Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469326.2849 | 404481.9799 | 64844.3051 | 166263.6316 | 144520.2087 | 21743.4229 |
Total P&L (%) | 469.3263 | 404.482 | 64.8443 | 166.2636 | 144.5202 | 21.7434 |
Avg Daily Profit (%) | 0.2508 | 0.2161 | 0.0346 | 0.0523 | 0.0478 | 0.0105 |
Buy And Hold Return (%) | 63.6512 | 63.6512 | 63.6512 | 63.6512 | 63.6512 | 63.6512 |
Max Trade Drawdown | -164286 | -154443 | -80338 | -275045 | -334889 | -185296 |
Profit Factor | 1.5545 | 1.7748 | 1.1999 | 1.1174 | 1.1587 | 1.043 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 49.1935 | 48.3871 | 50 | 49.1935 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 1.6055 | 1.8931 | 1.1999 | 1.154 | 1.2359 | 1.043 |
Largest Winning Trade | 183004 | 183004 | 33766 | 146992 | 146992 | 44063 |
Largest Losing Trade | -51676 | -51676 | -40647 | -97434 | -97434 | -75203 |
Avg Bars in Trades | 26 | 36 | 17 | 26 | 36 | 17 |
Avg Bars in Winners | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Losers | 30 | 44 | 16 | 30 | 44 | 16 |
Bars Traded | 3345 | 2269 | 1076 | 3345 | 2269 | 1076 |
Profit Streak | 47.1033 | 0 | 64.6033 | 47.1033 | 0 | 64.6033 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419676 | -144113 | -460501 | -217003 | -334963 | -671113 |
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1603756800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759112928104, "expiration_time": 1763954928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 3.06906 } } }
{ "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": [ [ 469326.2849254286, 404481.979851182, 64844.3050742464, 166263.6315985317, 144520.2086604406, 21743.422938091 ], [ 469.326285, 404.48198, 64.844305, 166.263632, 144.520209, 21.743423 ], [ 0.250775, 0.216127, 0.034648, 0.052342, 0.047787, 0.010513 ], [ 63.651163, 63.651163, 63.651163, 63.651163, 63.651163, 63.651163 ], [ -164286, -154443, -80338, -275045, -334889, -185296 ], [ 1.554503, 1.774786, 1.199931, 1.117404, 1.158679, 1.043022 ], [ 124, 62, 62, 124, 62, 62 ], [ 61, 30, 31, 61, 30, 31 ], [ 63, 32, 31, 63, 32, 31 ], [ 49.193548, 48.387097, 50, 49.193548, 48.387097, 50 ], [ 1.60547, 1.893105, 1.199931, 1.15404, 1.235924, 1.043022 ], [ 183004, 183004, 33766, 146992, 146992, 44063 ], [ -51676, -51676, -40647, -97434, -97434, -75203 ], [ 26, 36, 17, 26, 36, 17 ], [ 23, 28, 18, 23, 28, 18 ], [ 30, 44, 16, 30, 44, 16 ], [ 3345, 2269, 1076, 3345, 2269, 1076 ], [ 47.103334, 0, 64.603334, 47.103335, 0, 64.603335 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419676, -144113, -460501, -217003, -334963, -671113 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1603756800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759112928104, "expiration_time": 1763954928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 3.06906 } } }
# | 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) |
---|