Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522134.7107 | 388355.2686 | 133779.4421 | 465955.9703 | 312156.1893 | 153799.7809 |
Total P&L (%) | 522.1347 | 388.3553 | 133.7794 | 465.956 | 312.1562 | 153.7998 |
Avg Daily Profit (%) | 0.2405 | 0.1789 | 0.0616 | 0.0799 | 0.0653 | 0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176737 | -147435 | -57099 | -1027875 | -746352 | -383501 |
Profit Factor | 2.1257 | 2.3305 | 1.778 | 1.2462 | 1.2852 | 1.1926 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 52.381 | 45.1613 | 59.375 | 52.381 | 45.1613 | 59.375 |
Ratio Avg Win / Avg Loss | 1.9324 | 2.8299 | 1.2165 | 1.1329 | 1.5607 | 0.816 |
Largest Winning Trade | 176230 | 176230 | 46248 | 340858 | 340858 | 175019 |
Largest Losing Trade | -57099 | -57093 | -57099 | -365660 | -357760 | -365660 |
Avg Bars in Trades | 113 | 194 | 34 | 113 | 194 | 34 |
Avg Bars in Winners | 117 | 227 | 35 | 117 | 227 | 35 |
Avg Bars in Losers | 109 | 167 | 34 | 109 | 167 | 34 |
Bars Traded | 7154 | 6035 | 1119 | 7154 | 6035 | 1119 |
Profit Streak | 346.9001 | 346.9001 | 537.4001 | 346.9001 | 346.9001 | 537.4001 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136921 | 379570 | -105849 | -235901 | -106029 | -143373 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8684, "evaluation_days": 2171, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576605600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759527366372, "expiration_time": 1765141632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 126, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "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": [ [ 522134.7107316453, 388355.2685927006, 133779.4421389449, 465955.9702526381, 312156.1893368145, 153799.7809158237 ], [ 522.134711, 388.355269, 133.779442, 465.95597, 312.156189, 153.799781 ], [ 0.240504, 0.178883, 0.061621, 0.079873, 0.065255, 0.04291 ], [ 10, 10, 10, 10, 10, 10 ], [ -176737, -147435, -57099, -1027875, -746352, -383501 ], [ 2.125684, 2.330492, 1.778018, 1.246171, 1.285246, 1.192617 ], [ 63, 31, 32, 63, 31, 32 ], [ 33, 14, 19, 33, 14, 19 ], [ 30, 17, 13, 30, 17, 13 ], [ 52.380952, 45.16129, 59.375, 52.380952, 45.16129, 59.375 ], [ 1.93244, 2.829883, 1.216539, 1.132882, 1.560655, 0.816001 ], [ 176230, 176230, 46248, 340858, 340858, 175019 ], [ -57099, -57093, -57099, -365660, -357760, -365660 ], [ 113, 194, 34, 113, 194, 34 ], [ 117, 227, 35, 117, 227, 35 ], [ 109, 167, 34, 109, 167, 34 ], [ 7154, 6035, 1119, 7154, 6035, 1119 ], [ 346.900074, 346.900074, 537.400074, 346.900074, 346.900074, 537.400074 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -136921, 379570, -105849, -235901, -106029, -143373 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8684, "evaluation_days": 2171, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576605600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759527366372, "expiration_time": 1765141632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 126, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "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) |
---|