Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387474.2922 | 391064.7089 | -3590.4167 | -126103.1494 | 394544.5902 | -520647.7396 |
Total P&L (%) | 387.4743 | 391.0647 | -3.5904 | -126.1031 | 394.5446 | -520.6477 |
Avg Daily Profit (%) | 0.2066 | 0.2085 | -0.0019 | 0 | 0.0853 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207431 | -64329 | -164406 | -511863 | -68022 | -585857 |
Profit Factor | 1.4427 | 2.1457 | 0.9933 | 0.8815 | 3.0866 | 0.4051 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 52 | 25 | 27 | 58 | 27 | 31 |
Losing Trades | 37 | 19 | 18 | 31 | 17 | 14 |
Profitability (%) | 58.427 | 56.8182 | 60 | 65.1685 | 61.3636 | 68.8889 |
Ratio Avg Win / Avg Loss | 1.0265 | 1.6307 | 0.6622 | 0.4712 | 1.9434 | 0.183 |
Largest Winning Trade | 106715 | 106715 | 45807 | 178006 | 178006 | 36204 |
Largest Losing Trade | -123725 | -49185 | -123725 | -484341 | -40128 | -484341 |
Avg Bars in Trades | 59 | 69 | 50 | 59 | 69 | 50 |
Avg Bars in Winners | 55 | 60 | 49 | 57 | 65 | 49 |
Avg Bars in Losers | 66 | 80 | 51 | 64 | 75 | 50 |
Bars Traded | 5318 | 3061 | 2257 | 5318 | 3061 | 2257 |
Profit Streak | 0 | 0 | 0 | 71.2822 | 71.2822 | 277.6155 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358680 | 457837 | -579415 | -576919 | -71122 | -576870 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5626, "evaluation_days": 1875.33, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1600156800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759473980043, "expiration_time": 1764310464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 95, "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": [ [ 387474.2921559678, 391064.7088826118, -3590.4167266438, -126103.149370533, 394544.5901909108, -520647.7395614439 ], [ 387.474292, 391.064709, -3.590417, -126.103149, 394.54459, -520.64774 ], [ 0.206617, 0.208531, -0.001915, 0, 0.085273, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -207431, -64329, -164406, -511863, -68022, -585857 ], [ 1.442673, 2.145715, 0.993276, 0.881519, 3.086573, 0.405144 ], [ 89, 44, 45, 89, 44, 45 ], [ 52, 25, 27, 58, 27, 31 ], [ 37, 19, 18, 31, 17, 14 ], [ 58.426966, 56.818182, 60, 65.168539, 61.363636, 68.888889 ], [ 1.026517, 1.630743, 0.662184, 0.471157, 1.943398, 0.182968 ], [ 106715, 106715, 45807, 178006, 178006, 36204 ], [ -123725, -49185, -123725, -484341, -40128, -484341 ], [ 59, 69, 50, 59, 69, 50 ], [ 55, 60, 49, 57, 65, 49 ], [ 66, 80, 51, 64, 75, 50 ], [ 5318, 3061, 2257, 5318, 3061, 2257 ], [ 0, 0, 0, 71.282176, 71.282176, 277.61551 ], [ 0, 0, 0, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 358680, 457837, -579415, -576919, -71122, -576870 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5626, "evaluation_days": 1875.33, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1600156800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759473980043, "expiration_time": 1764310464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 95, "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) |
---|