Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866064.6126 | 704043.514 | 162021.0986 | 2604211.1726 | 1611004.4448 | 993206.7277 |
Total P&L (%) | 866.0646 | 704.0435 | 162.0211 | 2604.2112 | 1611.0044 | 993.2067 |
Avg Daily Profit (%) | 0.4626 | 0.3761 | 0.0866 | 0.1763 | 0.1518 | 0.1278 |
Buy And Hold Return (%) | 93.2303 | 93.2303 | 93.2303 | 93.2303 | 93.2303 | 93.2303 |
Max Trade Drawdown | -140129 | -126357 | -123892 | -369169 | -200443 | -309807 |
Profit Factor | 2.0428 | 2.642 | 1.4033 | 2.6397 | 3.1986 | 2.161 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 54.1126 | 52.1739 | 56.0345 | 54.1126 | 52.1739 | 56.0345 |
Ratio Avg Win / Avg Loss | 1.7323 | 2.4218 | 1.101 | 2.2385 | 2.9321 | 1.6955 |
Largest Winning Trade | 305878 | 305878 | 39109 | 502482 | 502482 | 311590 |
Largest Losing Trade | -56077 | -56077 | -45165 | -131243 | -131243 | -117919 |
Avg Bars in Trades | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Winners | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Losers | 18 | 21 | 15 | 18 | 21 | 15 |
Bars Traded | 5236 | 3006 | 2230 | 5236 | 3006 | 2230 |
Profit Streak | 6.7814 | 0 | 10.1147 | 6.7814 | 0 | 10.1147 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607379 | 536153 | -83411 | 560745 | 505812 | -15905 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 95 } }, "second_band": { "type": "vwma", "factors": { "length": 242, "offset": 0 } } }
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{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5616, "evaluation_days": 1872, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1604390400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759171509966, "expiration_time": 1764013824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 95 } }, "second_band": { "type": "vwma", "factors": { "length": 242, "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) |
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