Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527034.1065 | 373886.9069 | 153147.1996 | 300723.9732 | 156109.161 | 144614.8122 |
Total P&L (%) | 527.0341 | 373.8869 | 153.1472 | 300.724 | 156.1092 | 144.6148 |
Avg Daily Profit (%) | 0.2809 | 0.1992 | 0.0816 | 0.074 | 0.0501 | 0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104617 | -95876 | -213856 | -147074 | -126909 | -120991 |
Profit Factor | 1.4527 | 1.6318 | 1.2675 | 1.3508 | 1.3018 | 1.4254 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Losing Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Profitability (%) | 47.7099 | 44.2748 | 51.145 | 47.7099 | 44.2748 | 51.145 |
Ratio Avg Win / Avg Loss | 1.5921 | 2.0538 | 1.2108 | 1.4805 | 1.6385 | 1.3616 |
Largest Winning Trade | 120983 | 120983 | 54242 | 197787 | 197787 | 60761 |
Largest Losing Trade | -48447 | -36490 | -48447 | -58428 | -58428 | -43427 |
Avg Bars in Trades | 85 | 88 | 82 | 85 | 88 | 82 |
Avg Bars in Winners | 96 | 104 | 90 | 96 | 104 | 90 |
Avg Bars in Losers | 74 | 75 | 73 | 74 | 75 | 73 |
Bars Traded | 22370 | 11570 | 10800 | 22370 | 11570 | 10800 |
Profit Streak | 13.9338 | 0 | 23.3505 | 13.9338 | 0 | 23.3505 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429631 | 297761 | -83615 | -92667 | -127194 | -127893 |
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22518, "evaluation_days": 1876.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1597744800000, "last_datapoint_time": 1759629600000, "evaluation_time": 1759631079949, "expiration_time": 1765466265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "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": [ [ 527034.106478928, 373886.9068763976, 153147.1996025308, 300723.9731731549, 156109.1609766069, 144614.812196548 ], [ 527.034106, 373.886907, 153.1472, 300.723973, 156.109161, 144.614812 ], [ 0.28086, 0.199247, 0.081613, 0.074, 0.050129, 0.047681 ], [ 10, 10, 10, 10, 10, 10 ], [ -104617, -95876, -213856, -147074, -126909, -120991 ], [ 1.452674, 1.631792, 1.267515, 1.350813, 1.301804, 1.425378 ], [ 262, 131, 131, 262, 131, 131 ], [ 125, 58, 67, 125, 58, 67 ], [ 137, 73, 64, 137, 73, 64 ], [ 47.709924, 44.274809, 51.145038, 47.709924, 44.274809, 51.145038 ], [ 1.592131, 2.053807, 1.210761, 1.480491, 1.638478, 1.361555 ], [ 120983, 120983, 54242, 197787, 197787, 60761 ], [ -48447, -36490, -48447, -58428, -58428, -43427 ], [ 85, 88, 82, 85, 88, 82 ], [ 96, 104, 90, 96, 104, 90 ], [ 74, 75, 73, 74, 75, 73 ], [ 22370, 11570, 10800, 22370, 11570, 10800 ], [ 13.933796, 0, 23.350462, 13.933796, 0, 23.350462 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429631, 297761, -83615, -92667, -127194, -127893 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22518, "evaluation_days": 1876.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1597744800000, "last_datapoint_time": 1759629600000, "evaluation_time": 1759631079949, "expiration_time": 1765466265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "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) |
---|