Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643910.7423 | 596534.4777 | 47376.2646 | -50284.3915 | 112285.1528 | -162569.5444 |
Total P&L (%) | 643.9107 | 596.5345 | 47.3763 | -50.2844 | 112.2852 | -162.5695 |
Avg Daily Profit (%) | 0.3451 | 0.3197 | 0.0254 | -0.0374 | 0.0403 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143723 | -124160 | -129823 | -980614 | -774928 | -557143 |
Profit Factor | 1.4443 | 1.6184 | 1.0978 | 0.9883 | 1.0419 | 0.8998 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 114 | 48 | 66 | 114 | 48 | 66 |
Losing Trades | 163 | 91 | 72 | 163 | 91 | 72 |
Profitability (%) | 41.1552 | 34.5324 | 47.8261 | 41.1552 | 34.5324 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.0652 | 3.0682 | 1.1976 | 1.4131 | 1.9753 | 0.9816 |
Largest Winning Trade | 402347 | 402347 | 46727 | 266872 | 266872 | 203914 |
Largest Losing Trade | -56560 | -56560 | -31388 | -246880 | -246880 | -236956 |
Avg Bars in Trades | 80 | 122 | 37 | 80 | 122 | 37 |
Avg Bars in Winners | 117 | 208 | 51 | 117 | 208 | 51 |
Avg Bars in Losers | 54 | 77 | 24 | 54 | 77 | 24 |
Bars Traded | 22242 | 17026 | 5216 | 22242 | 17026 | 5216 |
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 | 337106 | 213243 | -274501 | -581102 | -318494 | -581811 |
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22392, "evaluation_days": 1866, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598342400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758995305481, "expiration_time": 1764526406400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 111, "offset": 12 } }, "second_band": { "type": "kcu", "factors": { "length": 39, "offset": 0, "scalar": 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": [ [ 643910.7423169753, 596534.477733837, 47376.264583138, -50284.3915127074, 112285.1528382708, -162569.5443509782 ], [ 643.910742, 596.534478, 47.376265, -50.284392, 112.285153, -162.569544 ], [ 0.345075, 0.319686, 0.025389, -0.037445, 0.040349, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -143723, -124160, -129823, -980614, -774928, -557143 ], [ 1.444347, 1.618366, 1.0978, 0.988305, 1.041937, 0.899778 ], [ 277, 139, 138, 277, 139, 138 ], [ 114, 48, 66, 114, 48, 66 ], [ 163, 91, 72, 163, 91, 72 ], [ 41.155235, 34.532374, 47.826087, 41.155235, 34.532374, 47.826087 ], [ 2.065163, 3.068153, 1.197599, 1.413103, 1.975338, 0.981576 ], [ 402347, 402347, 46727, 266872, 266872, 203914 ], [ -56560, -56560, -31388, -246880, -246880, -236956 ], [ 80, 122, 37, 80, 122, 37 ], [ 117, 208, 51, 117, 208, 51 ], [ 54, 77, 24, 54, 77, 24 ], [ 22242, 17026, 5216, 22242, 17026, 5216 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337106, 213243, -274501, -581102, -318494, -581811 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22392, "evaluation_days": 1866, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598342400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758995305481, "expiration_time": 1764526406400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 111, "offset": 12 } }, "second_band": { "type": "kcu", "factors": { "length": 39, "offset": 0, "scalar": 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) |
---|