Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -197136.615 | 69871.0476 | -267007.6626 | 750936.3121 | -1996465.6064 | 2747401.9184 |
Total P&L (%) | -197.1366 | 69.871 | -267.0077 | 750.9363 | -1996.4656 | 2747.4019 |
Avg Daily Profit (%) | -0.0908 | 0.0322 | -0.1229 | 0.0986 | 0 | 0.1543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -471164 | -120024 | -502582 | -3032584 | -2437440 | -2044608 |
Profit Factor | 0.838 | 1.2001 | 0.6921 | 1.0518 | 0.7002 | 1.3503 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 132 | 58 | 74 | 128 | 55 | 73 |
Losing Trades | 85 | 51 | 34 | 89 | 54 | 35 |
Profitability (%) | 60.8295 | 53.211 | 68.5185 | 58.9862 | 50.4587 | 67.5926 |
Ratio Avg Win / Avg Loss | 0.5396 | 1.0552 | 0.318 | 0.7313 | 0.6875 | 0.6474 |
Largest Winning Trade | 48700 | 31205 | 48700 | 3576205 | 500757 | 3576205 |
Largest Losing Trade | -378890 | -35807 | -378890 | -1121426 | -854669 | -1121426 |
Avg Bars in Trades | 18 | 8 | 29 | 18 | 8 | 29 |
Avg Bars in Winners | 14 | 6 | 21 | 14 | 6 | 21 |
Avg Bars in Losers | 25 | 10 | 48 | 24 | 10 | 47 |
Bars Traded | 4101 | 882 | 3219 | 4101 | 882 | 3219 |
Profit Streak | 0 | 0 | 132.1128 | 0 | 0 | 132.1128 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577960 | -150019 | -576572 | -223541 | -580704 | 366447 |
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4344, "evaluation_days": 2172, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576411200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759588949229, "expiration_time": 1765209024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.53728, "nc": 0.24663 } }, "second_band": { "type": "kcl", "factors": { "length": 104, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -197136.6149809038, 69871.0476125527, -267007.6625934563, 750936.3120585625, -1996465.6063725215, 2747401.9184310865 ], [ -197.136615, 69.871048, -267.007663, 750.936312, -1996.465606, 2747.401918 ], [ -0.090763, 0.032169, -0.122932, 0.098629, 0, 0.154308 ], [ 10, 10, 10, 10, 10, 10 ], [ -471164, -120024, -502582, -3032584, -2437440, -2044608 ], [ 0.837957, 1.200062, 0.692148, 1.05178, 0.700197, 1.350289 ], [ 217, 109, 108, 217, 109, 108 ], [ 132, 58, 74, 128, 55, 73 ], [ 85, 51, 34, 89, 54, 35 ], [ 60.829493, 53.211009, 68.518519, 58.986175, 50.458716, 67.592593 ], [ 0.539594, 1.055227, 0.318014, 0.731316, 0.687466, 0.647399 ], [ 48700, 31205, 48700, 3576205, 500757, 3576205 ], [ -378890, -35807, -378890, -1121426, -854669, -1121426 ], [ 18, 8, 29, 18, 8, 29 ], [ 14, 6, 21, 14, 6, 21 ], [ 25, 10, 48, 24, 10, 47 ], [ 4101, 882, 3219, 4101, 882, 3219 ], [ 0, 0, 132.112838, 0, 0, 132.112838 ], [ 0, 0, 8, 0, 0, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577960, -150019, -576572, -223541, -580704, 366447 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4344, "evaluation_days": 2172, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576411200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759588949229, "expiration_time": 1765209024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.53728, "nc": 0.24663 } }, "second_band": { "type": "kcl", "factors": { "length": 104, "offset": 0, "scalar": 3 } } }
# | 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) |
---|