Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532078.9439 | 413798.6309 | 118280.313 | 256696.6585 | 757369.5456 | -500672.8871 |
Total P&L (%) | 532.0789 | 413.7986 | 118.2803 | 256.6967 | 757.3695 | -500.6729 |
Avg Daily Profit (%) | 0.2824 | 0.2196 | 0.0628 | 0.0675 | 0.1141 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79279 | -71599 | -160478 | -784897 | -171937 | -779309 |
Profit Factor | 1.5472 | 1.8677 | 1.2387 | 1.1083 | 1.8317 | 0.657 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 48.7952 | 45.7831 | 51.8072 | 48.7952 | 45.7831 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.6236 | 2.2118 | 1.1523 | 1.163 | 2.1691 | 0.6112 |
Largest Winning Trade | 192228 | 192228 | 80799 | 750943 | 750943 | 246594 |
Largest Losing Trade | -58224 | -32031 | -58224 | -368653 | -133751 | -368653 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 5571 | 2424 | 3146 | 5571 | 2424 | 3146 |
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 | 426534 | 347021 | -109501 | -203795 | -38481 | -580875 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5653, "evaluation_days": 1884.33, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598947200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760231339251, "expiration_time": 1765111392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 2 } } }
# | 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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