Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475078.6507 | 454199.6789 | 20878.9717 | -25343.5915 | 70294.9011 | -95638.4926 |
Total P&L (%) | 475.0787 | 454.1997 | 20.879 | -25.3436 | 70.2949 | -95.6385 |
Avg Daily Profit (%) | 0.2521 | 0.241 | 0.0111 | -0.0155 | 0.0283 | -0.1661 |
Buy And Hold Return (%) | 31.6578 | 31.6578 | 31.6578 | 31.6578 | 31.6578 | 31.6578 |
Max Trade Drawdown | -260613 | -144804 | -143340 | -104251 | -27163 | -89744 |
Profit Factor | 1.7684 | 2.4148 | 1.0703 | 0.8693 | 2.3472 | 0.3255 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 48.3333 | 46.6667 | 50 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.8904 | 2.7597 | 1.0703 | 0.9293 | 2.6826 | 0.3255 |
Largest Winning Trade | 318809 | 318809 | 49990 | 54082 | 54082 | 16909 |
Largest Losing Trade | -78004 | -48555 | -78004 | -82268 | -27163 | -82268 |
Avg Bars in Trades | 87 | 117 | 58 | 87 | 117 | 58 |
Avg Bars in Winners | 116 | 145 | 88 | 116 | 145 | 88 |
Avg Bars in Losers | 61 | 93 | 27 | 61 | 93 | 27 |
Bars Traded | 5273 | 3531 | 1742 | 5273 | 3531 | 1742 |
Profit Streak | 0 | 0 | 675.0857 | 0 | 0 | 675.0857 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162728 | 404218 | -485696 | -754925 | -157430 | -579413 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5654, "evaluation_days": 1884.67, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1603699200000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760263405756, "expiration_time": 1765141056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 218, "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": [ [ 475078.6506509115, 454199.6789182537, 20878.9717326578, -25343.5915209033, 70294.9010889307, -95638.492609834 ], [ 475.078651, 454.199679, 20.878972, -25.343592, 70.294901, -95.638493 ], [ 0.252075, 0.240997, 0.011078, -0.015507, 0.028251, -0.166064 ], [ 31.657754, 31.657754, 31.657754, 31.657754, 31.657754, 31.657754 ], [ -260613, -144804, -143340, -104251, -27163, -89744 ], [ 1.76844, 2.414751, 1.070254, 0.869347, 2.347249, 0.325537 ], [ 60, 30, 30, 60, 30, 30 ], [ 29, 14, 15, 29, 14, 15 ], [ 31, 16, 15, 31, 16, 15 ], [ 48.333333, 46.666667, 50, 48.333333, 46.666667, 50 ], [ 1.890402, 2.759716, 1.070254, 0.929302, 2.68257, 0.325537 ], [ 318809, 318809, 49990, 54082, 54082, 16909 ], [ -78004, -48555, -78004, -82268, -27163, -82268 ], [ 87, 117, 58, 87, 117, 58 ], [ 116, 145, 88, 116, 145, 88 ], [ 61, 93, 27, 61, 93, 27 ], [ 5273, 3531, 1742, 5273, 3531, 1742 ], [ 0, 0, 675.085715, 0, 0, 675.085715 ], [ 0, 0, 8, 0, 0, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162728, 404218, -485696, -754925, -157430, -579413 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5654, "evaluation_days": 1884.67, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1603699200000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760263405756, "expiration_time": 1765141056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 218, "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) |
---|