |
Profit Streak | 71.2925 | 71.2925 | 318.4592 | 71.2925 | 71.2925 | 318.4592 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123159 | 355968 | -126288 | -427869 | -90990 | -577398 |
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13060, "evaluation_days": 2176.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577534400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760036473364, "expiration_time": 1765667520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 250 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "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": [ [ 444773.6259846358, 340155.8738846623, 104617.7520999734, 214990.4362167679, 441570.4166844862, -226579.9804677184 ], [ 444.773626, 340.155874, 104.617752, 214.990436, 441.570417, -226.57998 ], [ 0.204337, 0.156274, 0.048063, 0.052726, 0.07764, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -106613, -104084, -62380, -1525987, -915611, -740502 ], [ 1.956337, 2.649451, 1.404153, 1.046694, 1.220436, 0.912889 ], [ 65, 33, 32, 65, 33, 32 ], [ 35, 14, 21, 35, 14, 21 ], [ 30, 19, 11, 30, 19, 11 ], [ 53.846154, 42.424242, 65.625, 53.846154, 42.424242, 65.625 ], [ 1.67686, 3.595683, 0.735509, 0.897166, 1.656305, 0.47818 ], [ 187010, 187010, 54098, 784574, 784574, 552262 ], [ -52032, -41024, -52032, -570963, -496073, -570963 ], [ 187, 136, 238, 187, 136, 238 ], [ 232, 151, 286, 232, 151, 286 ], [ 133, 126, 147, 133, 126, 147 ], [ 12160, 4517, 7643, 12160, 4517, 7643 ], [ 71.292516, 71.292516, 318.459182, 71.292516, 71.292516, 318.459182 ], [ 2, 1, 5, 2, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -123159, 355968, -126288, -427869, -90990, -577398 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13060, "evaluation_days": 2176.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577534400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760036473364, "expiration_time": 1765667520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 250 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "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) |
---|