Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551451.684 | 397453.4865 | 153998.1975 | 634523.1836 | -142828.8975 | 777352.0812 |
Total P&L (%) | 551.4517 | 397.4535 | 153.9982 | 634.5232 | -142.8289 | 777.3521 |
Avg Daily Profit (%) | 0.2533 | 0.1825 | 0.0707 | 0.0916 | 0 | 0.0998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82212 | -99129 | -37714 | -1018133 | -1491734 | -390931 |
Profit Factor | 1.8525 | 1.873 | 1.8036 | 1.0996 | 0.9707 | 1.5202 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 54.1667 | 47.9167 | 60.4167 | 54.1667 | 47.9167 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.5675 | 2.0359 | 1.1817 | 0.9304 | 1.0551 | 0.996 |
Largest Winning Trade | 176559 | 176559 | 46382 | 537901 | 537901 | 224637 |
Largest Losing Trade | -46271 | -46271 | -34785 | -649101 | -649101 | -318464 |
Avg Bars in Trades | 88 | 134 | 41 | 88 | 134 | 41 |
Avg Bars in Winners | 78 | 121 | 43 | 78 | 121 | 43 |
Avg Bars in Losers | 100 | 146 | 38 | 100 | 146 | 38 |
Bars Traded | 8477 | 6471 | 2006 | 8477 | 6471 | 2006 |
Profit Streak | 0 | 0 | 85.0506 | 0 | 0 | 85.0506 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460956 | 370995 | -93799 | -182117 | -579832 | -57179 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8710, "evaluation_days": 2177.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576432800000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760101974867, "expiration_time": 1765720080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 57, "offset": 26 } } }
{ "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": [ [ 551451.6839983624, 397453.4864772471, 153998.1975211155, 634523.1836417436, -142828.897516473, 777352.0811582163 ], [ 551.451684, 397.453486, 153.998198, 634.523184, -142.828898, 777.352081 ], [ 0.25325, 0.182527, 0.070722, 0.091617, 0, 0.099785 ], [ 10, 10, 10, 10, 10, 10 ], [ -82212, -99129, -37714, -1018133, -1491734, -390931 ], [ 1.852475, 1.873028, 1.803647, 1.099558, 0.970727, 1.520218 ], [ 96, 48, 48, 96, 48, 48 ], [ 52, 23, 29, 52, 23, 29 ], [ 44, 25, 19, 44, 25, 19 ], [ 54.166667, 47.916667, 60.416667, 54.166667, 47.916667, 60.416667 ], [ 1.567479, 2.0359, 1.1817, 0.930395, 1.055138, 0.996005 ], [ 176559, 176559, 46382, 537901, 537901, 224637 ], [ -46271, -46271, -34785, -649101, -649101, -318464 ], [ 88, 134, 41, 88, 134, 41 ], [ 78, 121, 43, 78, 121, 43 ], [ 100, 146, 38, 100, 146, 38 ], [ 8477, 6471, 2006, 8477, 6471, 2006 ], [ 0, 0, 85.050635, 0, 0, 85.050635 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 460956, 370995, -93799, -182117, -579832, -57179 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8710, "evaluation_days": 2177.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576432800000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760101974867, "expiration_time": 1765720080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 57, "offset": 26 } } }
# | 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) |
---|