Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706603.4938 | 471447.7787 | 235155.715 | 4925264.6115 | -1201971.454 | 6127236.0655 |
Total P&L (%) | 706.6035 | 471.4478 | 235.1557 | 4925.2646 | -1201.9715 | 6127.2361 |
Avg Daily Profit (%) | 0.3246 | 0.2166 | 0.108 | 0.1801 | 0 | 0.19 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85747 | -77862 | -63155 | -10699051 | -10015662 | -6563311 |
Profit Factor | 1.7562 | 2.0308 | 1.493 | 1.0696 | 0.9662 | 1.1742 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Profitability (%) | 41.0646 | 37.4046 | 44.697 | 41.0646 | 37.4046 | 44.697 |
Ratio Avg Win / Avg Loss | 2.5205 | 3.3985 | 1.8472 | 1.535 | 1.617 | 1.4528 |
Largest Winning Trade | 127100 | 127100 | 53334 | 5250299 | 5250299 | 3500955 |
Largest Losing Trade | -29656 | -23034 | -29656 | -3145458 | -2122614 | -3145458 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 37 | 40 | 35 | 37 | 40 | 35 |
Avg Bars in Losers | 15 | 13 | 16 | 15 | 13 | 16 |
Bars Traded | 6448 | 3097 | 3351 | 6448 | 3097 | 3351 |
Profit Streak | 26.6984 | 0 | 41.0317 | 26.6984 | 0 | 41.0317 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401503 | 244635 | -47386 | -136286 | -582827 | -22000 |
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6530, "evaluation_days": 2176.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1572883200000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760028342675, "expiration_time": 1765638720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 10, "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": [ [ 706603.4937683457, 471447.7787398547, 235155.7150284907, 4925264.611521688, -1201971.4539679268, 6127236.065489614 ], [ 706.603494, 471.447779, 235.155715, 4925.264612, -1201.971454, 6127.236065 ], [ 0.324626, 0.216591, 0.108035, 0.180119, 0, 0.189989 ], [ 10, 10, 10, 10, 10, 10 ], [ -85747, -77862, -63155, -10699051, -10015662, -6563311 ], [ 1.756222, 2.030795, 1.492965, 1.069583, 0.966238, 1.17416 ], [ 263, 131, 132, 263, 131, 132 ], [ 108, 49, 59, 108, 49, 59 ], [ 155, 82, 73, 155, 82, 73 ], [ 41.064639, 37.40458, 44.69697, 41.064639, 37.40458, 44.69697 ], [ 2.520504, 3.398474, 1.847228, 1.535049, 1.616969, 1.452774 ], [ 127100, 127100, 53334, 5250299, 5250299, 3500955 ], [ -29656, -23034, -29656, -3145458, -2122614, -3145458 ], [ 24, 23, 25, 24, 23, 25 ], [ 37, 40, 35, 37, 40, 35 ], [ 15, 13, 16, 15, 13, 16 ], [ 6448, 3097, 3351, 6448, 3097, 3351 ], [ 26.69841, 0, 41.031744, 26.698411, 0, 41.031744 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401503, 244635, -47386, -136286, -582827, -22000 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6530, "evaluation_days": 2176.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1572883200000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760028342675, "expiration_time": 1765638720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 10, "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) |
---|