Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293992.3621 | 236701.3635 | 57290.9986 | 156486.4715 | 402841.1584 | -246354.6869 |
Total P&L (%) | 293.9924 | 236.7014 | 57.291 | 156.4865 | 402.8412 | -246.3547 |
Avg Daily Profit (%) | 0.1574 | 0.1267 | 0.0307 | 0.0504 | 0.0865 | 0 |
Buy And Hold Return (%) | 12.6372 | 12.6372 | 12.6372 | 12.6372 | 12.6372 | 12.6372 |
Max Trade Drawdown | -130301 | -44736 | -106497 | -380247 | -117048 | -302298 |
Profit Factor | 1.6349 | 2.5658 | 1.1837 | 1.1069 | 1.8852 | 0.7558 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 52.809 | 48.8889 | 56.8182 | 52.809 | 48.8889 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.461 | 2.6824 | 0.8996 | 0.9891 | 1.9709 | 0.5744 |
Largest Winning Trade | 140859 | 140859 | 72333 | 242129 | 242129 | 114592 |
Largest Losing Trade | -48041 | -20601 | -48041 | -239167 | -92347 | -239167 |
Avg Bars in Trades | 56 | 20 | 92 | 56 | 20 | 92 |
Avg Bars in Winners | 76 | 22 | 123 | 76 | 22 | 123 |
Avg Bars in Losers | 34 | 18 | 52 | 34 | 18 | 52 |
Bars Traded | 5015 | 930 | 4085 | 5015 | 930 | 4085 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354351 | -19050 | -172844 | -229563 | -73984 | -579835 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5604, "evaluation_days": 1868, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758849794169, "expiration_time": 1763657856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 166, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 293992.3620799883, 236701.3634792641, 57290.9986007239, 156486.4715309698, 402841.1583912604, -246354.6868602908 ], [ 293.992362, 236.701363, 57.290999, 156.486472, 402.841158, -246.354687 ], [ 0.157383, 0.126714, 0.03067, 0.050436, 0.086499, 0 ], [ 12.637168, 12.637168, 12.637168, 12.637168, 12.637168, 12.637168 ], [ -130301, -44736, -106497, -380247, -117048, -302298 ], [ 1.634912, 2.565814, 1.183698, 1.106897, 1.885161, 0.755793 ], [ 89, 45, 44, 89, 45, 44 ], [ 47, 22, 25, 47, 22, 25 ], [ 42, 23, 19, 42, 23, 19 ], [ 52.808989, 48.888889, 56.818182, 52.808989, 48.888889, 56.818182 ], [ 1.460986, 2.682442, 0.899611, 0.989142, 1.97085, 0.574402 ], [ 140859, 140859, 72333, 242129, 242129, 114592 ], [ -48041, -20601, -48041, -239167, -92347, -239167 ], [ 56, 20, 92, 56, 20, 92 ], [ 76, 22, 123, 76, 22, 123 ], [ 34, 18, 52, 34, 18, 52 ], [ 5015, 930, 4085, 5015, 930, 4085 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354351, -19050, -172844, -229563, -73984, -579835 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5604, "evaluation_days": 1868, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758849794169, "expiration_time": 1763657856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 166, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|