Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334120.9483 | 357157.0611 | -23036.1128 | -93196.7554 | 448494.3636 | -541691.119 |
Total P&L (%) | 334.1209 | 357.1571 | -23.0361 | -93.1968 | 448.4944 | -541.6911 |
Avg Daily Profit (%) | 0.1782 | 0.1904 | -0.0123 | -0.1432 | 0.0908 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219672 | -168545 | -133828 | -2053201 | -1262451 | -1047941 |
Profit Factor | 1.1956 | 1.3797 | 0.97 | 0.985 | 1.1291 | 0.8011 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 272 | 132 | 140 | 272 | 132 | 140 |
Losing Trades | 160 | 84 | 76 | 160 | 84 | 76 |
Profitability (%) | 62.963 | 61.1111 | 64.8148 | 62.963 | 61.1111 | 64.8148 |
Ratio Avg Win / Avg Loss | 0.7033 | 0.878 | 0.5266 | 0.5794 | 0.7186 | 0.4349 |
Largest Winning Trade | 69026 | 67026 | 69026 | 382170 | 361700 | 382170 |
Largest Losing Trade | -92184 | -50624 | -92184 | -1042398 | -1042398 | -411534 |
Avg Bars in Trades | 25 | 34 | 16 | 25 | 34 | 16 |
Avg Bars in Winners | 16 | 20 | 12 | 16 | 20 | 12 |
Avg Bars in Losers | 41 | 56 | 24 | 41 | 56 | 24 |
Bars Traded | 11033 | 7470 | 3563 | 11033 | 7470 | 3563 |
Profit Streak | 4.1097 | 4.1097 | 18.443 | 4.1097 | 4.1097 | 18.443 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 180192 | 300270 | -576530 | -576218 | -149984 | -576530 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11253, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599465600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759502278467, "expiration_time": 1764354096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 140, "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": [ [ 334120.9482899042, 357157.061117968, -23036.1128280637, -93196.7554375898, 448494.363569323, -541691.1190069129 ], [ 334.120948, 357.157061, -23.036113, -93.196755, 448.494364, -541.691119 ], [ 0.17815, 0.190433, -0.012283, -0.143207, 0.090791, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -219672, -168545, -133828, -2053201, -1262451, -1047941 ], [ 1.195641, 1.379674, 0.969971, 0.984958, 1.129149, 0.801079 ], [ 432, 216, 216, 432, 216, 216 ], [ 272, 132, 140, 272, 132, 140 ], [ 160, 84, 76, 160, 84, 76 ], [ 62.962963, 61.111111, 64.814815, 62.962963, 61.111111, 64.814815 ], [ 0.703318, 0.877974, 0.526556, 0.579387, 0.71855, 0.434871 ], [ 69026, 67026, 69026, 382170, 361700, 382170 ], [ -92184, -50624, -92184, -1042398, -1042398, -411534 ], [ 25, 34, 16, 25, 34, 16 ], [ 16, 20, 12, 16, 20, 12 ], [ 41, 56, 24, 41, 56, 24 ], [ 11033, 7470, 3563, 11033, 7470, 3563 ], [ 4.109704, 4.109704, 18.443038, 4.109704, 4.109704, 18.443038 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 180192, 300270, -576530, -576218, -149984, -576530 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11253, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599465600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759502278467, "expiration_time": 1764354096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 140, "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) |
---|