Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448432.1015 | 336336.4711 | 112095.6304 | 240515.912 | 148716.0966 | 91799.8154 |
Total P&L (%) | 448.4321 | 336.3365 | 112.0956 | 240.5159 | 148.7161 | 91.7998 |
Avg Daily Profit (%) | 0.206 | 0.1545 | 0.0515 | 0.0563 | 0.0419 | 0.0299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89770 | -90099 | -104723 | -397439 | -418181 | -357292 |
Profit Factor | 1.3867 | 1.5602 | 1.2005 | 1.0703 | 1.0809 | 1.058 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 144 | 70 | 74 | 144 | 70 | 74 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 52.9412 | 51.4706 | 54.4118 | 52.9412 | 51.4706 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.2326 | 1.471 | 1.0058 | 0.9513 | 1.0191 | 0.8864 |
Largest Winning Trade | 98904 | 98904 | 49235 | 222973 | 222973 | 124820 |
Largest Losing Trade | -45167 | -41458 | -45167 | -191691 | -191691 | -184193 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 55 | 56 | 53 | 55 | 56 | 53 |
Avg Bars in Losers | 37 | 36 | 39 | 37 | 36 | 39 |
Bars Traded | 12737 | 6354 | 6383 | 12737 | 6354 | 6383 |
Profit Streak | 24.2054 | 24.2054 | 140.3721 | 24.2054 | 24.2054 | 140.3721 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400308 | 340102 | -122788 | -259811 | -268023 | -309469 |
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13062, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575403200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760057747266, "expiration_time": 1765697184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 240, "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": [ [ 448432.1015064238, 336336.4711185498, 112095.6303878739, 240515.9119928237, 148716.0965880148, 91799.8154048091 ], [ 448.432102, 336.336471, 112.09563, 240.515912, 148.716097, 91.799815 ], [ 0.205986, 0.154495, 0.051491, 0.056299, 0.041862, 0.029921 ], [ 10, 10, 10, 10, 10, 10 ], [ -89770, -90099, -104723, -397439, -418181, -357292 ], [ 1.386718, 1.560169, 1.200469, 1.070263, 1.080866, 1.057953 ], [ 272, 136, 136, 272, 136, 136 ], [ 144, 70, 74, 144, 70, 74 ], [ 128, 66, 62, 128, 66, 62 ], [ 52.941176, 51.470588, 54.411765, 52.941176, 51.470588, 54.411765 ], [ 1.232638, 1.471017, 1.005799, 0.951345, 1.019102, 0.886393 ], [ 98904, 98904, 49235, 222973, 222973, 124820 ], [ -45167, -41458, -45167, -191691, -191691, -184193 ], [ 46, 46, 46, 46, 46, 46 ], [ 55, 56, 53, 55, 56, 53 ], [ 37, 36, 39, 37, 36, 39 ], [ 12737, 6354, 6383, 12737, 6354, 6383 ], [ 24.205408, 24.205408, 140.372075, 24.205408, 24.205408, 140.372075 ], [ 2, 1, 8, 2, 1, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400308, 340102, -122788, -259811, -268023, -309469 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13062, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575403200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760057747266, "expiration_time": 1765697184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 240, "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) |
---|