Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684333.7927 | 455177.3212 | 229156.4714 | 3625360.8694 | 1029143.5811 | 2596217.2883 |
Total P&L (%) | 684.3338 | 455.1773 | 229.1565 | 3625.3609 | 1029.1436 | 2596.2173 |
Avg Daily Profit (%) | 0.3151 | 0.2096 | 0.1055 | 0.1667 | 0.1117 | 0.1518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153298 | -103480 | -105425 | -3046874 | -1983338 | -1271500 |
Profit Factor | 1.7794 | 2.003 | 1.5402 | 1.3318 | 1.1672 | 1.5439 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 41.5385 | 37.1134 | 45.9184 | 41.5385 | 37.1134 | 45.9184 |
Ratio Avg Win / Avg Loss | 2.5043 | 3.3939 | 1.814 | 1.8743 | 1.9778 | 1.8183 |
Largest Winning Trade | 139153 | 139153 | 42024 | 2246547 | 2246547 | 1178622 |
Largest Losing Trade | -30881 | -28028 | -30881 | -722010 | -620582 | -722010 |
Avg Bars in Trades | 43 | 44 | 43 | 43 | 44 | 43 |
Avg Bars in Winners | 63 | 65 | 62 | 63 | 65 | 62 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 8550 | 4277 | 4273 | 8550 | 4277 | 4273 |
Profit Streak | 30.6136 | 0 | 36.1136 | 30.6136 | 0 | 36.1136 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383995 | 223276 | -50790 | 266863 | -84257 | 323076 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8687, "evaluation_days": 2171.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574143200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759589010895, "expiration_time": 1765208376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 44, "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": [ [ 684333.7926503895, 455177.3212467539, 229156.4714036348, 3625360.8694033865, 1029143.5810836749, 2596217.2883197125 ], [ 684.333793, 455.177321, 229.156471, 3625.360869, 1029.143581, 2596.217288 ], [ 0.315107, 0.20959, 0.105517, 0.166721, 0.111679, 0.15181 ], [ 10, 10, 10, 10, 10, 10 ], [ -153298, -103480, -105425, -3046874, -1983338, -1271500 ], [ 1.779379, 2.002957, 1.54019, 1.331757, 1.167227, 1.543873 ], [ 195, 97, 98, 195, 97, 98 ], [ 81, 36, 45, 81, 36, 45 ], [ 114, 61, 53, 114, 61, 53 ], [ 41.538462, 37.113402, 45.918367, 41.538462, 37.113402, 45.918367 ], [ 2.504312, 3.393899, 1.814002, 1.874325, 1.977801, 1.818339 ], [ 139153, 139153, 42024, 2246547, 2246547, 1178622 ], [ -30881, -28028, -30881, -722010, -620582, -722010 ], [ 43, 44, 43, 43, 44, 43 ], [ 63, 65, 62, 63, 65, 62 ], [ 29, 31, 27, 29, 31, 27 ], [ 8550, 4277, 4273, 8550, 4277, 4273 ], [ 30.613552, 0, 36.113552, 30.613552, 0, 36.113552 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383995, 223276, -50790, 266863, -84257, 323076 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8687, "evaluation_days": 2171.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574143200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759589010895, "expiration_time": 1765208376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 44, "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) |
---|