Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459169.2757 | 373285.2441 | 85884.0315 | 112294.6489 | -281826.8033 | 394121.4522 |
Total P&L (%) | 459.1693 | 373.2852 | 85.884 | 112.2946 | -281.8268 | 394.1215 |
Avg Daily Profit (%) | 0.2109 | 0.1715 | 0.0395 | 0.0346 | 0 | 0.0734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150111 | -187280 | -25865 | -1461857 | -1611258 | -159308 |
Profit Factor | 1.7725 | 1.7404 | 1.952 | 1.0358 | 0.8981 | 2.0686 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 52.6882 | 41.3043 | 63.8298 | 52.6882 | 41.3043 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.5917 | 2.4732 | 1.1062 | 0.9301 | 1.2762 | 1.1722 |
Largest Winning Trade | 174884 | 174884 | 18984 | 833133 | 833133 | 83039 |
Largest Losing Trade | -65627 | -65627 | -19555 | -450164 | -450164 | -92618 |
Avg Bars in Trades | 65 | 123 | 8 | 65 | 123 | 8 |
Avg Bars in Winners | 45 | 102 | 9 | 45 | 102 | 9 |
Avg Bars in Losers | 87 | 138 | 7 | 87 | 138 | 7 |
Bars Traded | 6088 | 5685 | 403 | 6088 | 5685 | 403 |
Profit Streak | 77.5371 | 0 | 80.2037 | 77.5371 | 0 | 80.2037 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440279 | 265264 | -134898 | -328320 | -582419 | -89391 |
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6531, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574438400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760043201402, "expiration_time": 1765668384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 222, "offset": 0, "std": 1.16756 } } }
{ "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": [ [ 459169.2756889054, 373285.2441474731, 85884.0315414323, 112294.6488631906, -281826.80330541, 394121.4521686006 ], [ 459.169276, 373.285244, 85.884032, 112.294649, -281.826803, 394.121452 ], [ 0.210918, 0.171468, 0.039451, 0.034586, 0, 0.073413 ], [ 10, 10, 10, 10, 10, 10 ], [ -150111, -187280, -25865, -1461857, -1611258, -159308 ], [ 1.772547, 1.74043, 1.952035, 1.035828, 0.89809, 2.068585 ], [ 93, 46, 47, 93, 46, 47 ], [ 49, 19, 30, 49, 19, 30 ], [ 44, 27, 17, 44, 27, 17 ], [ 52.688172, 41.304348, 63.829787, 52.688172, 41.304348, 63.829787 ], [ 1.591675, 2.473243, 1.106153, 0.930131, 1.276233, 1.172198 ], [ 174884, 174884, 18984, 833133, 833133, 83039 ], [ -65627, -65627, -19555, -450164, -450164, -92618 ], [ 65, 123, 8, 65, 123, 8 ], [ 45, 102, 9, 45, 102, 9 ], [ 87, 138, 7, 87, 138, 7 ], [ 6088, 5685, 403, 6088, 5685, 403 ], [ 77.537053, 0, 80.20372, 77.537053, 0, 80.20372 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440279, 265264, -134898, -328320, -582419, -89391 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6531, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574438400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760043201402, "expiration_time": 1765668384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 222, "offset": 0, "std": 1.16756 } } }
# | 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) |
---|