Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405363.1361 | 547129.4685 | -141766.3324 | -96347.7976 | 171926.5854 | -268274.383 |
Total P&L (%) | 405.3631 | 547.1295 | -141.7663 | -96.3478 | 171.9266 | -268.2744 |
Avg Daily Profit (%) | 0.2165 | 0.2923 | -0.0757 | -0.1767 | 0.0535 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -382041 | -195026 | -212986 | -789284 | -437908 | -358204 |
Profit Factor | 1.4156 | 2.0285 | 0.6802 | 0.8884 | 1.3514 | 0.2825 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 42.8571 | 35.5556 | 50 | 42.8571 | 35.5556 | 50 |
Ratio Avg Win / Avg Loss | 1.8875 | 3.6767 | 0.6802 | 1.1845 | 2.4495 | 0.2825 |
Largest Winning Trade | 382871 | 382871 | 39641 | 436381 | 436381 | 68673 |
Largest Losing Trade | -69231 | -68202 | -69231 | -426370 | -426370 | -164929 |
Avg Bars in Trades | 57 | 71 | 43 | 57 | 71 | 43 |
Avg Bars in Winners | 77 | 105 | 57 | 77 | 105 | 57 |
Avg Bars in Losers | 42 | 52 | 29 | 42 | 52 | 29 |
Bars Traded | 5199 | 3201 | 1997 | 5199 | 3201 | 1997 |
Profit Streak | 108.7814 | 108.7814 | 143.7814 | 108.7814 | 108.7814 | 143.7814 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305383 | 276922 | -579353 | -580292 | -125016 | -579353 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5616, "evaluation_days": 1872, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759171517083, "expiration_time": 1764013824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 151, "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": [ [ 405363.1361118883, 547129.4684812769, -141766.3323693886, -96347.797565312, 171926.5854413557, -268274.3830066677 ], [ 405.363136, 547.129468, -141.766332, -96.347798, 171.926585, -268.274383 ], [ 0.21654, 0.29227, -0.07573, -0.176651, 0.053452, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -382041, -195026, -212986, -789284, -437908, -358204 ], [ 1.415628, 2.028497, 0.680226, 0.888371, 1.351433, 0.282485 ], [ 91, 45, 46, 91, 45, 46 ], [ 39, 16, 23, 39, 16, 23 ], [ 52, 29, 23, 52, 29, 23 ], [ 42.857143, 35.555556, 50, 42.857143, 35.555556, 50 ], [ 1.887504, 3.676651, 0.680226, 1.184495, 2.449473, 0.282485 ], [ 382871, 382871, 39641, 436381, 436381, 68673 ], [ -69231, -68202, -69231, -426370, -426370, -164929 ], [ 57, 71, 43, 57, 71, 43 ], [ 77, 105, 57, 77, 105, 57 ], [ 42, 52, 29, 42, 52, 29 ], [ 5199, 3201, 1997, 5199, 3201, 1997 ], [ 108.781448, 108.781448, 143.781448, 108.781448, 108.781448, 143.781448 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305383, 276922, -579353, -580292, -125016, -579353 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5616, "evaluation_days": 1872, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759171517083, "expiration_time": 1764013824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 151, "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) |
---|