Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533520.124 | 614708.9824 | -81188.8584 | -79844.1738 | 836071.7086 | -915915.8824 |
Total P&L (%) | 533.5201 | 614.709 | -81.1889 | -79.8442 | 836.0717 | -915.9159 |
Avg Daily Profit (%) | 0.2837 | 0.3269 | -0.0432 | -0.0851 | 0.119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -447235 | -257065 | -190169 | -2224859 | -931772 | -1312148 |
Profit Factor | 1.8181 | 2.6486 | 0.7093 | 0.9662 | 1.8404 | 0.329 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 44.0678 | 34.4828 | 53.3333 | 44.0678 | 34.4828 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.3076 | 5.0323 | 0.6206 | 1.2263 | 3.4967 | 0.2879 |
Largest Winning Trade | 565489 | 565489 | 34032 | 962100 | 962100 | 321104 |
Largest Losing Trade | -59478 | -59478 | -49360 | -709403 | -709403 | -621544 |
Avg Bars in Trades | 87 | 154 | 23 | 87 | 154 | 23 |
Avg Bars in Winners | 74 | 147 | 28 | 74 | 147 | 28 |
Avg Bars in Losers | 98 | 157 | 18 | 98 | 157 | 18 |
Bars Traded | 5177 | 4469 | 708 | 5177 | 4469 | 708 |
Profit Streak | 152.4007 | 152.4007 | 376.4007 | 152.4007 | 152.4007 | 376.4007 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168252 | 311747 | -578774 | -759566 | -35726 | -578774 |
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{ "first_band": { "type": "bbl", "factors": { "length": 91, "offset": 0, "std": 4.11166 } }, "second_band": { "type": "dcl", "factors": { "length": 152, "offset": 0 } } }
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{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5641, "evaluation_days": 1880.33, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601798400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759916222124, "expiration_time": 1764755424000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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) |
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