Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445521.1156 | 420481.4368 | 25039.6788 | -68117.4855 | 64138.4283 | -132255.9138 |
Total P&L (%) | 445.5211 | 420.4814 | 25.0397 | -68.1175 | 64.1384 | -132.2559 |
Avg Daily Profit (%) | 0.2375 | 0.2242 | 0.0134 | -0.0609 | 0.0264 | 0 |
Buy And Hold Return (%) | 95.9103 | 95.9103 | 95.9103 | 95.9103 | 95.9103 | 95.9103 |
Max Trade Drawdown | -146374 | -65585 | -159545 | -113648 | -36249 | -130524 |
Profit Factor | 1.7276 | 2.5273 | 1.0743 | 0.7325 | 1.9023 | 0.2793 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 53.5211 | 51.4286 | 55.5556 | 53.5211 | 51.4286 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5003 | 2.3869 | 0.8594 | 0.6361 | 1.7966 | 0.2235 |
Largest Winning Trade | 216399 | 216399 | 41843 | 65455 | 65455 | 20308 |
Largest Losing Trade | -93396 | -43136 | -93396 | -88588 | -28850 | -88588 |
Avg Bars in Trades | 146 | 160 | 132 | 146 | 160 | 132 |
Avg Bars in Winners | 160 | 173 | 149 | 160 | 173 | 149 |
Avg Bars in Losers | 129 | 146 | 111 | 129 | 146 | 111 |
Bars Traded | 10388 | 5605 | 4783 | 10388 | 5605 | 4783 |
Profit Streak | 230.6096 | 230.6096 | 324.6096 | 230.6096 | 230.6096 | 324.6096 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79572 | 428888 | -479164 | -669917 | -318590 | -578694 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11253, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1603483200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759502271317, "expiration_time": 1764354096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 99, "offset": 210 } }, "second_band": { "type": "sinwma", "factors": { "length": 221, "offset": 198 } } }
{ "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": [ [ 445521.1155513666, 420481.4367787419, 25039.6787726247, -68117.4855097603, 64138.428339104, -132255.9138488644 ], [ 445.521116, 420.481437, 25.039679, -68.117486, 64.138428, -132.255914 ], [ 0.237548, 0.224197, 0.013351, -0.060931, 0.026425, 0 ], [ 95.91029, 95.91029, 95.91029, 95.91029, 95.91029, 95.91029 ], [ -146374, -65585, -159545, -113648, -36249, -130524 ], [ 1.727584, 2.527273, 1.074299, 0.732453, 1.902287, 0.279321 ], [ 71, 35, 36, 71, 35, 36 ], [ 38, 18, 20, 38, 18, 20 ], [ 33, 17, 16, 33, 17, 16 ], [ 53.521127, 51.428571, 55.555556, 53.521127, 51.428571, 55.555556 ], [ 1.50027, 2.386869, 0.859439, 0.636077, 1.796605, 0.223457 ], [ 216399, 216399, 41843, 65455, 65455, 20308 ], [ -93396, -43136, -93396, -88588, -28850, -88588 ], [ 146, 160, 132, 146, 160, 132 ], [ 160, 173, 149, 160, 173, 149 ], [ 129, 146, 111, 129, 146, 111 ], [ 10388, 5605, 4783, 10388, 5605, 4783 ], [ 230.609622, 230.609622, 324.609622, 230.609622, 230.609622, 324.609622 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79572, 428888, -479164, -669917, -318590, -578694 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11253, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1603483200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759502271317, "expiration_time": 1764354096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 99, "offset": 210 } }, "second_band": { "type": "sinwma", "factors": { "length": 221, "offset": 198 } } }
# | 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) |
---|