Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420732.7539 | 386643.8381 | 34088.9157 | 2474170.3989 | 1045055.4992 | 1429114.8997 |
Total P&L (%) | 420.7328 | 386.6438 | 34.0889 | 2474.1704 | 1045.0555 | 1429.1149 |
Avg Daily Profit (%) | 0.1936 | 0.1779 | 0.0157 | 0.1495 | 0.1122 | 0.1255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -295351 | -64933 | -349294 | -1379395 | -959902 | -1090864 |
Profit Factor | 1.2932 | 1.7673 | 1.0366 | 1.3013 | 1.3049 | 1.2987 |
Total Trades | 421 | 210 | 211 | 421 | 210 | 211 |
Winning Trades | 214 | 102 | 112 | 204 | 96 | 108 |
Losing Trades | 207 | 108 | 99 | 217 | 114 | 103 |
Profitability (%) | 50.8314 | 48.5714 | 53.0806 | 48.4561 | 45.7143 | 51.1848 |
Ratio Avg Win / Avg Loss | 1.2509 | 1.8713 | 0.9163 | 1.3842 | 1.5495 | 1.2386 |
Largest Winning Trade | 55106 | 51472 | 55106 | 440788 | 440788 | 313385 |
Largest Losing Trade | -223326 | -50834 | -223326 | -421793 | -371018 | -421793 |
Avg Bars in Trades | 14 | 12 | 17 | 14 | 12 | 17 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 14 | 11 | 18 | 14 | 10 | 18 |
Bars Traded | 6309 | 2557 | 3752 | 6309 | 2557 | 3752 |
Profit Streak | 19.1813 | 0 | 24.848 | 19.1813 | 0 | 24.848 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387130 | 397769 | -354303 | 343015 | -42376 | -22911 |
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{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 73 } } }
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{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6521, "evaluation_days": 2173.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575964800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759753268331, "expiration_time": 1765371744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 73 } } }
# | 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) |
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