Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419800.8723 | 367906.1797 | 51894.6925 | -126169.8776 | 222189.9797 | -348359.8572 |
Total P&L (%) | 419.8009 | 367.9062 | 51.8947 | -126.1699 | 222.19 | -348.3599 |
Avg Daily Profit (%) | 0.2238 | 0.1961 | 0.0277 | 0 | 0.0624 | 0 |
Buy And Hold Return (%) | 56.3327 | 56.3327 | 56.3327 | 56.3327 | 56.3327 | 56.3327 |
Max Trade Drawdown | -176666 | -49316 | -134418 | -281085 | -43205 | -375530 |
Profit Factor | 1.7893 | 2.9251 | 1.1523 | 0.805 | 3.1225 | 0.3575 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 15 | 20 | 35 | 16 | 19 |
Losing Trades | 26 | 15 | 11 | 26 | 14 | 12 |
Profitability (%) | 57.377 | 50 | 64.5161 | 57.377 | 53.3333 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.3292 | 2.9251 | 0.6338 | 0.598 | 2.7322 | 0.2258 |
Largest Winning Trade | 128086 | 128086 | 50736 | 124843 | 124843 | 30090 |
Largest Losing Trade | -112351 | -40311 | -112351 | -264433 | -29621 | -264433 |
Avg Bars in Trades | 114 | 127 | 101 | 114 | 127 | 101 |
Avg Bars in Winners | 104 | 133 | 83 | 100 | 133 | 72 |
Avg Bars in Losers | 126 | 121 | 133 | 132 | 120 | 146 |
Bars Traded | 6960 | 3819 | 3141 | 6960 | 3819 | 3141 |
Profit Streak | 164.7847 | 164.7847 | 166.7847 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153582 | 482137 | -373545 | -745821 | -105536 | -579354 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 1875.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602784800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759517399928, "expiration_time": 1764354744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 248, "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": [ [ 419800.8722538654, 367906.1797386846, 51894.6925151808, -126169.8775609383, 222189.9796787404, -348359.8572396787 ], [ 419.800872, 367.90618, 51.894693, -126.169878, 222.18998, -348.359857 ], [ 0.223804, 0.196138, 0.027666, 0, 0.062393, 0 ], [ 56.332665, 56.332665, 56.332665, 56.332665, 56.332665, 56.332665 ], [ -176666, -49316, -134418, -281085, -43205, -375530 ], [ 1.789344, 2.925148, 1.152305, 0.804965, 3.122512, 0.357537 ], [ 61, 30, 31, 61, 30, 31 ], [ 35, 15, 20, 35, 16, 19 ], [ 26, 15, 11, 26, 14, 12 ], [ 57.377049, 50, 64.516129, 57.377049, 53.333333, 61.290323 ], [ 1.329227, 2.925148, 0.633768, 0.597974, 2.732198, 0.225813 ], [ 128086, 128086, 50736, 124843, 124843, 30090 ], [ -112351, -40311, -112351, -264433, -29621, -264433 ], [ 114, 127, 101, 114, 127, 101 ], [ 104, 133, 83, 100, 133, 72 ], [ 126, 121, 133, 132, 120, 146 ], [ 6960, 3819, 3141, 6960, 3819, 3141 ], [ 164.784721, 164.784721, 166.784721, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153582, 482137, -373545, -745821, -105536, -579354 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 1875.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602784800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759517399928, "expiration_time": 1764354744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 248, "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) |
---|