Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465443.0927 | 340619.1026 | 124823.9901 | -29289.1597 | 75142.6249 | -104431.7846 |
Total P&L (%) | 465.4431 | 340.6191 | 124.824 | -29.2892 | 75.1426 | -104.4318 |
Avg Daily Profit (%) | 0.2139 | 0.1566 | 0.0574 | -0.0159 | 0.0258 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147725 | -96120 | -188961 | -173802 | -111205 | -217922 |
Profit Factor | 1.472 | 1.822 | 1.2183 | 0.9668 | 1.2257 | 0.81 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 57.7889 | 53 | 62.6263 | 57.7889 | 53 | 62.6263 |
Ratio Avg Win / Avg Loss | 1.0752 | 1.6158 | 0.7271 | 0.7062 | 1.0869 | 0.4834 |
Largest Winning Trade | 91355 | 91355 | 55699 | 51862 | 33793 | 51862 |
Largest Losing Trade | -91556 | -40211 | -91556 | -121887 | -57464 | -121887 |
Avg Bars in Trades | 42 | 40 | 43 | 42 | 40 | 43 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 49 | 44 | 55 | 49 | 44 | 55 |
Bars Traded | 8390 | 4039 | 4351 | 8390 | 4039 | 4351 |
Profit Streak | 0 | 0 | 41.326 | 0 | 0 | 41.326 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393358 | 389081 | -116497 | -578726 | -158727 | -578881 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8703, "evaluation_days": 2175.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576929600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759931365633, "expiration_time": 1765564344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 231, "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": [ [ 465443.092744407, 340619.1026021412, 124823.990142266, -29289.1597321224, 75142.6248506995, -104431.784582822 ], [ 465.443093, 340.619103, 124.82399, -29.28916, 75.142625, -104.431785 ], [ 0.213923, 0.156553, 0.057371, -0.015928, 0.025761, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -147725, -96120, -188961, -173802, -111205, -217922 ], [ 1.472011, 1.822046, 1.218327, 0.966812, 1.225667, 0.809965 ], [ 199, 100, 99, 199, 100, 99 ], [ 115, 53, 62, 115, 53, 62 ], [ 84, 47, 37, 84, 47, 37 ], [ 57.788945, 53, 62.626263, 57.788945, 53, 62.626263 ], [ 1.075208, 1.615777, 0.727066, 0.706193, 1.086912, 0.483366 ], [ 91355, 91355, 55699, 51862, 33793, 51862 ], [ -91556, -40211, -91556, -121887, -57464, -121887 ], [ 42, 40, 43, 42, 40, 43 ], [ 36, 36, 36, 36, 36, 36 ], [ 49, 44, 55, 49, 44, 55 ], [ 8390, 4039, 4351, 8390, 4039, 4351 ], [ 0, 0, 41.325991, 0, 0, 41.325991 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 393358, 389081, -116497, -578726, -158727, -578881 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8703, "evaluation_days": 2175.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576929600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759931365633, "expiration_time": 1765564344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 231, "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) |
---|