Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643314.2809 | 693834.8563 | -50520.5754 | -63171.7059 | 110132.4283 | -173304.1341 |
Total P&L (%) | 643.3143 | 693.8349 | -50.5206 | -63.1717 | 110.1324 | -173.3041 |
Avg Daily Profit (%) | 0.3434 | 0.3703 | -0.027 | -0.0533 | 0.0396 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -316197 | -167379 | -183231 | -941196 | -565664 | -392206 |
Profit Factor | 1.6789 | 2.2244 | 0.8674 | 0.9463 | 1.1529 | 0.62 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 40.2174 | 32.6087 | 47.8261 | 40.2174 | 32.6087 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.4956 | 4.597 | 0.9462 | 1.4067 | 2.3827 | 0.6763 |
Largest Winning Trade | 437043 | 437043 | 36179 | 408056 | 408056 | 159994 |
Largest Losing Trade | -48616 | -47902 | -48616 | -289762 | -289762 | -122974 |
Avg Bars in Trades | 114 | 123 | 106 | 114 | 123 | 106 |
Avg Bars in Winners | 159 | 195 | 134 | 159 | 195 | 134 |
Avg Bars in Losers | 85 | 89 | 80 | 85 | 89 | 80 |
Bars Traded | 10574 | 5693 | 4881 | 10574 | 5693 | 4881 |
Profit Streak | 0 | 0 | 124.87 | 0 | 0 | 124.87 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319851 | 253338 | -580591 | -582670 | -197845 | -580591 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11241, "evaluation_days": 1873.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759323172050, "expiration_time": 1764176112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 148, "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": [ [ 643314.2809164332, 693834.8563236612, -50520.5754072276, -63171.7058774724, 110132.4282590447, -173304.1341365172 ], [ 643.314281, 693.834856, -50.520575, -63.171706, 110.132428, -173.304134 ], [ 0.343376, 0.370342, -0.026966, -0.053303, 0.039643, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -316197, -167379, -183231, -941196, -565664, -392206 ], [ 1.678889, 2.224368, 0.867369, 0.946293, 1.152918, 0.619971 ], [ 92, 46, 46, 92, 46, 46 ], [ 37, 15, 22, 37, 15, 22 ], [ 55, 31, 24, 55, 31, 24 ], [ 40.217391, 32.608696, 47.826087, 40.217391, 32.608696, 47.826087 ], [ 2.495645, 4.597028, 0.946221, 1.406652, 2.382696, 0.676332 ], [ 437043, 437043, 36179, 408056, 408056, 159994 ], [ -48616, -47902, -48616, -289762, -289762, -122974 ], [ 114, 123, 106, 114, 123, 106 ], [ 159, 195, 134, 159, 195, 134 ], [ 85, 89, 80, 85, 89, 80 ], [ 10574, 5693, 4881, 10574, 5693, 4881 ], [ 0, 0, 124.870047, 0, 0, 124.870047 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319851, 253338, -580591, -582670, -197845, -580591 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11241, "evaluation_days": 1873.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759323172050, "expiration_time": 1764176112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 148, "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) |
---|