Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456375.0605 | 439690.5056 | 16684.5549 | 78000.6796 | 199267.8271 | -121267.1475 |
Total P&L (%) | 456.3751 | 439.6905 | 16.6846 | 78.0007 | 199.2678 | -121.2671 |
Avg Daily Profit (%) | 0.2425 | 0.2336 | 0.0089 | 0.0306 | 0.0583 | 0 |
Buy And Hold Return (%) | 28.193 | 28.193 | 28.193 | 28.193 | 28.193 | 28.193 |
Max Trade Drawdown | -148516 | -121427 | -161537 | -200329 | -87522 | -239776 |
Profit Factor | 1.6499 | 2.3856 | 1.0434 | 1.1576 | 2.1567 | 0.6242 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 51.3158 | 52.6316 | 50 | 51.3158 | 52.6316 | 50 |
Ratio Avg Win / Avg Loss | 1.5653 | 2.147 | 1.0434 | 1.0982 | 1.941 | 0.6242 |
Largest Winning Trade | 256537 | 256537 | 53085 | 124460 | 124460 | 34003 |
Largest Losing Trade | -44559 | -42083 | -44559 | -95439 | -38614 | -95439 |
Avg Bars in Trades | 69 | 71 | 67 | 69 | 71 | 67 |
Avg Bars in Winners | 89 | 90 | 88 | 89 | 90 | 88 |
Avg Bars in Losers | 48 | 49 | 46 | 48 | 49 | 46 |
Bars Traded | 5265 | 2713 | 2552 | 5265 | 2713 | 2552 |
Profit Streak | 86.6097 | 358.2763 | 86.6097 | 86.6097 | 358.2763 | 86.6097 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41135 | 510790 | -519030 | -254690 | -109298 | -580206 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5647, "evaluation_days": 1882.33, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760078274422, "expiration_time": 1764933408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 151, "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": [ [ 456375.0605094484, 439690.5055962751, 16684.5549131733, 78000.6795904393, 199267.8270734637, -121267.1474830244 ], [ 456.375061, 439.690506, 16.684555, 78.00068, 199.267827, -121.267147 ], [ 0.242452, 0.233588, 0.008864, 0.030638, 0.058252, 0 ], [ 28.192982, 28.192982, 28.192982, 28.192982, 28.192982, 28.192982 ], [ -148516, -121427, -161537, -200329, -87522, -239776 ], [ 1.649948, 2.385558, 1.043355, 1.157595, 2.156693, 0.624177 ], [ 76, 38, 38, 76, 38, 38 ], [ 39, 20, 19, 39, 20, 19 ], [ 37, 18, 19, 37, 18, 19 ], [ 51.315789, 52.631579, 50, 51.315789, 52.631579, 50 ], [ 1.565335, 2.147002, 1.043355, 1.098231, 1.941024, 0.624177 ], [ 256537, 256537, 53085, 124460, 124460, 34003 ], [ -44559, -42083, -44559, -95439, -38614, -95439 ], [ 69, 71, 67, 69, 71, 67 ], [ 89, 90, 88, 89, 90, 88 ], [ 48, 49, 46, 48, 49, 46 ], [ 5265, 2713, 2552, 5265, 2713, 2552 ], [ 86.609658, 358.276324, 86.609658, 86.609658, 358.276324, 86.609658 ], [ 3, 5, 1, 3, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -41135, 510790, -519030, -254690, -109298, -580206 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5647, "evaluation_days": 1882.33, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760078274422, "expiration_time": 1764933408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 151, "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) |
---|