Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499575.5961 | 446564.1341 | 53011.462 | -63013.3511 | 49849.6966 | -112863.0477 |
Total P&L (%) | 499.5756 | 446.5641 | 53.0115 | -63.0134 | 49.8497 | -112.863 |
Avg Daily Profit (%) | 0.2676 | 0.2392 | 0.0284 | -0.0533 | 0.0217 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274005 | -160358 | -188110 | -307940 | -191363 | -187276 |
Profit Factor | 1.2778 | 1.4847 | 1.0605 | 0.9317 | 1.1138 | 0.767 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 220 | 108 | 112 | 220 | 108 | 112 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 61.1111 | 60 | 62.2222 | 61.1111 | 60 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.8131 | 0.9898 | 0.6438 | 0.5929 | 0.7425 | 0.4657 |
Largest Winning Trade | 205709 | 205709 | 39870 | 48057 | 48057 | 32944 |
Largest Losing Trade | -65548 | -44442 | -65548 | -126228 | -126228 | -78864 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 7378 | 3777 | 3600 | 7378 | 3777 | 3600 |
Profit Streak | 17.3185 | 17.3185 | 74.0685 | 17.3185 | 17.3185 | 74.0685 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416107 | 361148 | -308048 | -575699 | -259754 | -577056 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7467, "evaluation_days": 1866.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598594400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758785922050, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 54, "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": [ [ 499575.5961249896, 446564.1341113383, 53011.4620136515, -63013.3511479568, 49849.6965917586, -112863.0477397155 ], [ 499.575596, 446.564134, 53.011462, -63.013351, 49.849697, -112.863048 ], [ 0.267618, 0.23922, 0.028398, -0.053266, 0.021669, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -274005, -160358, -188110, -307940, -191363, -187276 ], [ 1.277802, 1.484654, 1.060453, 0.931696, 1.113791, 0.767031 ], [ 360, 180, 180, 360, 180, 180 ], [ 220, 108, 112, 220, 108, 112 ], [ 140, 72, 68, 140, 72, 68 ], [ 61.111111, 60, 62.222222, 61.111111, 60, 62.222222 ], [ 0.813147, 0.989769, 0.643846, 0.592897, 0.742527, 0.465697 ], [ 205709, 205709, 39870, 48057, 48057, 32944 ], [ -65548, -44442, -65548, -126228, -126228, -78864 ], [ 20, 20, 20, 20, 20, 20 ], [ 16, 16, 16, 16, 16, 16 ], [ 26, 27, 25, 26, 27, 25 ], [ 7378, 3777, 3600, 7378, 3777, 3600 ], [ 17.318542, 17.318542, 74.068542, 17.318542, 17.318542, 74.068542 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 416107, 361148, -308048, -575699, -259754, -577056 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7467, "evaluation_days": 1866.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598594400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758785922050, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 54, "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) |
---|