| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 559615.8203 | 436476.751 | 123139.0693 | 110719.7126 | -29618.6666 | 140338.3792 |
| Total P&L (%) | 559.6158 | 436.4768 | 123.1391 | 110.7197 | -29.6187 | 140.3384 |
| Avg Daily Profit (%) | 0.2568 | 0.2003 | 0.0565 | 0.0342 | -0.0161 | 0.0402 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -176652 | -105486 | -123788 | -1431213 | -788085 | -1198474 |
| Profit Factor | 1.6904 | 2.3313 | 1.2551 | 1.0329 | 0.9782 | 1.0699 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
| Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
| Profitability (%) | 53.6765 | 50 | 57.3529 | 53.6765 | 50 | 57.3529 |
| Ratio Avg Win / Avg Loss | 1.4589 | 2.3313 | 0.9333 | 0.8914 | 0.9782 | 0.7956 |
| Largest Winning Trade | 193755 | 193755 | 44153 | 324220 | 168408 | 324220 |
| Largest Losing Trade | -78961 | -36068 | -78961 | -1068600 | -370944 | -1068600 |
| Avg Bars in Trades | 61 | 56 | 67 | 61 | 56 | 67 |
| Avg Bars in Winners | 66 | 55 | 75 | 66 | 55 | 75 |
| Avg Bars in Losers | 56 | 57 | 56 | 56 | 57 | 56 |
| Bars Traded | 8421 | 3848 | 4573 | 8421 | 3848 | 4573 |
| Profit Streak | 0 | 0 | 76.1857 | 0 | 0 | 76.1857 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 412258 | -97117 | -226992 | -332366 | -689958 | -392097 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8717,
"evaluation_days": 2179.25,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574985600000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760243243698,
"expiration_time": 1765875816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 15,
"offset": 126
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 140,
"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": [
[
559615.8202710432,
436476.7509883794,
123139.0692826645,
110719.7126135043,
-29618.6665747089,
140338.379188213
],
[
559.61582,
436.476751,
123.139069,
110.719713,
-29.618667,
140.338379
],
[
0.256793,
0.200288,
0.056505,
0.034208,
-0.016116,
0.040246
],
[
10,
10,
10,
10,
10,
10
],
[
-176652,
-105486,
-123788,
-1431213,
-788085,
-1198474
],
[
1.690428,
2.331322,
1.255114,
1.032897,
0.978198,
1.069919
],
[
136,
68,
68,
136,
68,
68
],
[
73,
34,
39,
73,
34,
39
],
[
63,
34,
29,
63,
34,
29
],
[
53.676471,
50,
57.352941,
53.676471,
50,
57.352941
],
[
1.458863,
2.331322,
0.93329,
0.891404,
0.978198,
0.795581
],
[
193755,
193755,
44153,
324220,
168408,
324220
],
[
-78961,
-36068,
-78961,
-1068600,
-370944,
-1068600
],
[
61,
56,
67,
61,
56,
67
],
[
66,
55,
75,
66,
55,
75
],
[
56,
57,
56,
56,
57,
56
],
[
8421,
3848,
4573,
8421,
3848,
4573
],
[
0,
0,
76.185691,
0,
0,
76.185691
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
412258,
-97117,
-226992,
-332366,
-689958,
-392097
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8717,
"evaluation_days": 2179.25,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574985600000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760243243698,
"expiration_time": 1765875816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 15,
"offset": 126
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 140,
"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) |
|---|