Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381826.4536 | 386226.8382 | -4400.3846 | -69848.465 | 70796.1204 | -140644.5854 |
Total P&L (%) | 381.8265 | 386.2268 | -4.4004 | -69.8485 | 70.7961 | -140.6446 |
Avg Daily Profit (%) | 0.2046 | 0.2069 | -0.0024 | -0.0642 | 0.0287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275207 | -119308 | -252068 | -306395 | -176903 | -227211 |
Profit Factor | 1.3422 | 1.786 | 0.993 | 0.8846 | 1.2758 | 0.5963 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 47.1698 | 44.3038 | 50 | 47.1698 | 44.3038 | 50 |
Ratio Avg Win / Avg Loss | 1.5032 | 2.2453 | 0.993 | 0.9907 | 1.6039 | 0.5963 |
Largest Winning Trade | 197369 | 197369 | 80856 | 88109 | 88109 | 80856 |
Largest Losing Trade | -79726 | -50170 | -79726 | -115943 | -115943 | -97572 |
Avg Bars in Trades | 69 | 66 | 72 | 69 | 66 | 72 |
Avg Bars in Winners | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Losers | 57 | 52 | 64 | 57 | 52 | 64 |
Bars Traded | 11033 | 5227 | 5806 | 11033 | 5227 | 5806 |
Profit Streak | 36.9634 | 36.9634 | 42.9634 | 36.9634 | 36.9634 | 42.9634 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370094 | -17561 | -599248 | -579610 | -182144 | -599248 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11199, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942437509, "expiration_time": 1763553168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 3 } } }
{ "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": [ [ 381826.4536042397, 386226.8382053578, -4400.3846011182, -69848.4649714935, 70796.1203853722, -140644.5853568658 ], [ 381.826454, 386.226838, -4.400385, -69.848465, 70.79612, -140.644585 ], [ 0.204568, 0.206926, -0.002358, -0.064214, 0.028683, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -275207, -119308, -252068, -306395, -176903, -227211 ], [ 1.342166, 1.786, 0.992954, 0.88455, 1.275838, 0.596257 ], [ 159, 79, 80, 159, 79, 80 ], [ 75, 35, 40, 75, 35, 40 ], [ 84, 44, 40, 84, 44, 40 ], [ 47.169811, 44.303797, 50, 47.169811, 44.303797, 50 ], [ 1.503226, 2.245257, 0.992954, 0.990696, 1.603911, 0.596257 ], [ 197369, 197369, 80856, 88109, 88109, 80856 ], [ -79726, -50170, -79726, -115943, -115943, -97572 ], [ 69, 66, 72, 69, 66, 72 ], [ 82, 83, 81, 82, 83, 81 ], [ 57, 52, 64, 57, 52, 64 ], [ 11033, 5227, 5806, 11033, 5227, 5806 ], [ 36.963397, 36.963397, 42.963397, 36.963397, 36.963397, 42.963397 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370094, -17561, -599248, -579610, -182144, -599248 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11199, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942437509, "expiration_time": 1763553168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 3 } } }
# | 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) |
---|