Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456961.384 | 554727.1845 | -97765.8005 | -90668.2173 | 232883.2315 | -323551.4488 |
Total P&L (%) | 456.9614 | 554.7272 | -97.7658 | -90.6682 | 232.8832 | -323.5514 |
Avg Daily Profit (%) | 0.2448 | 0.2972 | -0.0524 | -0.127 | 0.0644 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -436980 | -221610 | -256041 | -960436 | -475920 | -544490 |
Profit Factor | 1.307 | 1.7177 | 0.8634 | 0.9416 | 1.3624 | 0.6447 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 161 | 78 | 83 | 161 | 78 | 83 |
Losing Trades | 174 | 89 | 85 | 174 | 89 | 85 |
Profitability (%) | 48.0597 | 46.7066 | 49.4048 | 48.0597 | 46.7066 | 49.4048 |
Ratio Avg Win / Avg Loss | 1.4126 | 1.96 | 0.8842 | 1.0177 | 1.5545 | 0.6602 |
Largest Winning Trade | 263318 | 263318 | 40499 | 358725 | 358725 | 170642 |
Largest Losing Trade | -79513 | -45801 | -79513 | -308893 | -247215 | -308893 |
Avg Bars in Trades | 21 | 24 | 17 | 21 | 24 | 17 |
Avg Bars in Winners | 24 | 29 | 19 | 24 | 29 | 19 |
Avg Bars in Losers | 18 | 21 | 15 | 18 | 21 | 15 |
Bars Traded | 7049 | 4161 | 2888 | 7049 | 4161 | 2888 |
Profit Streak | 14.3398 | 0 | 16.0898 | 14.3398 | 0 | 16.0898 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359946 | 411839 | -579829 | -577243 | -105988 | -579829 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7467, "evaluation_days": 1866.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601488800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758787755739, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 69 } }, "second_band": { "type": "vwma", "factors": { "length": 188, "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": [ [ 456961.3839882647, 554727.184458764, -97765.8004704997, -90668.2172935127, 232883.2314872827, -323551.4487807953 ], [ 456.961384, 554.727184, -97.7658, -90.668217, 232.883231, -323.551449 ], [ 0.24479, 0.297162, -0.052372, -0.126971, 0.064444, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -436980, -221610, -256041, -960436, -475920, -544490 ], [ 1.307032, 1.717748, 0.86335, 0.941627, 1.362407, 0.644708 ], [ 335, 167, 168, 335, 167, 168 ], [ 161, 78, 83, 161, 78, 83 ], [ 174, 89, 85, 174, 89, 85 ], [ 48.059701, 46.706587, 49.404762, 48.059701, 46.706587, 49.404762 ], [ 1.412568, 1.959994, 0.884154, 1.017659, 1.554541, 0.660243 ], [ 263318, 263318, 40499, 358725, 358725, 170642 ], [ -79513, -45801, -79513, -308893, -247215, -308893 ], [ 21, 24, 17, 21, 24, 17 ], [ 24, 29, 19, 24, 29, 19 ], [ 18, 21, 15, 18, 21, 15 ], [ 7049, 4161, 2888, 7049, 4161, 2888 ], [ 14.339765, 0, 16.089765, 14.339765, 0, 16.089765 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359946, 411839, -579829, -577243, -105988, -579829 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7467, "evaluation_days": 1866.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601488800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758787755739, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 69 } }, "second_band": { "type": "vwma", "factors": { "length": 188, "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) |
---|