Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257760.5666 | 359467.5141 | -101706.9476 | -95923.5421 | 87990.888 | -183914.4301 |
Total P&L (%) | 257.7606 | 359.4675 | -101.7069 | -95.9235 | 87.9909 | -183.9144 |
Avg Daily Profit (%) | 0.1373 | 0.1915 | -0.0542 | -0.1703 | 0.0336 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -409041 | -213252 | -286396 | -315684 | -111554 | -267175 |
Profit Factor | 1.2821 | 1.6611 | 0.7251 | 0.7833 | 1.5339 | 0.3378 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 42.5287 | 46.5116 | 38.6364 | 42.5287 | 46.5116 | 38.6364 |
Ratio Avg Win / Avg Loss | 1.7326 | 1.9102 | 1.1516 | 1.0585 | 1.7639 | 0.5365 |
Largest Winning Trade | 254636 | 254636 | 72435 | 208910 | 208910 | 72435 |
Largest Losing Trade | -77315 | -59262 | -77315 | -116241 | -94968 | -116241 |
Avg Bars in Trades | 127 | 201 | 55 | 127 | 201 | 55 |
Avg Bars in Winners | 180 | 276 | 67 | 180 | 276 | 67 |
Avg Bars in Losers | 88 | 135 | 47 | 88 | 135 | 47 |
Bars Traded | 11085 | 8653 | 2432 | 11085 | 8653 | 2432 |
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 | -11341 | 337986 | -583472 | -581784 | -146653 | -585138 |
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{ "first_band": { "type": "t3", "factors": { "length": 149, "offset": 0, "a": 0.77945 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 3.11584 } } }
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{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11265, "evaluation_days": 1877.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599595200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759679654595, "expiration_time": 1764532080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 149, "offset": 0, "a": 0.77945 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 3.11584 } } }
# | 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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