Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463311.9075 | 463711.1084 | -399.2009 | -81682.7118 | -33707.7151 | -47974.9967 |
Total P&L (%) | 463.3119 | 463.7111 | -0.3992 | -81.6827 | -33.7077 | -47.975 |
Avg Daily Profit (%) | 0.2466 | 0.2468 | -0.0002 | -0.0903 | -0.0219 | -0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196858 | -159073 | -78204 | -139834 | -110321 | -66089 |
Profit Factor | 1.3507 | 1.5096 | 0.999 | 0.8644 | 0.9197 | 0.7374 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 108 | 48 | 60 | 108 | 48 | 60 |
Losing Trades | 134 | 73 | 61 | 134 | 73 | 61 |
Profitability (%) | 44.6281 | 39.6694 | 49.5868 | 44.6281 | 39.6694 | 49.5868 |
Ratio Avg Win / Avg Loss | 1.6758 | 2.2958 | 1.0157 | 1.0725 | 1.3987 | 0.7497 |
Largest Winning Trade | 319082 | 319082 | 33350 | 58519 | 58519 | 17196 |
Largest Losing Trade | -52592 | -52592 | -29581 | -65250 | -65250 | -20548 |
Avg Bars in Trades | 46 | 77 | 14 | 46 | 77 | 14 |
Avg Bars in Winners | 61 | 114 | 18 | 61 | 114 | 18 |
Avg Bars in Losers | 33 | 52 | 11 | 33 | 52 | 11 |
Bars Traded | 11161 | 9354 | 1807 | 11161 | 9354 | 1807 |
Profit Streak | 12.062 | 0 | 60.2287 | 12.062 | 0 | 60.2287 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335649 | 224881 | -577833 | -579311 | -583361 | -579500 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11273, "evaluation_days": 1878.83, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598126400000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759786157689, "expiration_time": 1764650736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "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": [ [ 463311.9075034014, 463711.108355346, -399.2008519446, -81682.7117538162, -33707.7150600739, -47974.9966937423 ], [ 463.311908, 463.711108, -0.399201, -81.682712, -33.707715, -47.974997 ], [ 0.246596, 0.246808, -0.000212, -0.090299, -0.021878, -0.034773 ], [ 10, 10, 10, 10, 10, 10 ], [ -196858, -159073, -78204, -139834, -110321, -66089 ], [ 1.350673, 1.509591, 0.999029, 0.86439, 0.919676, 0.737394 ], [ 242, 121, 121, 242, 121, 121 ], [ 108, 48, 60, 108, 48, 60 ], [ 134, 73, 61, 134, 73, 61 ], [ 44.628099, 39.669421, 49.586777, 44.628099, 39.669421, 49.586777 ], [ 1.675835, 2.295836, 1.01568, 1.072484, 1.398674, 0.749684 ], [ 319082, 319082, 33350, 58519, 58519, 17196 ], [ -52592, -52592, -29581, -65250, -65250, -20548 ], [ 46, 77, 14, 46, 77, 14 ], [ 61, 114, 18, 61, 114, 18 ], [ 33, 52, 11, 33, 52, 11 ], [ 11161, 9354, 1807, 11161, 9354, 1807 ], [ 12.06201, 0, 60.228677, 12.06201, 0, 60.228677 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335649, 224881, -577833, -579311, -583361, -579500 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11273, "evaluation_days": 1878.83, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598126400000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759786157689, "expiration_time": 1764650736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "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) |
---|