Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547254.245 | 417427.7487 | 129826.4962 | 385543.9119 | 327870.9814 | 57672.9304 |
Total P&L (%) | 547.2542 | 417.4277 | 129.8265 | 385.5439 | 327.871 | 57.6729 |
Avg Daily Profit (%) | 0.2514 | 0.1917 | 0.0596 | 0.0726 | 0.0668 | 0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161356 | -88446 | -122736 | -617872 | -302001 | -433248 |
Profit Factor | 1.4017 | 1.6338 | 1.1845 | 1.1017 | 1.1787 | 1.0295 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 47.1545 | 46.3415 | 47.9675 | 47.1545 | 46.3415 | 47.9675 |
Ratio Avg Win / Avg Loss | 1.5709 | 1.8917 | 1.2849 | 1.2346 | 1.3648 | 1.1167 |
Largest Winning Trade | 99675 | 99675 | 47879 | 170561 | 161709 | 170561 |
Largest Losing Trade | -49518 | -26998 | -49518 | -210416 | -164507 | -210416 |
Avg Bars in Trades | 52 | 58 | 46 | 52 | 58 | 46 |
Avg Bars in Winners | 70 | 76 | 64 | 70 | 76 | 64 |
Avg Bars in Losers | 36 | 41 | 30 | 36 | 41 | 30 |
Bars Traded | 12886 | 7139 | 5747 | 12886 | 7139 | 5747 |
Profit Streak | 0 | 0 | 52.7544 | 0 | 0 | 52.7544 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377066 | 323766 | -130867 | -204500 | -129410 | -353871 |
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13063, "evaluation_days": 2177.17, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574280000000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760076377009, "expiration_time": 1765712016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "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": [ [ 547254.2449706836, 417427.7487253764, 129826.496245307, 385543.9118912027, 327870.9814457517, 57672.9304454509 ], [ 547.254245, 417.427749, 129.826496, 385.543912, 327.870981, 57.67293 ], [ 0.25136, 0.19173, 0.059631, 0.072602, 0.06679, 0.020917 ], [ 10, 10, 10, 10, 10, 10 ], [ -161356, -88446, -122736, -617872, -302001, -433248 ], [ 1.401749, 1.633763, 1.184536, 1.101682, 1.178655, 1.029478 ], [ 246, 123, 123, 246, 123, 123 ], [ 116, 57, 59, 116, 57, 59 ], [ 130, 66, 64, 130, 66, 64 ], [ 47.154472, 46.341463, 47.96748, 47.154472, 46.341463, 47.96748 ], [ 1.570926, 1.891726, 1.28492, 1.234643, 1.364758, 1.116722 ], [ 99675, 99675, 47879, 170561, 161709, 170561 ], [ -49518, -26998, -49518, -210416, -164507, -210416 ], [ 52, 58, 46, 52, 58, 46 ], [ 70, 76, 64, 70, 76, 64 ], [ 36, 41, 30, 36, 41, 30 ], [ 12886, 7139, 5747, 12886, 7139, 5747 ], [ 0, 0, 52.754363, 0, 0, 52.754364 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377066, 323766, -130867, -204500, -129410, -353871 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13063, "evaluation_days": 2177.17, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574280000000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760076377009, "expiration_time": 1765712016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "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) |
---|