Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611148.6442 | 503050.5112 | 108098.133 | 233910.365 | 660257.8709 | -426347.5059 |
Total P&L (%) | 611.1486 | 503.0505 | 108.0981 | 233.9104 | 660.2579 | -426.3475 |
Avg Daily Profit (%) | 0.3255 | 0.2679 | 0.0576 | 0.0642 | 0.1081 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113714 | -70331 | -115523 | -1091837 | -357888 | -1087975 |
Profit Factor | 2.1886 | 3.0154 | 1.4086 | 1.0805 | 1.5238 | 0.7408 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 47.7612 | 45.4545 | 50 | 47.7612 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 2.3938 | 3.6185 | 1.4086 | 1.1818 | 1.8286 | 0.7408 |
Largest Winning Trade | 307127 | 307127 | 42176 | 429425 | 429425 | 250713 |
Largest Losing Trade | -89830 | -44072 | -89830 | -829898 | -310628 | -829898 |
Avg Bars in Trades | 103 | 123 | 84 | 103 | 123 | 84 |
Avg Bars in Winners | 119 | 122 | 116 | 119 | 122 | 116 |
Avg Bars in Losers | 89 | 124 | 52 | 89 | 124 | 52 |
Bars Traded | 6961 | 4079 | 2882 | 6961 | 4079 | 2882 |
Profit Streak | 121.065 | 183.815 | 121.065 | 121.065 | 183.815 | 121.065 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107915 | 474181 | -114753 | -360322 | -46918 | -580230 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7511, "evaluation_days": 1877.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759671213326, "expiration_time": 1764532728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 181, "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": [ [ 611148.6442022991, 503050.5112063419, 108098.1329959575, 233910.3649719949, 660257.8709096904, -426347.5059376955 ], [ 611.148644, 503.050511, 108.098133, 233.910365, 660.257871, -426.347506 ], [ 0.325469, 0.267901, 0.057568, 0.064231, 0.108086, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -113714, -70331, -115523, -1091837, -357888, -1087975 ], [ 2.188603, 3.015409, 1.408578, 1.080509, 1.523831, 0.740814 ], [ 67, 33, 34, 67, 33, 34 ], [ 32, 15, 17, 32, 15, 17 ], [ 35, 18, 17, 35, 18, 17 ], [ 47.761194, 45.454545, 50, 47.761194, 45.454545, 50 ], [ 2.393784, 3.618491, 1.408578, 1.181807, 1.828597, 0.740814 ], [ 307127, 307127, 42176, 429425, 429425, 250713 ], [ -89830, -44072, -89830, -829898, -310628, -829898 ], [ 103, 123, 84, 103, 123, 84 ], [ 119, 122, 116, 119, 122, 116 ], [ 89, 124, 52, 89, 124, 52 ], [ 6961, 4079, 2882, 6961, 4079, 2882 ], [ 121.064969, 183.814969, 121.064969, 121.064969, 183.814969, 121.064969 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -107915, 474181, -114753, -360322, -46918, -580230 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7511, "evaluation_days": 1877.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759671213326, "expiration_time": 1764532728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 181, "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) |
---|