Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491310.5997 | 448974.6125 | 42335.9872 | 183480.7443 | 350086.7486 | -166606.0043 |
Total P&L (%) | 491.3106 | 448.9746 | 42.336 | 183.4807 | 350.0867 | -166.606 |
Avg Daily Profit (%) | 0.2632 | 0.2405 | 0.0227 | 0.0558 | 0.0806 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111105 | -78692 | -79323 | -265021 | -133467 | -272817 |
Profit Factor | 1.4844 | 1.8954 | 1.0825 | 1.1221 | 1.4842 | 0.7864 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 43.6464 | 40.6593 | 46.6667 | 43.6464 | 40.6593 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.9166 | 2.7663 | 1.2372 | 1.4487 | 2.1662 | 0.8988 |
Largest Winning Trade | 212808 | 212808 | 43218 | 361976 | 361976 | 115415 |
Largest Losing Trade | -59724 | -32131 | -59724 | -83310 | -83310 | -78800 |
Avg Bars in Trades | 39 | 35 | 42 | 39 | 35 | 42 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 24 | 20 | 27 | 24 | 20 | 27 |
Bars Traded | 7107 | 3260 | 3846 | 7107 | 3260 | 3846 |
Profit Streak | 0 | 0 | 43.8385 | 0 | 0 | 43.8385 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322563 | 274400 | -294929 | -206134 | -86942 | -581400 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7467, "evaluation_days": 1866.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598896800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852448354, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 46, "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": [ [ 491310.5997273456, 448974.6125241163, 42335.9872032294, 183480.7442622275, 350086.748567419, -166606.0043051912 ], [ 491.3106, 448.974613, 42.335987, 183.480744, 350.086749, -166.606004 ], [ 0.26319, 0.240511, 0.022679, 0.055833, 0.080615, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -111105, -78692, -79323, -265021, -133467, -272817 ], [ 1.484399, 1.895434, 1.082548, 1.122071, 1.484238, 0.786432 ], [ 181, 91, 90, 181, 91, 90 ], [ 79, 37, 42, 79, 37, 42 ], [ 102, 54, 48, 102, 54, 48 ], [ 43.646409, 40.659341, 46.666667, 43.646409, 40.659341, 46.666667 ], [ 1.916565, 2.76631, 1.237198, 1.448749, 2.166186, 0.898779 ], [ 212808, 212808, 43218, 361976, 361976, 115415 ], [ -59724, -32131, -59724, -83310, -83310, -78800 ], [ 39, 35, 42, 39, 35, 42 ], [ 58, 57, 59, 58, 57, 59 ], [ 24, 20, 27, 24, 20, 27 ], [ 7107, 3260, 3846, 7107, 3260, 3846 ], [ 0, 0, 43.838522, 0, 0, 43.838523 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322563, 274400, -294929, -206134, -86942, -581400 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7467, "evaluation_days": 1866.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598896800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852448354, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 46, "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) |
---|