Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627945.5272 | 555401.477 | 72544.0502 | 249601.1628 | 977991.006 | -728389.8432 |
Total P&L (%) | 627.9455 | 555.4015 | 72.5441 | 249.6012 | 977.991 | -728.3898 |
Avg Daily Profit (%) | 0.3351 | 0.2964 | 0.0387 | 0.0668 | 0.127 | 0 |
Buy And Hold Return (%) | 60.7399 | 60.7399 | 60.7399 | 60.7399 | 60.7399 | 60.7399 |
Max Trade Drawdown | -121802 | -128301 | -125121 | -1128709 | -484497 | -1107317 |
Profit Factor | 2.2949 | 3.7453 | 1.2567 | 1.0858 | 2.0138 | 0.6252 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 69.4444 | 66.6667 | 72.2222 | 69.4444 | 66.6667 | 72.2222 |
Ratio Avg Win / Avg Loss | 1.0098 | 1.8726 | 0.4833 | 0.4778 | 1.0069 | 0.2405 |
Largest Winning Trade | 306614 | 306614 | 43324 | 571672 | 571672 | 222566 |
Largest Losing Trade | -82195 | -74056 | -82195 | -1005221 | -403144 | -1005221 |
Avg Bars in Trades | 73 | 110 | 37 | 73 | 110 | 37 |
Avg Bars in Winners | 47 | 65 | 29 | 47 | 65 | 29 |
Avg Bars in Losers | 134 | 199 | 57 | 134 | 199 | 57 |
Bars Traded | 5325 | 3967 | 1358 | 5325 | 3967 | 1358 |
Profit Streak | 114.1282 | 114.4615 | 114.1282 | 114.1282 | 114.4615 | 114.1282 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67570 | 664504 | -244904 | -313639 | -17645 | -577336 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5621, "evaluation_days": 1873.67, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1603987200000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759316675370, "expiration_time": 1764162144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 228, "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": [ [ 627945.5272064187, 555401.4769997912, 72544.0502066273, 249601.1628442315, 977991.006031329, -728389.8431870972 ], [ 627.945527, 555.401477, 72.54405, 249.601163, 977.991006, -728.389843 ], [ 0.335142, 0.296424, 0.038718, 0.066823, 0.12698, 0 ], [ 60.73991, 60.73991, 60.73991, 60.73991, 60.73991, 60.73991 ], [ -121802, -128301, -125121, -1128709, -484497, -1107317 ], [ 2.29489, 3.745282, 1.256675, 1.085827, 2.013756, 0.625215 ], [ 72, 36, 36, 72, 36, 36 ], [ 50, 24, 26, 50, 24, 26 ], [ 22, 12, 10, 22, 12, 10 ], [ 69.444444, 66.666667, 72.222222, 69.444444, 66.666667, 72.222222 ], [ 1.009751, 1.872641, 0.483336, 0.477764, 1.006878, 0.240467 ], [ 306614, 306614, 43324, 571672, 571672, 222566 ], [ -82195, -74056, -82195, -1005221, -403144, -1005221 ], [ 73, 110, 37, 73, 110, 37 ], [ 47, 65, 29, 47, 65, 29 ], [ 134, 199, 57, 134, 199, 57 ], [ 5325, 3967, 1358, 5325, 3967, 1358 ], [ 114.128187, 114.46152, 114.128187, 114.128187, 114.46152, 114.128187 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -67570, 664504, -244904, -313639, -17645, -577336 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5621, "evaluation_days": 1873.67, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1603987200000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759316675370, "expiration_time": 1764162144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 228, "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) |
---|