Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357347.0752 | 341656.8264 | 15690.2489 | -63819.2787 | 242974.542 | -306793.8207 |
Total P&L (%) | 357.3471 | 341.6568 | 15.6902 | -63.8193 | 242.9745 | -306.7938 |
Avg Daily Profit (%) | 0.1642 | 0.157 | 0.0072 | -0.0467 | 0.0566 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224096 | -162496 | -105773 | -593049 | -364378 | -473528 |
Profit Factor | 1.4573 | 1.9064 | 1.0388 | 0.9707 | 1.2568 | 0.7516 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 47.9381 | 44.3299 | 51.5464 | 47.9381 | 44.3299 | 51.5464 |
Ratio Avg Win / Avg Loss | 1.5826 | 2.3941 | 0.9765 | 1.0542 | 1.5784 | 0.7065 |
Largest Winning Trade | 336190 | 336190 | 41786 | 478146 | 478146 | 159100 |
Largest Losing Trade | -73893 | -41132 | -73893 | -411300 | -148585 | -411300 |
Avg Bars in Trades | 42 | 36 | 47 | 42 | 36 | 47 |
Avg Bars in Winners | 48 | 36 | 59 | 48 | 36 | 59 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 8188 | 3563 | 4625 | 8188 | 3563 | 4625 |
Profit Streak | 0 | 0 | 79.3427 | 0 | 0 | 79.3427 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348661 | 301408 | -372018 | -578897 | -118851 | -580315 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8706, "evaluation_days": 2176.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576972800000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759997606412, "expiration_time": 1765631088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 232 } }, "second_band": { "type": "sinwma", "factors": { "length": 97, "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": [ [ 357347.0752477733, 341656.8263749269, 15690.248872846, -63819.278718876, 242974.5419764148, -306793.8206952912 ], [ 357.347075, 341.656826, 15.690249, -63.819279, 242.974542, -306.793821 ], [ 0.164184, 0.156975, 0.007209, -0.046699, 0.056643, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -224096, -162496, -105773, -593049, -364378, -473528 ], [ 1.457291, 1.906376, 1.03879, 0.970739, 1.256846, 0.751591 ], [ 194, 97, 97, 194, 97, 97 ], [ 93, 43, 50, 93, 43, 50 ], [ 101, 54, 47, 101, 54, 47 ], [ 47.938144, 44.329897, 51.546392, 47.938144, 44.329897, 51.546392 ], [ 1.582649, 2.394053, 0.976462, 1.054243, 1.578365, 0.706496 ], [ 336190, 336190, 41786, 478146, 478146, 159100 ], [ -73893, -41132, -73893, -411300, -148585, -411300 ], [ 42, 36, 47, 42, 36, 47 ], [ 48, 36, 59, 48, 36, 59 ], [ 36, 37, 35, 36, 37, 35 ], [ 8188, 3563, 4625, 8188, 3563, 4625 ], [ 0, 0, 79.342667, 0, 0, 79.342667 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348661, 301408, -372018, -578897, -118851, -580315 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8706, "evaluation_days": 2176.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576972800000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759997606412, "expiration_time": 1765631088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 232 } }, "second_band": { "type": "sinwma", "factors": { "length": 97, "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) |
---|