| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 563513.1629 | 412155.2753 | 151357.8876 | 524212.1733 | 402354.7116 | 121857.4617 |
| Total P&L (%) | 563.5132 | 412.1553 | 151.3579 | 524.2122 | 402.3547 | 121.8575 |
| Avg Daily Profit (%) | 0.2584 | 0.189 | 0.0694 | 0.084 | 0.074 | 0.0365 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110915 | -100763 | -174301 | -417010 | -214756 | -274570 |
| Profit Factor | 1.3714 | 1.5479 | 1.1979 | 1.1521 | 1.2499 | 1.0664 |
| Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
| Winning Trades | 188 | 92 | 96 | 188 | 92 | 96 |
| Losing Trades | 149 | 77 | 72 | 149 | 77 | 72 |
| Profitability (%) | 55.7864 | 54.4379 | 57.1429 | 55.7864 | 54.4379 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.0869 | 1.2955 | 0.8984 | 0.9131 | 1.0461 | 0.7998 |
| Largest Winning Trade | 69525 | 69525 | 47449 | 157240 | 103443 | 157240 |
| Largest Losing Trade | -50310 | -50310 | -41188 | -208259 | -104198 | -208259 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
| Bars Traded | 6277 | 3154 | 3123 | 6277 | 3154 | 3123 |
| Profit Streak | 9.6351 | 15.9685 | 0 | 9.6351 | 15.9685 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 450432 | 391915 | -103283 | -131787 | -92553 | -291732 |
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6543,
"evaluation_days": 2181,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1579017600000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760397274364,
"expiration_time": 1766024352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 70,
"na": 0.2,
"nb": 0.1,
"nc": 0.31486
}
}
} {
"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": [
[
563513.162932881,
412155.2752929322,
151357.8876399489,
524212.1732586283,
402354.7116086019,
121857.4616500261
],
[
563.513163,
412.155275,
151.357888,
524.212173,
402.354712,
121.857462
],
[
0.258374,
0.188975,
0.069398,
0.084002,
0.074036,
0.036543
],
[
10,
10,
10,
10,
10,
10
],
[
-110915,
-100763,
-174301,
-417010,
-214756,
-274570
],
[
1.37142,
1.547895,
1.197871,
1.152126,
1.249892,
1.066378
],
[
337,
169,
168,
337,
169,
168
],
[
188,
92,
96,
188,
92,
96
],
[
149,
77,
72,
149,
77,
72
],
[
55.78635,
54.43787,
57.142857,
55.78635,
54.43787,
57.142857
],
[
1.086923,
1.295521,
0.898403,
0.913121,
1.046105,
0.799784
],
[
69525,
69525,
47449,
157240,
103443,
157240
],
[
-50310,
-50310,
-41188,
-208259,
-104198,
-208259
],
[
18,
18,
18,
18,
18,
18
],
[
18,
18,
18,
18,
18,
18
],
[
18,
18,
18,
18,
18,
18
],
[
6277,
3154,
3123,
6277,
3154,
3123
],
[
9.63512,
15.968453,
0,
9.63512,
15.968453,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
450432,
391915,
-103283,
-131787,
-92553,
-291732
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6543,
"evaluation_days": 2181,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1579017600000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760397274364,
"expiration_time": 1766024352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 70,
"na": 0.2,
"nb": 0.1,
"nc": 0.31486
}
}
}
| # | 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) |
|---|