| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 483430.1353 | 350365.9843 | 133064.151 | 172102.2126 | -401515.3126 | 573617.5253 |
| Total P&L (%) | 483.4301 | 350.366 | 133.0642 | 172.1022 | -401.5153 | 573.6175 |
| Avg Daily Profit (%) | 0.222 | 0.1609 | 0.0611 | 0.046 | 0 | 0.0876 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135801 | -127026 | -152683 | -1243341 | -1419955 | -534204 |
| Profit Factor | 1.3538 | 1.4952 | 1.202 | 1.0269 | 0.8961 | 1.2265 |
| Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
| Winning Trades | 179 | 89 | 90 | 179 | 89 | 90 |
| Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Profitability (%) | 60.473 | 60.1351 | 60.8108 | 60.473 | 60.1351 | 60.8108 |
| Ratio Avg Win / Avg Loss | 0.8849 | 0.9912 | 0.7746 | 0.6712 | 0.5941 | 0.7904 |
| Largest Winning Trade | 68343 | 68343 | 34681 | 350891 | 350891 | 272839 |
| Largest Losing Trade | -56862 | -49480 | -56862 | -510682 | -510682 | -340747 |
| Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
| Avg Bars in Winners | 41 | 43 | 39 | 41 | 43 | 39 |
| Avg Bars in Losers | 45 | 47 | 43 | 45 | 47 | 43 |
| Bars Traded | 12790 | 6741 | 6049 | 12790 | 6741 | 6049 |
| Profit Streak | 23.0296 | 0 | 89.863 | 23.0296 | 0 | 89.863 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 360281 | 289744 | -110908 | -320654 | -579626 | -74970 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13065,
"evaluation_days": 2177.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573876800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760114560434,
"expiration_time": 1765741680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 96,
"offset": 6
}
}
} {
"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": [
[
483430.1352971207,
350365.9843296706,
133064.1509674508,
172102.212627693,
-401515.3126370533,
573617.5252647465
],
[
483.430135,
350.365984,
133.064151,
172.102213,
-401.515313,
573.617525
],
[
0.222012,
0.160903,
0.061109,
0.045981,
0,
0.087638
],
[
10,
10,
10,
10,
10,
10
],
[
-135801,
-127026,
-152683,
-1243341,
-1419955,
-534204
],
[
1.353848,
1.495196,
1.202017,
1.026896,
0.896146,
1.226498
],
[
296,
148,
148,
296,
148,
148
],
[
179,
89,
90,
179,
89,
90
],
[
117,
59,
58,
117,
59,
58
],
[
60.472973,
60.135135,
60.810811,
60.472973,
60.135135,
60.810811
],
[
0.884917,
0.991198,
0.774633,
0.671212,
0.594074,
0.79041
],
[
68343,
68343,
34681,
350891,
350891,
272839
],
[
-56862,
-49480,
-56862,
-510682,
-510682,
-340747
],
[
43,
45,
40,
43,
45,
40
],
[
41,
43,
39,
41,
43,
39
],
[
45,
47,
43,
45,
47,
43
],
[
12790,
6741,
6049,
12790,
6741,
6049
],
[
23.029634,
0,
89.862968,
23.029635,
0,
89.862968
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
360281,
289744,
-110908,
-320654,
-579626,
-74970
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13065,
"evaluation_days": 2177.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573876800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760114560434,
"expiration_time": 1765741680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 96,
"offset": 6
}
}
}
| # | 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) |
|---|