Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217278.8802 | 284334.5315 | -67055.6514 | -145415.1769 | 20869.8753 | -166285.0522 |
Total P&L (%) | 217.2789 | 284.3345 | -67.0557 | -145.4152 | 20.8699 | -166.2851 |
Avg Daily Profit (%) | 0.1152 | 0.1508 | -0.0356 | 0 | 0.0101 | 0 |
Buy And Hold Return (%) | 21.5177 | 21.5177 | 21.5177 | 21.5177 | 21.5177 | 21.5177 |
Max Trade Drawdown | -271624 | -91346 | -201927 | -94141 | -23096 | -90276 |
Profit Factor | 1.2376 | 1.9098 | 0.8886 | 0.507 | 1.3429 | 0.2896 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 47 | 25 | 22 | 38 | 21 | 17 |
Losing Trades | 33 | 15 | 18 | 42 | 19 | 23 |
Profitability (%) | 58.75 | 62.5 | 55 | 47.5 | 52.5 | 42.5 |
Ratio Avg Win / Avg Loss | 0.8689 | 1.1459 | 0.727 | 0.5603 | 1.215 | 0.3918 |
Largest Winning Trade | 87145 | 87145 | 56624 | 13565 | 13565 | 13146 |
Largest Losing Trade | -163844 | -40698 | -163844 | -85832 | -11992 | -85832 |
Avg Bars in Trades | 64 | 55 | 73 | 64 | 55 | 73 |
Avg Bars in Winners | 61 | 47 | 77 | 59 | 45 | 76 |
Avg Bars in Losers | 68 | 69 | 68 | 69 | 66 | 71 |
Bars Traded | 5170 | 2231 | 2939 | 5170 | 2231 | 2939 |
Profit Streak | 185.7181 | 189.7181 | 185.7181 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62009 | 459916 | -578717 | -605527 | -344484 | -583666 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1886, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602057600000, "last_datapoint_time": 1760371200000, "evaluation_time": 1760375640482, "expiration_time": 1765259712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 4.94502 } }, "second_band": { "type": "dcm", "factors": { "length": 161, "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": [ [ 217278.8801521426, 284334.5315192853, -67055.6513671427, -145415.176897892, 20869.8753078336, -166285.0522057256 ], [ 217.27888, 284.334532, -67.055651, -145.415177, 20.869875, -166.285052 ], [ 0.115206, 0.150761, -0.035554, 0, 0.010051, 0 ], [ 21.517672, 21.517672, 21.517672, 21.517672, 21.517672, 21.517672 ], [ -271624, -91346, -201927, -94141, -23096, -90276 ], [ 1.237588, 1.909781, 0.88861, 0.506957, 1.342903, 0.289599 ], [ 80, 40, 40, 80, 40, 40 ], [ 47, 25, 22, 38, 21, 17 ], [ 33, 15, 18, 42, 19, 23 ], [ 58.75, 62.5, 55, 47.5, 52.5, 42.5 ], [ 0.868945, 1.145868, 0.727044, 0.560321, 1.215008, 0.39181 ], [ 87145, 87145, 56624, 13565, 13565, 13146 ], [ -163844, -40698, -163844, -85832, -11992, -85832 ], [ 64, 55, 73, 64, 55, 73 ], [ 61, 47, 77, 59, 45, 76 ], [ 68, 69, 68, 69, 66, 71 ], [ 5170, 2231, 2939, 5170, 2231, 2939 ], [ 185.718061, 189.718061, 185.718061, 0, 0, 0 ], [ 9, 5, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -62009, 459916, -578717, -605527, -344484, -583666 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1886, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602057600000, "last_datapoint_time": 1760371200000, "evaluation_time": 1760375640482, "expiration_time": 1765259712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 4.94502 } }, "second_band": { "type": "dcm", "factors": { "length": 161, "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) |
---|