| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 794218.0823 | 524455.2564 | 269762.8259 | 8609438.3756 | 2451937.318 | 6157501.0576 |
| Total P&L (%) | 794.2181 | 524.4553 | 269.7628 | 8609.4384 | 2451.9373 | 6157.5011 |
| Avg Daily Profit (%) | 0.3666 | 0.2421 | 0.1245 | 0.2064 | 0.1496 | 0.1911 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76079 | -58794 | -69471 | -10597151 | -6704960 | -4094579 |
| Profit Factor | 1.7638 | 1.9878 | 1.5301 | 1.204 | 1.1042 | 1.3297 |
| Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
| Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
| Losing Trades | 133 | 68 | 65 | 133 | 68 | 65 |
| Profitability (%) | 41.9214 | 40.3509 | 43.4783 | 41.9214 | 40.3509 | 43.4783 |
| Ratio Avg Win / Avg Loss | 2.4436 | 2.9385 | 1.9891 | 1.668 | 1.6323 | 1.7286 |
| Largest Winning Trade | 87377 | 87377 | 47401 | 4098203 | 4098203 | 3285953 |
| Largest Losing Trade | -52511 | -31530 | -52511 | -1660836 | -1660836 | -1466785 |
| Avg Bars in Trades | 55 | 59 | 51 | 55 | 59 | 51 |
| Avg Bars in Winners | 80 | 85 | 76 | 80 | 85 | 76 |
| Avg Bars in Losers | 37 | 42 | 32 | 37 | 42 | 32 |
| Bars Traded | 12786 | 6830 | 5956 | 12786 | 6830 | 5956 |
| Profit Streak | 15.3781 | 0 | 18.8781 | 15.3781 | 0 | 18.8781 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 412039 | 294134 | -26421 | 264251 | -101674 | 256090 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13000,
"evaluation_days": 2166.67,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574395200000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759165464466,
"expiration_time": 1764777600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 60,
"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": [
[
794218.0823120696,
524455.2564488166,
269762.825863253,
8609438.375559088,
2451937.318007287,
6157501.057551798
],
[
794.218082,
524.455256,
269.762826,
8609.438376,
2451.937318,
6157.501058
],
[
0.366562,
0.242056,
0.124506,
0.206381,
0.149624,
0.191091
],
[
10,
10,
10,
10,
10,
10
],
[
-76079,
-58794,
-69471,
-10597151,
-6704960,
-4094579
],
[
1.76381,
1.987799,
1.530113,
1.203992,
1.104215,
1.329682
],
[
229,
114,
115,
229,
114,
115
],
[
96,
46,
50,
96,
46,
50
],
[
133,
68,
65,
133,
68,
65
],
[
41.921397,
40.350877,
43.478261,
41.921397,
40.350877,
43.478261
],
[
2.443612,
2.938485,
1.989148,
1.66803,
1.632317,
1.728586
],
[
87377,
87377,
47401,
4098203,
4098203,
3285953
],
[
-52511,
-31530,
-52511,
-1660836,
-1660836,
-1466785
],
[
55,
59,
51,
55,
59,
51
],
[
80,
85,
76,
80,
85,
76
],
[
37,
42,
32,
37,
42,
32
],
[
12786,
6830,
5956,
12786,
6830,
5956
],
[
15.378061,
0,
18.878061,
15.378061,
0,
18.878061
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
412039,
294134,
-26421,
264251,
-101674,
256090
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13000,
"evaluation_days": 2166.67,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574395200000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759165464466,
"expiration_time": 1764777600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 60,
"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) |
|---|