Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348604.1088 | 296094.4957 | 52509.6131 | -24954.7279 | 137930.3244 | -162885.0523 |
Total P&L (%) | 348.6041 | 296.0945 | 52.5096 | -24.9547 | 137.9303 | -162.8851 |
Avg Daily Profit (%) | 0.1855 | 0.1575 | 0.0279 | -0.0153 | 0.0461 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114824 | -130434 | -72377 | -501413 | -420558 | -340927 |
Profit Factor | 1.5762 | 1.8004 | 1.2234 | 0.9822 | 1.1721 | 0.7286 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 61.9718 | 60 | 63.8889 | 61.9718 | 60 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.9672 | 1.2003 | 0.6915 | 0.6027 | 0.7814 | 0.4118 |
Largest Winning Trade | 272015 | 272015 | 33458 | 396157 | 396157 | 63045 |
Largest Losing Trade | -57998 | -49883 | -57998 | -314231 | -191242 | -314231 |
Avg Bars in Trades | 51 | 90 | 12 | 51 | 90 | 12 |
Avg Bars in Winners | 30 | 48 | 13 | 30 | 48 | 13 |
Avg Bars in Losers | 85 | 153 | 11 | 85 | 153 | 11 |
Bars Traded | 3634 | 3167 | 467 | 3634 | 3167 | 467 |
Profit Streak | 145.3807 | 145.3807 | 149.8807 | 145.3807 | 145.3807 | 149.8807 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80432 | 425185 | -155344 | -668812 | -161977 | -577350 |
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3759, "evaluation_days": 1879.5, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598184000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759828096515, "expiration_time": 1764666864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 4.09017 } }, "second_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 3 } } }
{ "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": [ [ 348604.1087721387, 296094.4956735233, 52509.6130986153, -24954.7278737029, 137930.3243988827, -162885.0522725857 ], [ 348.604109, 296.094496, 52.509613, -24.954728, 137.930324, -162.885052 ], [ 0.185477, 0.157539, 0.027938, -0.015273, 0.04613, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -114824, -130434, -72377, -501413, -420558, -340927 ], [ 1.576173, 1.800382, 1.223358, 0.982198, 1.172061, 0.728608 ], [ 71, 35, 36, 71, 35, 36 ], [ 44, 21, 23, 44, 21, 23 ], [ 27, 14, 13, 27, 14, 13 ], [ 61.971831, 60, 63.888889, 61.971831, 60, 63.888889 ], [ 0.967197, 1.200255, 0.691463, 0.602713, 0.781374, 0.411822 ], [ 272015, 272015, 33458, 396157, 396157, 63045 ], [ -57998, -49883, -57998, -314231, -191242, -314231 ], [ 51, 90, 12, 51, 90, 12 ], [ 30, 48, 13, 30, 48, 13 ], [ 85, 153, 11, 85, 153, 11 ], [ 3634, 3167, 467, 3634, 3167, 467 ], [ 145.380747, 145.380747, 149.880747, 145.380747, 145.380747, 149.880747 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -80432, 425185, -155344, -668812, -161977, -577350 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3759, "evaluation_days": 1879.5, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598184000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759828096515, "expiration_time": 1764666864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 4.09017 } }, "second_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 3 } } }
# | 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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