Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653628.5583 | 603297.5844 | 50330.9739 | 220516.1785 | 560782.3629 | -340266.1844 |
Total P&L (%) | 653.6286 | 603.2976 | 50.331 | 220.5162 | 560.7824 | -340.2662 |
Avg Daily Profit (%) | 0.3488 | 0.322 | 0.0269 | 0.0622 | 0.1008 | 0 |
Buy And Hold Return (%) | 45.9514 | 45.9514 | 45.9514 | 45.9514 | 45.9514 | 45.9514 |
Max Trade Drawdown | -143729 | -100197 | -127336 | -874306 | -461821 | -761193 |
Profit Factor | 2.0973 | 2.9746 | 1.1735 | 1.0885 | 1.4848 | 0.7453 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 53.7313 | 57.5758 | 50 | 53.7313 | 57.5758 | 50 |
Ratio Avg Win / Avg Loss | 1.806 | 2.1918 | 1.1735 | 0.9373 | 1.0941 | 0.7453 |
Largest Winning Trade | 375403 | 375403 | 52132 | 446512 | 446512 | 261963 |
Largest Losing Trade | -60044 | -52216 | -60044 | -523481 | -256154 | -523481 |
Avg Bars in Trades | 78 | 95 | 61 | 78 | 95 | 61 |
Avg Bars in Winners | 82 | 89 | 74 | 82 | 89 | 74 |
Avg Bars in Losers | 73 | 103 | 48 | 73 | 103 | 48 |
Bars Traded | 5237 | 3146 | 2091 | 5237 | 3146 | 2091 |
Profit Streak | 112.2752 | 179.6085 | 112.2752 | 112.2752 | 179.6085 | 112.2752 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106260 | 586923 | -322285 | -355851 | -55195 | -580232 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5621, "evaluation_days": 1873.67, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759329376326, "expiration_time": 1764162144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "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": [ [ 653628.5583090996, 603297.5843933946, 50330.9739157052, 220516.178539854, 560782.3628984862, -340266.1843586323 ], [ 653.628558, 603.297584, 50.330974, 220.516179, 560.782363, -340.266184 ], [ 0.348849, 0.321987, 0.026862, 0.062184, 0.100829, 0 ], [ 45.951417, 45.951417, 45.951417, 45.951417, 45.951417, 45.951417 ], [ -143729, -100197, -127336, -874306, -461821, -761193 ], [ 2.097295, 2.97463, 1.173466, 1.088461, 1.484804, 0.745324 ], [ 67, 33, 34, 67, 33, 34 ], [ 36, 19, 17, 36, 19, 17 ], [ 31, 14, 17, 31, 14, 17 ], [ 53.731343, 57.575758, 50, 53.731343, 57.575758, 50 ], [ 1.806004, 2.191832, 1.173466, 0.937286, 1.094066, 0.745324 ], [ 375403, 375403, 52132, 446512, 446512, 261963 ], [ -60044, -52216, -60044, -523481, -256154, -523481 ], [ 78, 95, 61, 78, 95, 61 ], [ 82, 89, 74, 82, 89, 74 ], [ 73, 103, 48, 73, 103, 48 ], [ 5237, 3146, 2091, 5237, 3146, 2091 ], [ 112.275189, 179.608522, 112.275189, 112.275189, 179.608522, 112.275189 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106260, 586923, -322285, -355851, -55195, -580232 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5621, "evaluation_days": 1873.67, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759329376326, "expiration_time": 1764162144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "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) |
---|