Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660054.316 | 698224.466 | -38170.15 | -2377.7446 | 377486.4214 | -379864.166 |
Total P&L (%) | 660.0543 | 698.2245 | -38.1702 | -2.3777 | 377.4864 | -379.8642 |
Avg Daily Profit (%) | 0.3525 | 0.3729 | -0.0204 | -0.0013 | 0.0835 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -357059 | -208564 | -177110 | -623360 | -222323 | -249230 |
Profit Factor | 2.0025 | 3.0365 | 0.879 | 0.9966 | 2.5342 | 0.1742 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 34.9206 | 31.25 | 38.7097 | 34.9206 | 31.25 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.7319 | 6.6804 | 1.3918 | 1.8574 | 5.5752 | 0.2759 |
Largest Winning Trade | 529598 | 529598 | 50558 | 529598 | 529598 | 38001 |
Largest Losing Trade | -48106 | -45066 | -48106 | -190142 | -90976 | -190142 |
Avg Bars in Trades | 83 | 96 | 69 | 83 | 96 | 69 |
Avg Bars in Winners | 145 | 177 | 119 | 145 | 177 | 119 |
Avg Bars in Losers | 49 | 60 | 37 | 49 | 60 | 37 |
Bars Traded | 5250 | 3096 | 2154 | 5250 | 3096 | 2154 |
Profit Streak | 327.4421 | 330.4421 | 327.4421 | 327.4421 | 330.4421 | 327.4421 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142609 | 336126 | -582575 | -733756 | -82577 | -584242 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5617, "evaluation_days": 1872.33, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601049600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759199800843, "expiration_time": 1764043488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 30, "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": [ [ 660054.3159966802, 698224.4659587218, -38170.1499620415, -2377.7446389795, 377486.4213754312, -379864.1660144108 ], [ 660.054316, 698.224466, -38.17015, -2.377745, 377.486421, -379.864166 ], [ 0.352531, 0.372917, -0.020386, -0.001285, 0.083533, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -357059, -208564, -177110, -623360, -222323, -249230 ], [ 2.002474, 3.036525, 0.879046, 0.996632, 2.534166, 0.174235 ], [ 63, 32, 31, 63, 32, 31 ], [ 22, 10, 12, 22, 10, 12 ], [ 41, 22, 19, 41, 22, 19 ], [ 34.920635, 31.25, 38.709677, 34.920635, 31.25, 38.709677 ], [ 3.731883, 6.680355, 1.391822, 1.85736, 5.575164, 0.275872 ], [ 529598, 529598, 50558, 529598, 529598, 38001 ], [ -48106, -45066, -48106, -190142, -90976, -190142 ], [ 83, 96, 69, 83, 96, 69 ], [ 145, 177, 119, 145, 177, 119 ], [ 49, 60, 37, 49, 60, 37 ], [ 5250, 3096, 2154, 5250, 3096, 2154 ], [ 327.442139, 330.442139, 327.442139, 327.442139, 330.442139, 327.442139 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142609, 336126, -582575, -733756, -82577, -584242 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5617, "evaluation_days": 1872.33, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601049600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759199800843, "expiration_time": 1764043488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 30, "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) |
---|