Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478209.5477 | 472889.0246 | 5320.5231 | 72328.559 | 243526.3774 | -171197.8183 |
Total P&L (%) | 478.2095 | 472.889 | 5.3205 | 72.3286 | 243.5264 | -171.1978 |
Avg Daily Profit (%) | 0.2545 | 0.2517 | 0.0028 | 0.029 | 0.0657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209123 | -130312 | -198240 | -362583 | -224421 | -284478 |
Profit Factor | 1.6028 | 2.0606 | 1.0153 | 1.0919 | 1.5781 | 0.5314 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 48.6957 | 41.3793 | 56.1404 | 48.6957 | 41.3793 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.6886 | 2.9192 | 0.7932 | 1.1504 | 2.2356 | 0.4152 |
Largest Winning Trade | 277676 | 277676 | 41220 | 207438 | 207438 | 26213 |
Largest Losing Trade | -49122 | -38536 | -49122 | -124005 | -124005 | -63790 |
Avg Bars in Trades | 92 | 92 | 93 | 92 | 92 | 93 |
Avg Bars in Winners | 121 | 136 | 110 | 121 | 136 | 110 |
Avg Bars in Losers | 65 | 61 | 72 | 65 | 61 | 72 |
Bars Traded | 10694 | 5350 | 5344 | 10694 | 5350 | 5344 |
Profit Streak | 0 | 0 | 58.0903 | 0 | 0 | 58.0903 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393086 | -171427 | -738440 | -273760 | -285705 | -759058 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11272, "evaluation_days": 1878.67, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1600963200000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759774202579, "expiration_time": 1764635904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 132, "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": [ [ 478209.5476904653, 472889.0245804777, 5320.5231099875, 72328.5590316004, 243526.3773757306, -171197.8183441303 ], [ 478.209548, 472.889025, 5.320523, 72.328559, 243.526377, -171.197818 ], [ 0.254547, 0.251715, 0.002832, 0.028973, 0.065711, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -209123, -130312, -198240, -362583, -224421, -284478 ], [ 1.602766, 2.060597, 1.015311, 1.091949, 1.578094, 0.531427 ], [ 115, 58, 57, 115, 58, 57 ], [ 56, 24, 32, 56, 24, 32 ], [ 59, 34, 25, 59, 34, 25 ], [ 48.695652, 41.37931, 56.140351, 48.695652, 41.37931, 56.140351 ], [ 1.688628, 2.919179, 0.793212, 1.150446, 2.235633, 0.415177 ], [ 277676, 277676, 41220, 207438, 207438, 26213 ], [ -49122, -38536, -49122, -124005, -124005, -63790 ], [ 92, 92, 93, 92, 92, 93 ], [ 121, 136, 110, 121, 136, 110 ], [ 65, 61, 72, 65, 61, 72 ], [ 10694, 5350, 5344, 10694, 5350, 5344 ], [ 0, 0, 58.090308, 0, 0, 58.090308 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 393086, -171427, -738440, -273760, -285705, -759058 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11272, "evaluation_days": 1878.67, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1600963200000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759774202579, "expiration_time": 1764635904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 132, "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) |
---|