| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501595.0739 | 360594.5649 | 141000.509 | 82457.9641 | 341329.5508 | -258871.5867 |
| Total P&L (%) | 501.5951 | 360.5946 | 141.0005 | 82.458 | 341.3296 | -258.8716 |
| Avg Daily Profit (%) | 0.2304 | 0.1656 | 0.0648 | 0.0276 | 0.0682 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172570 | -156528 | -123776 | -965746 | -830169 | -521315 |
| Profit Factor | 1.4959 | 1.7506 | 1.2655 | 1.0277 | 1.2455 | 0.8367 |
| Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
| Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
| Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
| Profitability (%) | 55.9406 | 54.4554 | 57.4257 | 55.9406 | 54.4554 | 57.4257 |
| Ratio Avg Win / Avg Loss | 1.1782 | 1.4642 | 0.9382 | 0.8094 | 1.0417 | 0.6203 |
| Largest Winning Trade | 99136 | 99136 | 51834 | 392159 | 392159 | 128877 |
| Largest Losing Trade | -89157 | -49207 | -89157 | -295321 | -295321 | -278519 |
| Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
| Avg Bars in Winners | 60 | 55 | 64 | 60 | 55 | 64 |
| Avg Bars in Losers | 67 | 62 | 74 | 67 | 62 | 74 |
| Bars Traded | 12844 | 5912 | 6932 | 12844 | 5912 | 6932 |
| Profit Streak | 0 | 0 | 114.7802 | 0 | 0 | 114.7802 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410624 | 353794 | -106189 | -345865 | -101817 | -578711 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13064,
"evaluation_days": 2177.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574265600000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760093009506,
"expiration_time": 1765726848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 140,
"offset": 21
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 81,
"offset": 45
}
}
} {
"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": [
[
501595.0739238369,
360594.5649431746,
141000.5089806626,
82457.9640964565,
341329.5507996092,
-258871.5867031527
],
[
501.595074,
360.594565,
141.000509,
82.457964,
341.329551,
-258.871587
],
[
0.230372,
0.165613,
0.064758,
0.027622,
0.068209,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-172570,
-156528,
-123776,
-965746,
-830169,
-521315
],
[
1.495944,
1.75063,
1.265534,
1.027707,
1.245505,
0.836749
],
[
202,
101,
101,
202,
101,
101
],
[
113,
55,
58,
113,
55,
58
],
[
89,
46,
43,
89,
46,
43
],
[
55.940594,
54.455446,
57.425743,
55.940594,
54.455446,
57.425743
],
[
1.178221,
1.464164,
0.938241,
0.809433,
1.041695,
0.620348
],
[
99136,
99136,
51834,
392159,
392159,
128877
],
[
-89157,
-49207,
-89157,
-295321,
-295321,
-278519
],
[
63,
58,
68,
63,
58,
68
],
[
60,
55,
64,
60,
55,
64
],
[
67,
62,
74,
67,
62,
74
],
[
12844,
5912,
6932,
12844,
5912,
6932
],
[
0,
0,
114.780202,
0,
0,
114.780203
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410624,
353794,
-106189,
-345865,
-101817,
-578711
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13064,
"evaluation_days": 2177.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574265600000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760093009506,
"expiration_time": 1765726848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 140,
"offset": 21
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 81,
"offset": 45
}
}
}
| # | 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) |
|---|