| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 439392.8689 | 317830.9207 | 121561.9482 | 194728.3494 | 55145.5523 | 139582.7971 |
| Total P&L (%) | 439.3929 | 317.8309 | 121.5619 | 194.7283 | 55.1456 | 139.5828 |
| Avg Daily Profit (%) | 0.202 | 0.1461 | 0.0559 | 0.0497 | 0.0202 | 0.0402 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101983 | -73436 | -143042 | -228648 | -165728 | -123095 |
| Profit Factor | 1.4487 | 1.6103 | 1.2651 | 1.1519 | 1.0744 | 1.2584 |
| Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
| Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
| Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
| Profitability (%) | 46.6292 | 43.8202 | 49.4382 | 46.6292 | 43.8202 | 49.4382 |
| Ratio Avg Win / Avg Loss | 1.6581 | 2.0644 | 1.2939 | 1.3185 | 1.3774 | 1.287 |
| Largest Winning Trade | 83426 | 83426 | 41272 | 198553 | 198553 | 55885 |
| Largest Losing Trade | -63705 | -50274 | -63705 | -87331 | -64415 | -87331 |
| Avg Bars in Trades | 71 | 82 | 61 | 71 | 82 | 61 |
| Avg Bars in Winners | 89 | 99 | 81 | 89 | 99 | 81 |
| Avg Bars in Losers | 56 | 69 | 41 | 56 | 69 | 41 |
| Bars Traded | 12802 | 7363 | 5439 | 12802 | 7363 | 5439 |
| Profit Streak | 22.5093 | 0 | 25.6759 | 22.5093 | 0 | 25.6759 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 356776 | 82834 | -118430 | -179789 | -308316 | -139413 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13054,
"evaluation_days": 2175.67,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574064000000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759939999987,
"expiration_time": 1765578528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 147,
"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": [
[
439392.8689250796,
317830.92070532,
121561.9482197596,
194728.3493652243,
55145.5522690231,
139582.7970962013
],
[
439.392869,
317.830921,
121.561948,
194.728349,
55.145552,
139.582797
],
[
0.201957,
0.146084,
0.055873,
0.049693,
0.020189,
0.040167
],
[
10,
10,
10,
10,
10,
10
],
[
-101983,
-73436,
-143042,
-228648,
-165728,
-123095
],
[
1.448662,
1.61026,
1.265114,
1.151925,
1.074371,
1.258371
],
[
178,
89,
89,
178,
89,
89
],
[
83,
39,
44,
83,
39,
44
],
[
95,
50,
45,
95,
50,
45
],
[
46.629213,
43.820225,
49.438202,
46.629213,
43.820225,
49.438202
],
[
1.658108,
2.064436,
1.293866,
1.318469,
1.377398,
1.28697
],
[
83426,
83426,
41272,
198553,
198553,
55885
],
[
-63705,
-50274,
-63705,
-87331,
-64415,
-87331
],
[
71,
82,
61,
71,
82,
61
],
[
89,
99,
81,
89,
99,
81
],
[
56,
69,
41,
56,
69,
41
],
[
12802,
7363,
5439,
12802,
7363,
5439
],
[
22.509259,
0,
25.675926,
22.509259,
0,
25.675926
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356776,
82834,
-118430,
-179789,
-308316,
-139413
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13054,
"evaluation_days": 2175.67,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574064000000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759939999987,
"expiration_time": 1765578528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 147,
"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) |
|---|