Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683704.808 | 688666.0988 | -4961.2908 | -10678.44 | 304963.4258 | -315641.8658 |
Total P&L (%) | 683.7048 | 688.6661 | -4.9613 | -10.6784 | 304.9634 | -315.6419 |
Avg Daily Profit (%) | 0.3629 | 0.3655 | -0.0026 | -0.006 | 0.0743 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130165 | -105476 | -79706 | -591078 | -300256 | -152898 |
Profit Factor | 2.0641 | 3.3131 | 0.9856 | 0.9928 | 1.4603 | 0.6111 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50.7937 | 46.875 | 54.8387 | 50.7937 | 46.875 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.9996 | 3.7548 | 0.8117 | 0.9617 | 1.655 | 0.5032 |
Largest Winning Trade | 516385 | 516385 | 45891 | 516385 | 516385 | 66549 |
Largest Losing Trade | -79706 | -49465 | -79706 | -221488 | -103387 | -221488 |
Avg Bars in Trades | 54 | 56 | 53 | 54 | 56 | 53 |
Avg Bars in Winners | 69 | 69 | 70 | 69 | 69 | 70 |
Avg Bars in Losers | 39 | 44 | 33 | 39 | 44 | 33 |
Bars Traded | 3456 | 1798 | 1658 | 3456 | 1798 | 1658 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137542 | 523408 | -580190 | -731674 | -92859 | -580190 |
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{ "first_band": { "type": "t3", "factors": { "length": 103, "offset": 0, "a": 0.60964 } }, "second_band": { "type": "supertrend", "factors": { "length": 72, "offset": 0, "multiplier": 3.25478 } } }
{ "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": [ [ 683704.8079666641, 688666.0987676479, -4961.2908009834, -10678.4399904205, 304963.4258103927, -315641.8658008134 ], [ 683.704808, 688.666099, -4.961291, -10.67844, 304.963426, -315.641866 ], [ 0.362901, 0.365534, -0.002633, -0.005994, 0.074265, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -130165, -105476, -79706, -591078, -300256, -152898 ], [ 2.064122, 3.313068, 0.98561, 0.992756, 1.460295, 0.611089 ], [ 63, 32, 31, 63, 32, 31 ], [ 32, 15, 17, 32, 15, 17 ], [ 31, 17, 14, 31, 17, 14 ], [ 50.793651, 46.875, 54.83871, 50.793651, 46.875, 54.83871 ], [ 1.999618, 3.75481, 0.811679, 0.961733, 1.655001, 0.503249 ], [ 516385, 516385, 45891, 516385, 516385, 66549 ], [ -79706, -49465, -79706, -221488, -103387, -221488 ], [ 54, 56, 53, 54, 56, 53 ], [ 69, 69, 70, 69, 69, 70 ], [ 39, 44, 33, 39, 44, 33 ], [ 3456, 1798, 1658, 3456, 1798, 1658 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -137542, 523408, -580190, -731674, -92859, -580190 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3768, "evaluation_days": 1884, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760191330257, "expiration_time": 1765067328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 103, "offset": 0, "a": 0.60964 } }, "second_band": { "type": "supertrend", "factors": { "length": 72, "offset": 0, "multiplier": 3.25478 } } }
# | 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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