| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 517196.0342 | 346190.5202 | 171005.514 | 493230.196 | 582591.6896 | -89361.4935 |
| Total P&L (%) | 517.196 | 346.1905 | 171.0055 | 493.2302 | 582.5917 | -89.3615 |
| Avg Daily Profit (%) | 0.2483 | 0.1662 | 0.0821 | 0.0855 | 0.0922 | -0.1075 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167265 | -106143 | -143128 | -1482985 | -1156936 | -1366605 |
| Profit Factor | 1.3639 | 1.4915 | 1.2386 | 1.0381 | 1.0905 | 0.9863 |
| Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
| Winning Trades | 157 | 71 | 86 | 157 | 71 | 86 |
| Losing Trades | 229 | 122 | 107 | 229 | 122 | 107 |
| Profitability (%) | 40.6736 | 36.7876 | 44.5596 | 40.6736 | 36.7876 | 44.5596 |
| Ratio Avg Win / Avg Loss | 1.9894 | 2.5628 | 1.541 | 1.5141 | 1.8737 | 1.2271 |
| Largest Winning Trade | 90855 | 90855 | 47244 | 655984 | 655984 | 366986 |
| Largest Losing Trade | -45282 | -35303 | -45282 | -616224 | -263891 | -616224 |
| Avg Bars in Trades | 64 | 59 | 69 | 64 | 59 | 69 |
| Avg Bars in Winners | 94 | 89 | 99 | 94 | 89 | 99 |
| Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
| Bars Traded | 24833 | 11417 | 13416 | 24833 | 11417 | 13416 |
| Profit Streak | 4.517 | 4.517 | 5.6003 | 4.517 | 4.517 | 5.6003 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 329543 | 189955 | -83499 | -257228 | -193744 | -580067 |
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580256000000,
"first_datapoint_time": 1580997600000,
"last_datapoint_time": 1760320800000,
"evaluation_time": 1760322264640,
"expiration_time": 1766800800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 25,
"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": [
[
517196.0341693129,
346190.5201566703,
171005.5140126423,
493230.1960240576,
582591.6895613163,
-89361.4935372591
],
[
517.196034,
346.19052,
171.005514,
493.230196,
582.59169,
-89.361494
],
[
0.248254,
0.166172,
0.082083,
0.085496,
0.092238,
-0.107495
],
[
10,
10,
10,
10,
10,
10
],
[
-167265,
-106143,
-143128,
-1482985,
-1156936,
-1366605
],
[
1.363898,
1.491454,
1.238553,
1.038074,
1.090452,
0.986281
],
[
386,
193,
193,
386,
193,
193
],
[
157,
71,
86,
157,
71,
86
],
[
229,
122,
107,
229,
122,
107
],
[
40.673575,
36.787565,
44.559585,
40.673575,
36.787565,
44.559585
],
[
1.98938,
2.562781,
1.54099,
1.514133,
1.873734,
1.227117
],
[
90855,
90855,
47244,
655984,
655984,
366986
],
[
-45282,
-35303,
-45282,
-616224,
-263891,
-616224
],
[
64,
59,
69,
64,
59,
69
],
[
94,
89,
99,
94,
89,
99
],
[
43,
41,
45,
43,
41,
45
],
[
24833,
11417,
13416,
24833,
11417,
13416
],
[
4.516952,
4.516952,
5.600285,
4.516952,
4.516952,
5.600285
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329543,
189955,
-83499,
-257228,
-193744,
-580067
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580256000000,
"first_datapoint_time": 1580997600000,
"last_datapoint_time": 1760320800000,
"evaluation_time": 1760322264640,
"expiration_time": 1766800800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 25,
"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) |
|---|