Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457806.8149 | 442889.7993 | 14917.0156 | -69982.7053 | -27292.6013 | -42690.104 |
Total P&L (%) | 457.8068 | 442.8898 | 14.917 | -69.9827 | -27.2926 | -42.6901 |
Avg Daily Profit (%) | 0.2442 | 0.2362 | 0.008 | -0.0642 | -0.017 | -0.0297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189194 | -104910 | -205135 | -111365 | -60872 | -64884 |
Profit Factor | 1.3641 | 1.728 | 1.023 | 0.7356 | 0.7811 | 0.6952 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 50 | 46.3636 | 53.6364 | 50 | 46.3636 | 53.6364 |
Ratio Avg Win / Avg Loss | 1.3641 | 1.9991 | 0.8843 | 0.7356 | 0.9036 | 0.6009 |
Largest Winning Trade | 301287 | 301287 | 76559 | 21505 | 13180 | 21505 |
Largest Losing Trade | -65038 | -65038 | -57875 | -52255 | -52255 | -35395 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 7385 | 3352 | 4034 | 7385 | 3352 | 4034 |
Profit Streak | 0 | 0 | 52.1169 | 0 | 0 | 52.1169 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346521 | 343090 | -391140 | -579626 | -582453 | -580004 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7500, "evaluation_days": 1875, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598529600000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759438101661, "expiration_time": 1764288000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 51, "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": [ [ 457806.8148748295, 442889.7992951164, 14917.015579713, -69982.705325351, -27292.6012838717, -42690.1040414793 ], [ 457.806815, 442.889799, 14.917016, -69.982705, -27.292601, -42.690104 ], [ 0.244164, 0.236208, 0.007956, -0.064161, -0.016997, -0.029686 ], [ 10, 10, 10, 10, 10, 10 ], [ -189194, -104910, -205135, -111365, -60872, -64884 ], [ 1.364099, 1.728024, 1.022984, 0.735643, 0.781085, 0.695191 ], [ 220, 110, 110, 220, 110, 110 ], [ 110, 51, 59, 110, 51, 59 ], [ 110, 59, 51, 110, 59, 51 ], [ 50, 46.363636, 53.636364, 50, 46.363636, 53.636364 ], [ 1.364099, 1.999087, 0.884274, 0.735643, 0.903609, 0.600928 ], [ 301287, 301287, 76559, 21505, 13180, 21505 ], [ -65038, -65038, -57875, -52255, -52255, -35395 ], [ 33, 30, 36, 33, 30, 36 ], [ 44, 42, 45, 44, 42, 45 ], [ 23, 20, 26, 23, 20, 26 ], [ 7385, 3352, 4034, 7385, 3352, 4034 ], [ 0, 0, 52.116917, 0, 0, 52.116917 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346521, 343090, -391140, -579626, -582453, -580004 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7500, "evaluation_days": 1875, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598529600000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759438101661, "expiration_time": 1764288000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 51, "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) |
---|