Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823671.6382 | 817342.6957 | 6328.9425 | 40745.0295 | 364093.1856 | -323348.1562 |
Total P&L (%) | 823.6716 | 817.3427 | 6.3289 | 40.745 | 364.0932 | -323.3482 |
Avg Daily Profit (%) | 0.4376 | 0.4342 | 0.0034 | 0.0182 | 0.0816 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -357747 | -188544 | -206802 | -770899 | -335745 | -476922 |
Profit Factor | 1.7608 | 2.4176 | 1.0125 | 1.028 | 1.5857 | 0.6128 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 45.509 | 40.9639 | 50 | 45.509 | 40.9639 | 50 |
Ratio Avg Win / Avg Loss | 2.1083 | 3.4841 | 1.0125 | 1.2309 | 2.2853 | 0.6128 |
Largest Winning Trade | 492481 | 492481 | 43685 | 404012 | 404012 | 101559 |
Largest Losing Trade | -56721 | -39712 | -56721 | -225469 | -165686 | -225469 |
Avg Bars in Trades | 42 | 44 | 39 | 42 | 44 | 39 |
Avg Bars in Winners | 56 | 57 | 56 | 56 | 57 | 56 |
Avg Bars in Losers | 29 | 36 | 22 | 29 | 36 | 22 |
Bars Traded | 7020 | 3713 | 3307 | 7020 | 3713 | 3307 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451274 | 388793 | -561201 | -361378 | -84937 | -581107 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7529, "evaluation_days": 1882.25, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760060260205, "expiration_time": 1764933192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 18, "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": [ [ 823671.63820488, 817342.6957147733, 6328.9424901066, 40745.0294790974, 364093.1856397308, -323348.156160633 ], [ 823.671638, 817.342696, 6.328942, 40.745029, 364.093186, -323.348156 ], [ 0.437599, 0.434237, 0.003362, 0.01816, 0.08158, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -357747, -188544, -206802, -770899, -335745, -476922 ], [ 1.760774, 2.41756, 1.012506, 1.027972, 1.585743, 0.61277 ], [ 167, 83, 84, 167, 83, 84 ], [ 76, 34, 42, 76, 34, 42 ], [ 91, 49, 42, 91, 49, 42 ], [ 45.508982, 40.963855, 50, 45.508982, 40.963855, 50 ], [ 2.108295, 3.48413, 1.012506, 1.230862, 2.285335, 0.61277 ], [ 492481, 492481, 43685, 404012, 404012, 101559 ], [ -56721, -39712, -56721, -225469, -165686, -225469 ], [ 42, 44, 39, 42, 44, 39 ], [ 56, 57, 56, 56, 57, 56 ], [ 29, 36, 22, 29, 36, 22 ], [ 7020, 3713, 3307, 7020, 3713, 3307 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 451274, 388793, -561201, -361378, -84937, -581107 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7529, "evaluation_days": 1882.25, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760060260205, "expiration_time": 1764933192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 18, "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) |
---|