Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439889.474 | 467191.5657 | -27302.0917 | -77826.8146 | -76399.6037 | -1427.2109 |
Total P&L (%) | 439.8895 | 467.1916 | -27.3021 | -77.8268 | -76.3996 | -1.4272 |
Avg Daily Profit (%) | 0.2343 | 0.2488 | -0.0145 | -0.0802 | -0.0769 | -0.0008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -351447 | -150982 | -329787 | -143016 | -78371 | -88175 |
Profit Factor | 1.3134 | 1.6891 | 0.9624 | 0.6473 | 0.3571 | 0.986 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 98 | 41 | 57 | 98 | 41 | 57 |
Losing Trades | 111 | 63 | 48 | 111 | 63 | 48 |
Profitability (%) | 46.89 | 39.4231 | 54.2857 | 46.89 | 39.4231 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.4876 | 2.5954 | 0.8104 | 0.7332 | 0.5487 | 0.8303 |
Largest Winning Trade | 312831 | 312831 | 42755 | 37863 | 10241 | 37863 |
Largest Losing Trade | -41924 | -39375 | -41924 | -33950 | -33950 | -26912 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 44 | 49 | 40 | 44 | 49 | 40 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 7409 | 3818 | 3591 | 7409 | 3818 | 3591 |
Profit Streak | 26.565 | 34.815 | 26.565 | 26.565 | 34.815 | 26.565 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323294 | 266044 | -579955 | -579876 | -584626 | -579955 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7511, "evaluation_days": 1877.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599026400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759671214471, "expiration_time": 1764532728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 37, "offset": 37 } }, "second_band": { "type": "swma", "factors": { "length": 49, "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": [ [ 439889.47401848, 467191.5657024023, -27302.091683922, -77826.8145962695, -76399.6036730829, -1427.2109231867 ], [ 439.889474, 467.191566, -27.302092, -77.826815, -76.399604, -1.427211 ], [ 0.234264, 0.248804, -0.01454, -0.080185, -0.076866, -0.000766 ], [ 10, 10, 10, 10, 10, 10 ], [ -351447, -150982, -329787, -143016, -78371, -88175 ], [ 1.313353, 1.689054, 0.962383, 0.647291, 0.357083, 0.985983 ], [ 209, 104, 105, 209, 104, 105 ], [ 98, 41, 57, 98, 41, 57 ], [ 111, 63, 48, 111, 63, 48 ], [ 46.889952, 39.423077, 54.285714, 46.889952, 39.423077, 54.285714 ], [ 1.487573, 2.595375, 0.810428, 0.733157, 0.548689, 0.830302 ], [ 312831, 312831, 42755, 37863, 10241, 37863 ], [ -41924, -39375, -41924, -33950, -33950, -26912 ], [ 35, 36, 34, 35, 36, 34 ], [ 44, 49, 40, 44, 49, 40 ], [ 27, 28, 26, 27, 28, 26 ], [ 7409, 3818, 3591, 7409, 3818, 3591 ], [ 26.564982, 34.814982, 26.564982, 26.564982, 34.814982, 26.564982 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323294, 266044, -579955, -579876, -584626, -579955 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7511, "evaluation_days": 1877.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599026400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759671214471, "expiration_time": 1764532728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 37, "offset": 37 } }, "second_band": { "type": "swma", "factors": { "length": 49, "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) |
---|