Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693126.0937 | 617138.8083 | 75987.2854 | 45590.2529 | 67099.375 | -21509.1221 |
Total P&L (%) | 693.1261 | 617.1388 | 75.9873 | 45.5903 | 67.0994 | -21.5091 |
Avg Daily Profit (%) | 0.3689 | 0.3285 | 0.0404 | 0.02 | 0.0273 | -0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182916 | -89180 | -206376 | -124326 | -71635 | -106443 |
Profit Factor | 1.5362 | 1.9237 | 1.1217 | 1.0737 | 1.2015 | 0.9246 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 94 | 38 | 56 | 94 | 38 | 56 |
Losing Trades | 156 | 87 | 69 | 156 | 87 | 69 |
Profitability (%) | 37.6 | 30.4 | 44.8 | 37.6 | 30.4 | 44.8 |
Ratio Avg Win / Avg Loss | 2.5495 | 4.4043 | 1.3821 | 1.7819 | 2.7509 | 1.1393 |
Largest Winning Trade | 346222 | 346222 | 81553 | 104995 | 104995 | 54440 |
Largest Losing Trade | -58074 | -33245 | -58074 | -53585 | -33245 | -53585 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 76 | 80 | 74 | 76 | 80 | 74 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 11149 | 5187 | 5962 | 11149 | 5187 | 5962 |
Profit Streak | 19.072 | 21.4053 | 19.072 | 19.072 | 21.4053 | 19.072 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348164 | 197821 | -227246 | -308637 | -163260 | -580796 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11273, "evaluation_days": 1878.83, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598472000000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759787019467, "expiration_time": 1764650736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 71, "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": [ [ 693126.0936857618, 617138.8083293489, 75987.2853564131, 45590.2528528835, 67099.3749993285, -21509.1221464449 ], [ 693.126094, 617.138808, 75.987285, 45.590253, 67.099375, -21.509122 ], [ 0.368914, 0.32847, 0.040444, 0.019995, 0.02733, -0.01289 ], [ 10, 10, 10, 10, 10, 10 ], [ -182916, -89180, -206376, -124326, -71635, -106443 ], [ 1.536236, 1.923739, 1.121679, 1.073726, 1.201543, 0.924648 ], [ 250, 125, 125, 250, 125, 125 ], [ 94, 38, 56, 94, 38, 56 ], [ 156, 87, 69, 156, 87, 69 ], [ 37.6, 30.4, 44.8, 37.6, 30.4, 44.8 ], [ 2.549497, 4.404349, 1.382069, 1.781928, 2.750901, 1.139298 ], [ 346222, 346222, 81553, 104995, 104995, 54440 ], [ -58074, -33245, -58074, -53585, -33245, -53585 ], [ 44, 41, 47, 44, 41, 47 ], [ 76, 80, 74, 76, 80, 74 ], [ 25, 24, 26, 25, 24, 26 ], [ 11149, 5187, 5962, 11149, 5187, 5962 ], [ 19.071984, 21.405318, 19.071984, 19.071985, 21.405318, 19.071985 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348164, 197821, -227246, -308637, -163260, -580796 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11273, "evaluation_days": 1878.83, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598472000000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759787019467, "expiration_time": 1764650736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 71, "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) |
---|