Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257835.665 | 283134.9156 | -25299.2506 | -83310.5165 | 50625.5541 | -133936.0705 |
Total P&L (%) | 257.8357 | 283.1349 | -25.2993 | -83.3105 | 50.6256 | -133.9361 |
Avg Daily Profit (%) | 0.1378 | 0.1513 | -0.0135 | -0.0956 | 0.0219 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166882 | -113814 | -220865 | -212176 | -98076 | -211874 |
Profit Factor | 1.1648 | 1.3814 | 0.9692 | 0.8834 | 1.1544 | 0.6535 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 158 | 78 | 80 | 158 | 78 | 80 |
Losing Trades | 137 | 70 | 67 | 137 | 70 | 67 |
Profitability (%) | 53.5593 | 52.7027 | 54.4218 | 53.5593 | 52.7027 | 54.4218 |
Ratio Avg Win / Avg Loss | 1.01 | 1.2397 | 0.8117 | 0.766 | 1.036 | 0.5473 |
Largest Winning Trade | 140796 | 140796 | 70441 | 63646 | 32101 | 63646 |
Largest Losing Trade | -63855 | -40083 | -63855 | -51514 | -41366 | -51514 |
Avg Bars in Trades | 75 | 66 | 83 | 75 | 66 | 83 |
Avg Bars in Winners | 65 | 57 | 73 | 65 | 57 | 73 |
Avg Bars in Losers | 86 | 77 | 95 | 86 | 77 | 95 |
Bars Traded | 22136 | 9864 | 12272 | 22136 | 9864 | 12272 |
Profit Streak | 12.3016 | 12.3016 | 17.9682 | 12.3016 | 12.3016 | 17.9682 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45241 | 309342 | -579804 | -577689 | -214840 | -579804 |
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{ "first_band": { "type": "dcm", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 33, "offset": 0, "a": 0.04091 } } }
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{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22458, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598767200000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759202054094, "expiration_time": 1765018713600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 33, "offset": 0, "a": 0.04091 } } }
# | 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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