Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330155.6501 | 298696.3928 | 31459.2574 | -65553.8006 | -53258.1566 | -12295.644 |
Total P&L (%) | 330.1557 | 298.6964 | 31.4593 | -65.5538 | -53.2582 | -12.2956 |
Avg Daily Profit (%) | 0.1769 | 0.1601 | 0.0169 | -0.0571 | -0.0407 | -0.007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139961 | -141188 | -59785 | -219349 | -227055 | -71971 |
Profit Factor | 1.3162 | 1.3753 | 1.1268 | 0.924 | 0.9198 | 0.9379 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 72.973 | 73.6434 | 72.3077 | 72.973 | 73.6434 | 72.3077 |
Ratio Avg Win / Avg Loss | 0.4875 | 0.4922 | 0.4315 | 0.3422 | 0.3292 | 0.3592 |
Largest Winning Trade | 69867 | 69867 | 14909 | 35733 | 35733 | 11751 |
Largest Losing Trade | -89412 | -89412 | -34222 | -106182 | -106182 | -29546 |
Avg Bars in Trades | 85 | 162 | 8 | 85 | 162 | 8 |
Avg Bars in Winners | 29 | 54 | 4 | 29 | 54 | 4 |
Avg Bars in Losers | 234 | 465 | 16 | 234 | 465 | 16 |
Bars Traded | 22056 | 20996 | 1060 | 22056 | 20996 | 1060 |
Profit Streak | 0 | 17.949 | 0 | 0 | 17.949 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369831 | 372747 | -253084 | -576445 | -576580 | -577817 |
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22392, "evaluation_days": 1866, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598299200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758948395350, "expiration_time": 1764526406400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 117, "offset": 0, "std": 2.14148 } } }
{ "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": [ [ 330155.6501362699, 298696.3927535842, 31459.2573826861, -65553.8005559626, -53258.156577555, -12295.6439784075 ], [ 330.15565, 298.696393, 31.459257, -65.553801, -53.258157, -12.295644 ], [ 0.176932, 0.160073, 0.016859, -0.057099, -0.040749, -0.007031 ], [ 10, 10, 10, 10, 10, 10 ], [ -139961, -141188, -59785, -219349, -227055, -71971 ], [ 1.316203, 1.375254, 1.12678, 0.92399, 0.919833, 0.937931 ], [ 259, 129, 130, 259, 129, 130 ], [ 189, 95, 94, 189, 95, 94 ], [ 70, 34, 36, 70, 34, 36 ], [ 72.972973, 73.643411, 72.307692, 72.972973, 73.643411, 72.307692 ], [ 0.487483, 0.492196, 0.431533, 0.342219, 0.329204, 0.359208 ], [ 69867, 69867, 14909, 35733, 35733, 11751 ], [ -89412, -89412, -34222, -106182, -106182, -29546 ], [ 85, 162, 8, 85, 162, 8 ], [ 29, 54, 4, 29, 54, 4 ], [ 234, 465, 16, 234, 465, 16 ], [ 22056, 20996, 1060, 22056, 20996, 1060 ], [ 0, 17.94902, 0, 0, 17.94902, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369831, 372747, -253084, -576445, -576580, -577817 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22392, "evaluation_days": 1866, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598299200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758948395350, "expiration_time": 1764526406400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 117, "offset": 0, "std": 2.14148 } } }
# | 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) |
---|