Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521660.0071 | 369637.5066 | 152022.5004 | 655911.741 | 335928.0643 | 319983.6767 |
Total P&L (%) | 521.66 | 369.6375 | 152.0225 | 655.9117 | 335.9281 | 319.9837 |
Avg Daily Profit (%) | 0.2398 | 0.1699 | 0.0699 | 0.093 | 0.0677 | 0.066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157238 | -73805 | -189733 | -433235 | -230238 | -253738 |
Profit Factor | 1.5624 | 1.8668 | 1.3034 | 1.4665 | 1.4571 | 1.4769 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 53.4091 | 47.7273 | 59.0909 | 53.4091 | 47.7273 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.363 | 2.0446 | 0.9023 | 1.2793 | 1.5959 | 1.0224 |
Largest Winning Trade | 75144 | 75144 | 59411 | 198301 | 197645 | 198301 |
Largest Losing Trade | -52050 | -46023 | -52050 | -102265 | -95672 | -102265 |
Avg Bars in Trades | 48 | 58 | 38 | 48 | 58 | 38 |
Avg Bars in Winners | 55 | 67 | 45 | 55 | 67 | 45 |
Avg Bars in Losers | 40 | 50 | 27 | 40 | 50 | 27 |
Bars Traded | 8496 | 5149 | 3347 | 8496 | 5149 | 3347 |
Profit Streak | 23.0759 | 0 | 30.0759 | 23.0759 | 0 | 30.0759 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431113 | 349350 | -99807 | -65363 | -101597 | -102271 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8703, "evaluation_days": 2175.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574078400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759931355554, "expiration_time": 1765564344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 43, "offset": 0, "a": 0.68415 } }, "second_band": { "type": "midpoint", "factors": { "length": 99, "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": [ [ 521660.0070721724, 369637.5066479003, 152022.5004242724, 655911.7410425411, 335928.0643298099, 319983.6767127311 ], [ 521.660007, 369.637507, 152.0225, 655.911741, 335.928064, 319.983677 ], [ 0.239761, 0.16989, 0.069871, 0.093011, 0.067692, 0.065978 ], [ 10, 10, 10, 10, 10, 10 ], [ -157238, -73805, -189733, -433235, -230238, -253738 ], [ 1.562421, 1.866811, 1.303382, 1.466535, 1.457103, 1.476866 ], [ 176, 88, 88, 176, 88, 88 ], [ 94, 42, 52, 94, 42, 52 ], [ 82, 46, 36, 82, 46, 36 ], [ 53.409091, 47.727273, 59.090909, 53.409091, 47.727273, 59.090909 ], [ 1.362963, 2.044603, 0.902342, 1.279318, 1.595874, 1.022446 ], [ 75144, 75144, 59411, 198301, 197645, 198301 ], [ -52050, -46023, -52050, -102265, -95672, -102265 ], [ 48, 58, 38, 48, 58, 38 ], [ 55, 67, 45, 55, 67, 45 ], [ 40, 50, 27, 40, 50, 27 ], [ 8496, 5149, 3347, 8496, 5149, 3347 ], [ 23.075874, 0, 30.075874, 23.075874, 0, 30.075874 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 431113, 349350, -99807, -65363, -101597, -102271 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8703, "evaluation_days": 2175.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574078400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759931355554, "expiration_time": 1765564344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 43, "offset": 0, "a": 0.68415 } }, "second_band": { "type": "midpoint", "factors": { "length": 99, "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) |
---|