Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778211.6138 | 607340.9518 | 170870.662 | 1298093.2648 | 1191132.8028 | 106960.462 |
Total P&L (%) | 778.2116 | 607.341 | 170.8707 | 1298.0933 | 1191.1328 | 106.9605 |
Avg Daily Profit (%) | 0.4158 | 0.3245 | 0.0913 | 0.141 | 0.1368 | 0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126620 | -85893 | -162498 | -749154 | -464624 | -593124 |
Profit Factor | 1.6925 | 2.0488 | 1.3137 | 1.3481 | 1.5832 | 1.0634 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 148 | 80 | 68 | 148 | 80 | 68 |
Profitability (%) | 39.0947 | 34.4262 | 43.8017 | 39.0947 | 34.4262 | 43.8017 |
Ratio Avg Win / Avg Loss | 2.6367 | 3.9025 | 1.6855 | 2.1001 | 3.0157 | 1.3644 |
Largest Winning Trade | 340223 | 340223 | 84579 | 1042049 | 1042049 | 303665 |
Largest Losing Trade | -35060 | -33938 | -35060 | -244403 | -175279 | -244403 |
Avg Bars in Trades | 91 | 81 | 100 | 91 | 81 | 100 |
Avg Bars in Winners | 157 | 148 | 165 | 157 | 148 | 165 |
Avg Bars in Losers | 48 | 46 | 50 | 48 | 46 | 50 |
Bars Traded | 22160 | 9978 | 12182 | 22160 | 9978 | 12182 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364288 | 241538 | -72452 | -5842 | -13399 | -294417 |
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22461, "evaluation_days": 1871.75, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598508000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759222449793, "expiration_time": 1765041091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 22, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 778211.6138250793, 607340.9518344076, 170870.6619906712, 1298093.264762772, 1191132.802788616, 106960.4619741559 ], [ 778.211614, 607.340952, 170.870662, 1298.093265, 1191.132803, 106.960462 ], [ 0.415767, 0.324478, 0.091289, 0.141021, 0.136763, 0.038867 ], [ 10, 10, 10, 10, 10, 10 ], [ -126620, -85893, -162498, -749154, -464624, -593124 ], [ 1.692455, 2.048793, 1.313663, 1.348065, 1.58323, 1.063397 ], [ 243, 122, 121, 243, 122, 121 ], [ 95, 42, 53, 95, 42, 53 ], [ 148, 80, 68, 148, 80, 68 ], [ 39.09465, 34.42623, 43.801653, 39.09465, 34.42623, 43.801653 ], [ 2.636667, 3.902462, 1.685455, 2.100144, 3.015677, 1.364359 ], [ 340223, 340223, 84579, 1042049, 1042049, 303665 ], [ -35060, -33938, -35060, -244403, -175279, -244403 ], [ 91, 81, 100, 91, 81, 100 ], [ 157, 148, 165, 157, 148, 165 ], [ 48, 46, 50, 48, 46, 50 ], [ 22160, 9978, 12182, 22160, 9978, 12182 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364288, 241538, -72452, -5842, -13399, -294417 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22461, "evaluation_days": 1871.75, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598508000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759222449793, "expiration_time": 1765041091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 22, "offset": 0, "scalar": 2 } } }
# | 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) |
---|