Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421821.0406 | 358658.2793 | 63162.7613 | -50554.7419 | 289770.0789 | -340324.8208 |
Total P&L (%) | 421.821 | 358.6583 | 63.1628 | -50.5547 | 289.7701 | -340.3248 |
Avg Daily Profit (%) | 0.1934 | 0.1645 | 0.029 | -0.0323 | 0.0624 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237599 | -174683 | -108401 | -1118760 | -430676 | -704216 |
Profit Factor | 1.3841 | 1.6068 | 1.1245 | 0.9803 | 1.2574 | 0.7638 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 48.1283 | 45.7447 | 50.5376 | 48.1283 | 45.7447 | 50.5376 |
Ratio Avg Win / Avg Loss | 1.4917 | 1.9058 | 1.1006 | 1.0566 | 1.4913 | 0.7476 |
Largest Winning Trade | 276960 | 276960 | 48291 | 244240 | 244240 | 200696 |
Largest Losing Trade | -52612 | -52338 | -52612 | -448528 | -142220 | -448528 |
Avg Bars in Trades | 68 | 88 | 48 | 68 | 88 | 48 |
Avg Bars in Winners | 68 | 74 | 63 | 68 | 74 | 63 |
Avg Bars in Losers | 68 | 100 | 33 | 68 | 100 | 33 |
Bars Traded | 12870 | 8315 | 4555 | 12870 | 8315 | 4555 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302894 | 302425 | -238446 | -578859 | -111742 | -581014 |
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13085, "evaluation_days": 2180.83, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574769600000, "last_datapoint_time": 1760385600000, "evaluation_time": 1760399892796, "expiration_time": 1766038320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 196, "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": [ [ 421821.0405544229, 358658.2792900481, 63162.7612643754, -50554.7418647654, 289770.078935691, -340324.820800456 ], [ 421.821041, 358.658279, 63.162761, -50.554742, 289.770079, -340.324821 ], [ 0.193422, 0.16446, 0.028963, -0.03229, 0.062399, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -237599, -174683, -108401, -1118760, -430676, -704216 ], [ 1.384056, 1.606819, 1.124511, 0.980305, 1.257373, 0.763834 ], [ 187, 94, 93, 187, 94, 93 ], [ 90, 43, 47, 90, 43, 47 ], [ 97, 51, 46, 97, 51, 46 ], [ 48.128342, 45.744681, 50.537634, 48.128342, 45.744681, 50.537634 ], [ 1.491705, 1.905762, 1.100585, 1.056551, 1.491303, 0.747582 ], [ 276960, 276960, 48291, 244240, 244240, 200696 ], [ -52612, -52338, -52612, -448528, -142220, -448528 ], [ 68, 88, 48, 68, 88, 48 ], [ 68, 74, 63, 68, 74, 63 ], [ 68, 100, 33, 68, 100, 33 ], [ 12870, 8315, 4555, 12870, 8315, 4555 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302894, 302425, -238446, -578859, -111742, -581014 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13085, "evaluation_days": 2180.83, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574769600000, "last_datapoint_time": 1760385600000, "evaluation_time": 1760399892796, "expiration_time": 1766038320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 196, "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) |
---|