Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706514.8519 | 653868.933 | 52645.9189 | -26446.3419 | 57007.258 | -83453.6 |
Total P&L (%) | 706.5149 | 653.8689 | 52.6459 | -26.4463 | 57.0073 | -83.4536 |
Avg Daily Profit (%) | 0.3765 | 0.3485 | 0.0281 | -0.0164 | 0.024 | -0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214595 | -161937 | -121184 | -635349 | -453770 | -242789 |
Profit Factor | 1.3624 | 1.5838 | 1.0635 | 0.9859 | 1.0506 | 0.889 |
Total Trades | 557 | 278 | 279 | 557 | 278 | 279 |
Winning Trades | 233 | 105 | 128 | 233 | 105 | 128 |
Losing Trades | 324 | 173 | 151 | 324 | 173 | 151 |
Profitability (%) | 41.8312 | 37.7698 | 45.8781 | 41.8312 | 37.7698 | 45.8781 |
Ratio Avg Win / Avg Loss | 1.8945 | 2.6095 | 1.2546 | 1.371 | 1.731 | 1.0487 |
Largest Winning Trade | 353844 | 353844 | 37077 | 541320 | 541320 | 59375 |
Largest Losing Trade | -37284 | -37284 | -29294 | -119068 | -119068 | -64593 |
Avg Bars in Trades | 40 | 59 | 21 | 40 | 59 | 21 |
Avg Bars in Winners | 55 | 92 | 24 | 55 | 92 | 24 |
Avg Bars in Losers | 29 | 38 | 18 | 29 | 38 | 18 |
Bars Traded | 22356 | 16436 | 5920 | 22356 | 16436 | 5920 |
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 | 390830 | 301622 | -307694 | -579377 | -329229 | -579532 |
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22516, "evaluation_days": 1876.33, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1597543200000, "last_datapoint_time": 1759615200000, "evaluation_time": 1759621638821, "expiration_time": 1765451347200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 3.29817 } } }
{ "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": [ [ 706514.8519455695, 653868.9330070958, 52645.918938473, -26446.3419494838, 57007.2580231125, -83453.5999725962 ], [ 706.514852, 653.868933, 52.645919, -26.446342, 57.007258, -83.4536 ], [ 0.376541, 0.348483, 0.028058, -0.016369, 0.024046, -0.095833 ], [ 10, 10, 10, 10, 10, 10 ], [ -214595, -161937, -121184, -635349, -453770, -242789 ], [ 1.362382, 1.583776, 1.063461, 0.98592, 1.050596, 0.888955 ], [ 557, 278, 279, 557, 278, 279 ], [ 233, 105, 128, 233, 105, 128 ], [ 324, 173, 151, 324, 173, 151 ], [ 41.831239, 37.769784, 45.878136, 41.831239, 37.769784, 45.878136 ], [ 1.894471, 2.60946, 1.254552, 1.370978, 1.730982, 1.048689 ], [ 353844, 353844, 37077, 541320, 541320, 59375 ], [ -37284, -37284, -29294, -119068, -119068, -64593 ], [ 40, 59, 21, 40, 59, 21 ], [ 55, 92, 24, 55, 92, 24 ], [ 29, 38, 18, 29, 38, 18 ], [ 22356, 16436, 5920, 22356, 16436, 5920 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390830, 301622, -307694, -579377, -329229, -579532 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22516, "evaluation_days": 1876.33, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1597543200000, "last_datapoint_time": 1759615200000, "evaluation_time": 1759621638821, "expiration_time": 1765451347200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 3.29817 } } }
# | 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) |
---|