Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298147.978 | 361098.2441 | -62950.2661 | 2746872.3731 | 10348.9496 | 2736523.4235 |
Total P&L (%) | 298.148 | 361.0982 | -62.9503 | 2746.8724 | 10.349 | 2736.5234 |
Avg Daily Profit (%) | 0.1584 | 0.1918 | -0.0334 | 0.178 | 0.0052 | 0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -293575 | -97765 | -257518 | -4127895 | -2569752 | -4010054 |
Profit Factor | 1.3692 | 2.3003 | 0.8812 | 1.2865 | 1.0026 | 1.4915 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 23 | 27 | 42 | 24 | 18 |
Losing Trades | 36 | 20 | 16 | 44 | 19 | 25 |
Profitability (%) | 58.1395 | 53.4884 | 62.7907 | 48.8372 | 55.814 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.9859 | 2.0002 | 0.5222 | 1.3477 | 0.7937 | 2.0715 |
Largest Winning Trade | 141983 | 141983 | 50696 | 6123220 | 1002531 | 6123220 |
Largest Losing Trade | -216840 | -50233 | -216840 | -1657404 | -1657404 | -1499461 |
Avg Bars in Trades | 125 | 135 | 114 | 125 | 135 | 114 |
Avg Bars in Winners | 110 | 113 | 107 | 108 | 135 | 73 |
Avg Bars in Losers | 146 | 161 | 126 | 141 | 136 | 144 |
Bars Traded | 10771 | 5835 | 4936 | 10771 | 5835 | 4936 |
Profit Streak | 113.4432 | 113.4432 | 123.1099 | 113.4432 | 113.4432 | 123.1099 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314753 | 467882 | -577717 | 323329 | -558749 | 304219 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11297, "evaluation_days": 1882.83, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1601452800000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760135891617, "expiration_time": 1765006704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 35, "offset": 243 } } }
{ "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": [ [ 298147.9780371132, 361098.2441320044, -62950.2660948914, 2746872.373054648, 10348.9495901677, 2736523.4234644813 ], [ 298.147978, 361.098244, -62.950266, 2746.872373, 10.34895, 2736.523423 ], [ 0.158351, 0.191785, -0.033434, 0.178019, 0.00523, 0.177825 ], [ 10, 10, 10, 10, 10, 10 ], [ -293575, -97765, -257518, -4127895, -2569752, -4010054 ], [ 1.369249, 2.300278, 0.881166, 1.286469, 1.002574, 1.491503 ], [ 86, 43, 43, 86, 43, 43 ], [ 50, 23, 27, 42, 24, 18 ], [ 36, 20, 16, 44, 19, 25 ], [ 58.139535, 53.488372, 62.790698, 48.837209, 55.813953, 41.860465 ], [ 0.98586, 2.000242, 0.522173, 1.347729, 0.793704, 2.071532 ], [ 141983, 141983, 50696, 6123220, 1002531, 6123220 ], [ -216840, -50233, -216840, -1657404, -1657404, -1499461 ], [ 125, 135, 114, 125, 135, 114 ], [ 110, 113, 107, 108, 135, 73 ], [ 146, 161, 126, 141, 136, 144 ], [ 10771, 5835, 4936, 10771, 5835, 4936 ], [ 113.44319, 113.44319, 123.109857, 113.44319, 113.44319, 123.109857 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314753, 467882, -577717, 323329, -558749, 304219 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11297, "evaluation_days": 1882.83, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1601452800000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760135891617, "expiration_time": 1765006704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 35, "offset": 243 } } }
# | 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) |
---|