Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779483.4578 | 635791.8658 | 143691.592 | 588542.5749 | 545349.0889 | 43193.486 |
Total P&L (%) | 779.4835 | 635.7919 | 143.6916 | 588.5426 | 545.3491 | 43.1935 |
Avg Daily Profit (%) | 0.4147 | 0.3382 | 0.0764 | 0.1027 | 0.0992 | 0.0191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106249 | -77641 | -87745 | -1062936 | -600734 | -589270 |
Profit Factor | 1.7975 | 2.1356 | 1.3441 | 1.1424 | 1.2304 | 1.0244 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 40.2597 | 33.7662 | 46.7532 | 40.2597 | 33.7662 | 46.7532 |
Ratio Avg Win / Avg Loss | 2.6672 | 4.1891 | 1.5308 | 1.6951 | 2.4134 | 1.1667 |
Largest Winning Trade | 327863 | 327863 | 75299 | 1070400 | 1070400 | 245297 |
Largest Losing Trade | -38176 | -38176 | -34233 | -252080 | -252080 | -249751 |
Avg Bars in Trades | 72 | 68 | 76 | 72 | 68 | 76 |
Avg Bars in Winners | 121 | 128 | 117 | 121 | 128 | 117 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 11157 | 5285 | 5872 | 11157 | 5285 | 5872 |
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 | 370833 | -34990 | -132643 | -121269 | -107571 | -406136 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11279, "evaluation_days": 1879.83, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759880977713, "expiration_time": 1764739728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 1.52022 } }, "second_band": { "type": "ema", "factors": { "length": 41, "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": [ [ 779483.4578301352, 635791.8658080406, 143691.5920220944, 588542.5748540869, 545349.0888814048, 43193.4859726817 ], [ 779.483458, 635.791866, 143.691592, 588.542575, 545.349089, 43.193486 ], [ 0.414656, 0.338218, 0.076439, 0.10269, 0.09924, 0.019101 ], [ 10, 10, 10, 10, 10, 10 ], [ -106249, -77641, -87745, -1062936, -600734, -589270 ], [ 1.797491, 2.135615, 1.344127, 1.142361, 1.230382, 1.024444 ], [ 154, 77, 77, 154, 77, 77 ], [ 62, 26, 36, 62, 26, 36 ], [ 92, 51, 41, 92, 51, 41 ], [ 40.25974, 33.766234, 46.753247, 40.25974, 33.766234, 46.753247 ], [ 2.667245, 4.189091, 1.530812, 1.695116, 2.413442, 1.166728 ], [ 327863, 327863, 75299, 1070400, 1070400, 245297 ], [ -38176, -38176, -34233, -252080, -252080, -249751 ], [ 72, 68, 76, 72, 68, 76 ], [ 121, 128, 117, 121, 128, 117 ], [ 39, 38, 40, 39, 38, 40 ], [ 11157, 5285, 5872, 11157, 5285, 5872 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370833, -34990, -132643, -121269, -107571, -406136 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11279, "evaluation_days": 1879.83, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759880977713, "expiration_time": 1764739728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 1.52022 } }, "second_band": { "type": "ema", "factors": { "length": 41, "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) |
---|