Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134992.4422 | 1034571.3845 | 100421.0577 | 1334764.56 | 1683987.3571 | -349222.7971 |
Total P&L (%) | 1134.9924 | 1034.5714 | 100.4211 | 1334.7646 | 1683.9874 | -349.2228 |
Avg Daily Profit (%) | 0.6024 | 0.5491 | 0.0533 | 0.1415 | 0.1531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178413 | -134241 | -106684 | -3188925 | -1956063 | -1785395 |
Profit Factor | 2.51 | 3.3685 | 1.3189 | 1.1549 | 1.3569 | 0.9105 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 54.7619 | 52.381 | 57.1429 | 54.7619 | 52.381 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.0735 | 3.0623 | 0.9892 | 0.954 | 1.2336 | 0.6829 |
Largest Winning Trade | 693463 | 693463 | 50313 | 1118382 | 1118382 | 433647 |
Largest Losing Trade | -58129 | -42572 | -58129 | -1330951 | -1173308 | -1330951 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 3604 | 1808 | 1796 | 3604 | 1808 | 1796 |
Profit Streak | 54.5848 | 0 | 87.0848 | 54.5848 | 0 | 87.0848 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 649916 | -128630 | -267720 | -53805 | -138025 | -725294 |
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3768, "evaluation_days": 1884, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601985600000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760191330066, "expiration_time": 1765067328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1134992.442195583, 1034571.3845360309, 100421.0576595516, 1334764.560028019, 1683987.3571094426, -349222.7970814252 ], [ 1134.992442, 1034.571385, 100.421058, 1334.76456, 1683.987357, -349.222797 ], [ 0.602438, 0.549136, 0.053302, 0.141479, 0.153059, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -178413, -134241, -106684, -3188925, -1956063, -1785395 ], [ 2.50999, 3.36852, 1.318944, 1.154862, 1.356941, 0.910484 ], [ 126, 63, 63, 126, 63, 63 ], [ 69, 33, 36, 69, 33, 36 ], [ 57, 30, 27, 57, 30, 27 ], [ 54.761905, 52.380952, 57.142857, 54.761905, 52.380952, 57.142857 ], [ 2.07347, 3.062291, 0.989208, 0.954016, 1.233583, 0.682863 ], [ 693463, 693463, 50313, 1118382, 1118382, 433647 ], [ -58129, -42572, -58129, -1330951, -1173308, -1330951 ], [ 28, 28, 28, 28, 28, 28 ], [ 33, 36, 31, 33, 36, 31 ], [ 22, 20, 25, 22, 20, 25 ], [ 3604, 1808, 1796, 3604, 1808, 1796 ], [ 54.584839, 0, 87.084839, 54.584839, 0, 87.084839 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 649916, -128630, -267720, -53805, -138025, -725294 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3768, "evaluation_days": 1884, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601985600000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760191330066, "expiration_time": 1765067328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|