Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536788.0138 | 368319.8291 | 168468.1848 | 1206345.5322 | 276108.7577 | 930236.7745 |
Total P&L (%) | 536.788 | 368.3198 | 168.4682 | 1206.3455 | 276.1088 | 930.2368 |
Avg Daily Profit (%) | 0.2473 | 0.1697 | 0.0776 | 0.1185 | 0.0611 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129021 | -53438 | -115268 | -1337203 | -1107651 | -659262 |
Profit Factor | 2.191 | 2.5097 | 1.8149 | 1.2515 | 1.0925 | 1.5135 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 57.1429 | 48.5714 | 65.7143 | 57.1429 | 48.5714 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.6432 | 2.6573 | 0.9469 | 0.9386 | 1.1567 | 0.7897 |
Largest Winning Trade | 146573 | 146573 | 59673 | 969284 | 969284 | 458096 |
Largest Losing Trade | -52869 | -27642 | -52869 | -659262 | -471841 | -659262 |
Avg Bars in Trades | 87 | 109 | 66 | 87 | 109 | 66 |
Avg Bars in Winners | 107 | 143 | 81 | 107 | 143 | 81 |
Avg Bars in Losers | 61 | 77 | 38 | 61 | 77 | 38 |
Bars Traded | 6151 | 3819 | 2332 | 6151 | 3819 | 2332 |
Profit Streak | 0 | 0 | 83.6199 | 0 | 0 | 83.6199 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84962 | 416908 | -86058 | -133873 | -230773 | -46716 |
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6511, "evaluation_days": 2170.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578931200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759474363276, "expiration_time": 1765075104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 64, "offset": 88 } }, "second_band": { "type": "vwma", "factors": { "length": 243, "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": [ [ 536788.0138443029, 368319.829065954, 168468.1847783488, 1206345.53222348, 276108.7577097649, 930236.7745137146 ], [ 536.788014, 368.319829, 168.468185, 1206.345532, 276.108758, 930.236775 ], [ 0.24733, 0.169707, 0.077623, 0.118477, 0.061056, 0.107524 ], [ 10, 10, 10, 10, 10, 10 ], [ -129021, -53438, -115268, -1337203, -1107651, -659262 ], [ 2.190967, 2.509701, 1.81485, 1.251457, 1.09247, 1.513523 ], [ 70, 35, 35, 70, 35, 35 ], [ 40, 17, 23, 40, 17, 23 ], [ 30, 18, 12, 30, 18, 12 ], [ 57.142857, 48.571429, 65.714286, 57.142857, 48.571429, 65.714286 ], [ 1.643225, 2.657331, 0.946878, 0.938593, 1.156732, 0.789664 ], [ 146573, 146573, 59673, 969284, 969284, 458096 ], [ -52869, -27642, -52869, -659262, -471841, -659262 ], [ 87, 109, 66, 87, 109, 66 ], [ 107, 143, 81, 107, 143, 81 ], [ 61, 77, 38, 61, 77, 38 ], [ 6151, 3819, 2332, 6151, 3819, 2332 ], [ 0, 0, 83.619945, 0, 0, 83.619945 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -84962, 416908, -86058, -133873, -230773, -46716 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6511, "evaluation_days": 2170.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578931200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759474363276, "expiration_time": 1765075104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 64, "offset": 88 } }, "second_band": { "type": "vwma", "factors": { "length": 243, "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) |
---|