Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524203.345 | 509682.1282 | 14521.2169 | 48338.8563 | -154874.2747 | 203213.1309 |
Total P&L (%) | 524.2033 | 509.6821 | 14.5212 | 48.3389 | -154.8743 | 203.2131 |
Avg Daily Profit (%) | 0.2795 | 0.2718 | 0.0077 | 0.021 | 0 | 0.0592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174025 | -163839 | -61336 | -1535920 | -1580576 | -235273 |
Profit Factor | 1.5138 | 1.6446 | 1.0633 | 1.0103 | 0.9596 | 1.239 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 56.25 | 53.8462 | 58.6538 | 56.25 | 53.8462 | 58.6538 |
Ratio Avg Win / Avg Loss | 1.1774 | 1.4096 | 0.7495 | 0.7858 | 0.8225 | 0.8734 |
Largest Winning Trade | 274268 | 274268 | 16007 | 615006 | 615006 | 68015 |
Largest Losing Trade | -60307 | -60307 | -11713 | -561358 | -561358 | -158216 |
Avg Bars in Trades | 50 | 97 | 4 | 50 | 97 | 4 |
Avg Bars in Winners | 35 | 68 | 4 | 35 | 68 | 4 |
Avg Bars in Losers | 71 | 130 | 5 | 71 | 130 | 5 |
Bars Traded | 10604 | 10113 | 490 | 10604 | 10113 | 490 |
Profit Streak | 0 | 0 | 82.2763 | 0 | 0 | 82.2763 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432241 | 391525 | -358112 | -375199 | -580556 | -113793 |
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{ "first_band": { "type": "bbl", "factors": { "length": 11, "offset": 249, "std": 3.50572 } }, "second_band": { "type": "dcm", "factors": { "length": 30, "offset": 0 } } }
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{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11253, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1597881600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759502272073, "expiration_time": 1764354096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 11, "offset": 249, "std": 3.50572 } }, "second_band": { "type": "dcm", "factors": { "length": 30, "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) |
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