Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526979.718 | 445753.8359 | 81225.882 | 431665.767 | 777759.6504 | -346093.8834 |
Total P&L (%) | 526.9797 | 445.7538 | 81.2259 | 431.6658 | 777.7597 | -346.0939 |
Avg Daily Profit (%) | 0.2804 | 0.2371 | 0.0432 | 0.0889 | 0.1156 | 0 |
Buy And Hold Return (%) | 24.6117 | 24.6117 | 24.6117 | 24.6117 | 24.6117 | 24.6117 |
Max Trade Drawdown | -166256 | -83814 | -153848 | -1416827 | -428441 | -1243736 |
Profit Factor | 1.9168 | 2.7716 | 1.2513 | 1.1251 | 1.5671 | 0.8335 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 54.9296 | 51.4286 | 58.3333 | 54.9296 | 51.4286 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.5728 | 2.6176 | 0.8938 | 0.9232 | 1.48 | 0.5954 |
Largest Winning Trade | 256316 | 256316 | 53203 | 555301 | 307162 | 555301 |
Largest Losing Trade | -54533 | -39759 | -54533 | -390151 | -390151 | -389080 |
Avg Bars in Trades | 73 | 89 | 57 | 73 | 89 | 57 |
Avg Bars in Winners | 86 | 99 | 75 | 86 | 99 | 75 |
Avg Bars in Losers | 57 | 79 | 31 | 57 | 79 | 31 |
Bars Traded | 5197 | 3143 | 2054 | 5197 | 3143 | 2054 |
Profit Streak | 121.726 | 186.726 | 121.726 | 121.726 | 186.726 | 121.726 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77038 | 503665 | -138269 | -248225 | -35737 | -579134 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5639, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602230400000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759857926950, "expiration_time": 1764696096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 167, "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": [ [ 526979.7179704107, 445753.8359324017, 81225.8820380089, 431665.7670195848, 777759.6504488646, -346093.8834292798 ], [ 526.979718, 445.753836, 81.225882, 431.665767, 777.75965, -346.093883 ], [ 0.280358, 0.237145, 0.043213, 0.08893, 0.11563, 0 ], [ 24.61165, 24.61165, 24.61165, 24.61165, 24.61165, 24.61165 ], [ -166256, -83814, -153848, -1416827, -428441, -1243736 ], [ 1.916832, 2.771557, 1.251344, 1.125094, 1.567059, 0.833542 ], [ 71, 35, 36, 71, 35, 36 ], [ 39, 18, 21, 39, 18, 21 ], [ 32, 17, 15, 32, 17, 15 ], [ 54.929577, 51.428571, 58.333333, 54.929577, 51.428571, 58.333333 ], [ 1.572785, 2.617581, 0.893817, 0.923154, 1.48, 0.595387 ], [ 256316, 256316, 53203, 555301, 307162, 555301 ], [ -54533, -39759, -54533, -390151, -390151, -389080 ], [ 73, 89, 57, 73, 89, 57 ], [ 86, 99, 75, 86, 99, 75 ], [ 57, 79, 31, 57, 79, 31 ], [ 5197, 3143, 2054, 5197, 3143, 2054 ], [ 121.726006, 186.726006, 121.726006, 121.726006, 186.726006, 121.726006 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77038, 503665, -138269, -248225, -35737, -579134 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5639, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602230400000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759857926950, "expiration_time": 1764696096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 167, "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) |
---|