Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226443.0238 | 189660.5625 | 36782.4613 | 111398.5628 | 173437.093 | -62038.5303 |
Total P&L (%) | 226.443 | 189.6606 | 36.7825 | 111.3986 | 173.4371 | -62.0385 |
Avg Daily Profit (%) | 0.2174 | 0.1821 | 0.0353 | 0.0719 | 0.0966 | -0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98109 | -76872 | -108816 | -367190 | -288483 | -345505 |
Profit Factor | 1.3227 | 1.5493 | 1.1032 | 1.0594 | 1.1885 | 0.935 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 89 | 50 | 39 | 89 | 50 | 39 |
Profitability (%) | 57.0048 | 51.4563 | 62.5 | 57.0048 | 51.4563 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9976 | 1.4616 | 0.6619 | 0.7991 | 1.1212 | 0.561 |
Largest Winning Trade | 73188 | 73188 | 22185 | 143486 | 143486 | 74400 |
Largest Losing Trade | -32773 | -30422 | -32773 | -111277 | -104354 | -111277 |
Avg Bars in Trades | 119 | 117 | 121 | 119 | 117 | 121 |
Avg Bars in Winners | 121 | 117 | 125 | 121 | 117 | 125 |
Avg Bars in Losers | 116 | 117 | 116 | 116 | 117 | 116 |
Bars Traded | 24775 | 12101 | 12674 | 24775 | 12101 | 12674 |
Profit Streak | 7.765 | 0 | 45.515 | 7.765 | 0 | 45.515 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323786 | 323430 | -254129 | -251105 | -77285 | -578015 |
{ "trading_pair": "CRV_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669284000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758856895797, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 118, "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": [ [ 226443.0237976152, 189660.5624567072, 36782.461340908, 111398.562785272, 173437.0930405101, -62038.5302552383 ], [ 226.443024, 189.660562, 36.782461, 111.398563, 173.437093, -62.03853 ], [ 0.217395, 0.182082, 0.035313, 0.071892, 0.096618, -0.092946 ], [ 10, 10, 10, 10, 10, 10 ], [ -98109, -76872, -108816, -367190, -288483, -345505 ], [ 1.32272, 1.549281, 1.103211, 1.059428, 1.188468, 0.934988 ], [ 207, 103, 104, 207, 103, 104 ], [ 118, 53, 65, 118, 53, 65 ], [ 89, 50, 39, 89, 50, 39 ], [ 57.004831, 51.456311, 62.5, 57.004831, 51.456311, 62.5 ], [ 0.997645, 1.461585, 0.661927, 0.79906, 1.121196, 0.560993 ], [ 73188, 73188, 22185, 143486, 143486, 74400 ], [ -32773, -30422, -32773, -111277, -104354, -111277 ], [ 119, 117, 121, 119, 117, 121 ], [ 121, 117, 125, 121, 117, 125 ], [ 116, 117, 116, 116, 117, 116 ], [ 24775, 12101, 12674, 24775, 12101, 12674 ], [ 7.764997, 0, 45.514998, 7.764998, 0, 45.514998 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323786, 323430, -254129, -251105, -77285, -578015 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669284000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758856895797, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 118, "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) |
---|