Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926444.8338 | 760737.1625 | 165707.6713 | 4278413.8509 | 3034391.8869 | 1244021.964 |
Total P&L (%) | 926.4448 | 760.7372 | 165.7077 | 4278.4139 | 3034.3919 | 1244.022 |
Avg Daily Profit (%) | 0.4964 | 0.4076 | 0.0888 | 0.2027 | 0.1847 | 0.1393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162498 | -84973 | -156786 | -5703124 | -5081941 | -1684114 |
Profit Factor | 2.0225 | 2.6882 | 1.3639 | 1.3678 | 1.3686 | 1.3659 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 49.4118 | 45.8824 | 52.9412 | 49.4118 | 45.8824 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.0707 | 3.1707 | 1.2123 | 1.4004 | 1.6143 | 1.2141 |
Largest Winning Trade | 386024 | 386024 | 47728 | 5914366 | 5914366 | 1109809 |
Largest Losing Trade | -40490 | -39345 | -40490 | -2197807 | -2197807 | -686952 |
Avg Bars in Trades | 62 | 80 | 43 | 62 | 80 | 43 |
Avg Bars in Winners | 82 | 109 | 58 | 82 | 109 | 58 |
Avg Bars in Losers | 42 | 55 | 27 | 42 | 55 | 27 |
Bars Traded | 10567 | 6829 | 3738 | 10567 | 6829 | 3738 |
Profit Streak | 0 | 0 | 140.3308 | 0 | 0 | 140.3308 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542739 | 468437 | -72943 | 331950 | 273373 | -5152 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11199, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599710400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758858979832, "expiration_time": 1763553168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 157, "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": [ [ 926444.8337590554, 760737.16246726, 165707.6712917953, 4278413.850893306, 3034391.8869424183, 1244021.9639508878 ], [ 926.444834, 760.737162, 165.707671, 4278.413851, 3034.391887, 1244.021964 ], [ 0.496354, 0.407574, 0.08878, 0.202684, 0.184742, 0.139301 ], [ 10, 10, 10, 10, 10, 10 ], [ -162498, -84973, -156786, -5703124, -5081941, -1684114 ], [ 2.022522, 2.688184, 1.363861, 1.36784, 1.368635, 1.365915 ], [ 170, 85, 85, 170, 85, 85 ], [ 84, 39, 45, 84, 39, 45 ], [ 86, 46, 40, 86, 46, 40 ], [ 49.411765, 45.882353, 52.941176, 49.411765, 45.882353, 52.941176 ], [ 2.070677, 3.170679, 1.212321, 1.400408, 1.614288, 1.214147 ], [ 386024, 386024, 47728, 5914366, 5914366, 1109809 ], [ -40490, -39345, -40490, -2197807, -2197807, -686952 ], [ 62, 80, 43, 62, 80, 43 ], [ 82, 109, 58, 82, 109, 58 ], [ 42, 55, 27, 42, 55, 27 ], [ 10567, 6829, 3738, 10567, 6829, 3738 ], [ 0, 0, 140.330785, 0, 0, 140.330785 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 542739, 468437, -72943, 331950, 273373, -5152 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11199, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599710400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758858979832, "expiration_time": 1763553168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 157, "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) |
---|