Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421776.881 | 341248.0847 | 80528.7963 | 122505.4202 | -88500.3277 | 211005.748 |
Total P&L (%) | 421.7769 | 341.2481 | 80.5288 | 122.5054 | -88.5003 | 211.0057 |
Avg Daily Profit (%) | 0.1942 | 0.1571 | 0.0371 | 0.0368 | -0.0995 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179128 | -91967 | -112542 | -1412963 | -735922 | -942858 |
Profit Factor | 1.5578 | 1.9008 | 1.2134 | 1.0293 | 0.9578 | 1.1011 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 52.1739 | 44.8276 | 59.6491 | 52.1739 | 44.8276 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.4279 | 2.3395 | 0.8208 | 0.9435 | 1.1788 | 0.7449 |
Largest Winning Trade | 213219 | 213219 | 62841 | 503205 | 503205 | 230445 |
Largest Losing Trade | -53943 | -53943 | -43429 | -290178 | -204199 | -290178 |
Avg Bars in Trades | 70 | 48 | 93 | 70 | 48 | 93 |
Avg Bars in Winners | 65 | 56 | 72 | 65 | 56 | 72 |
Avg Bars in Losers | 76 | 41 | 125 | 76 | 41 | 125 |
Bars Traded | 8143 | 2800 | 5343 | 8143 | 2800 | 5343 |
Profit Streak | 72.1136 | 72.1136 | 74.6136 | 72.1136 | 72.1136 | 74.6136 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388251 | -170645 | -323725 | -332115 | -760620 | -412356 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8687, "evaluation_days": 2171.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575892800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759589010727, "expiration_time": 1765208376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 85, "offset": 0, "poles": 2 } } }
{ "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": [ [ 421776.8809724806, 341248.0846860377, 80528.7962864425, 122505.4202057153, -88500.3277490136, 211005.7479547292 ], [ 421.776881, 341.248085, 80.528796, 122.50542, -88.500328, 211.005748 ], [ 0.194211, 0.15713, 0.03708, 0.036833, -0.099541, 0.052259 ], [ 10, 10, 10, 10, 10, 10 ], [ -179128, -91967, -112542, -1412963, -735922, -942858 ], [ 1.55776, 1.900846, 1.213384, 1.029291, 0.957764, 1.101102 ], [ 115, 58, 57, 115, 58, 57 ], [ 60, 26, 34, 60, 26, 34 ], [ 55, 32, 23, 55, 32, 23 ], [ 52.173913, 44.827586, 59.649123, 52.173913, 44.827586, 59.649123 ], [ 1.427947, 2.339503, 0.820819, 0.943516, 1.178786, 0.744863 ], [ 213219, 213219, 62841, 503205, 503205, 230445 ], [ -53943, -53943, -43429, -290178, -204199, -290178 ], [ 70, 48, 93, 70, 48, 93 ], [ 65, 56, 72, 65, 56, 72 ], [ 76, 41, 125, 76, 41, 125 ], [ 8143, 2800, 5343, 8143, 2800, 5343 ], [ 72.11355, 72.11355, 74.61355, 72.11355, 72.11355, 74.61355 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388251, -170645, -323725, -332115, -760620, -412356 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8687, "evaluation_days": 2171.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575892800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759589010727, "expiration_time": 1765208376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 85, "offset": 0, "poles": 2 } } }
# | 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) |
---|