Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426840.6778 | 398433.7566 | 28406.9212 | 57420.6355 | 276172.2393 | -218751.6039 |
Total P&L (%) | 426.8407 | 398.4338 | 28.4069 | 57.4206 | 276.1722 | -218.7516 |
Avg Daily Profit (%) | 0.2279 | 0.2127 | 0.0152 | 0.0242 | 0.0708 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164034 | -110070 | -168470 | -338732 | -134314 | -341706 |
Profit Factor | 1.6825 | 2.3328 | 1.087 | 1.0715 | 1.8485 | 0.5421 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 44.186 | 41.8605 | 46.5116 | 44.186 | 41.8605 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.1253 | 3.24 | 1.2501 | 1.3535 | 2.5673 | 0.6234 |
Largest Winning Trade | 250107 | 250107 | 62969 | 244207 | 244207 | 62969 |
Largest Losing Trade | -47205 | -47205 | -39097 | -106780 | -106780 | -105115 |
Avg Bars in Trades | 42 | 42 | 41 | 42 | 42 | 41 |
Avg Bars in Winners | 63 | 62 | 64 | 63 | 62 | 64 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 3612 | 1831 | 1780 | 3612 | 1831 | 1780 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324566 | 326083 | -301953 | -305259 | -98064 | -582083 |
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{ "first_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 2.08075 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } } }
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{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3746, "evaluation_days": 1873, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1600603200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759268128872, "expiration_time": 1764088416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 2.08075 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "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) |
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