Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488564.8624 | 493491.5449 | -4926.6826 | 1584.2738 | 618850.2349 | -617265.9611 |
Total P&L (%) | 488.5649 | 493.4915 | -4.9267 | 1.5843 | 618.8502 | -617.266 |
Avg Daily Profit (%) | 0.2596 | 0.2622 | -0.0026 | 0.0008 | 0.1049 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271007 | -154498 | -138099 | -1050800 | -558379 | -911845 |
Profit Factor | 1.4124 | 1.8598 | 0.9919 | 1.0004 | 1.3103 | 0.7476 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 55.5556 | 54.6512 | 56.4706 | 55.5556 | 54.6512 | 56.4706 |
Ratio Avg Win / Avg Loss | 1.1299 | 1.5433 | 0.7646 | 0.8003 | 1.0873 | 0.5762 |
Largest Winning Trade | 211197 | 211197 | 36413 | 366202 | 366202 | 151704 |
Largest Losing Trade | -53999 | -45158 | -53999 | -422329 | -301605 | -422329 |
Avg Bars in Trades | 41 | 48 | 34 | 41 | 48 | 34 |
Avg Bars in Winners | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Losers | 48 | 61 | 35 | 48 | 61 | 35 |
Bars Traded | 7090 | 4182 | 2908 | 7090 | 4182 | 2908 |
Profit Streak | 0 | 0 | 87.1292 | 0 | 0 | 87.1292 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378621 | 430608 | -579305 | -577656 | -52146 | -579305 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7528, "evaluation_days": 1882, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599825600000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760043960287, "expiration_time": 1764910944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 3.79571 } } }
{ "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": [ [ 488564.8623504967, 493491.5449490333, -4926.6825985364, 1584.2737980592, 618850.2348682362, -617265.9610701769 ], [ 488.564862, 493.491545, -4.926683, 1.584274, 618.850235, -617.265961 ], [ 0.259599, 0.262217, -0.002618, 0.000835, 0.104863, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -271007, -154498, -138099, -1050800, -558379, -911845 ], [ 1.412427, 1.859831, 0.991932, 1.000357, 1.310335, 0.747558 ], [ 171, 86, 85, 171, 86, 85 ], [ 95, 47, 48, 95, 47, 48 ], [ 76, 39, 37, 76, 39, 37 ], [ 55.555556, 54.651163, 56.470588, 55.555556, 54.651163, 56.470588 ], [ 1.129941, 1.543264, 0.764615, 0.800285, 1.087299, 0.576242 ], [ 211197, 211197, 36413, 366202, 366202, 151704 ], [ -53999, -45158, -53999, -422329, -301605, -422329 ], [ 41, 48, 34, 41, 48, 34 ], [ 35, 37, 33, 35, 37, 33 ], [ 48, 61, 35, 48, 61, 35 ], [ 7090, 4182, 2908, 7090, 4182, 2908 ], [ 0, 0, 87.12917, 0, 0, 87.12917 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378621, 430608, -579305, -577656, -52146, -579305 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7528, "evaluation_days": 1882, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599825600000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760043960287, "expiration_time": 1764910944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 3.79571 } } }
# | 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) |
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