Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158178.861 | 161342.0421 | -3163.1811 | 34562.2913 | 36313.4346 | -1751.1433 |
Total P&L (%) | 158.1789 | 161.342 | -3.1632 | 34.5623 | 36.3134 | -1.7511 |
Avg Daily Profit (%) | 0.1519 | 0.1549 | -0.003 | 0.0285 | 0.0297 | -0.0017 |
Buy And Hold Return (%) | 10.3583 | 10.3583 | 10.3583 | 10.3583 | 10.3583 | 10.3583 |
Max Trade Drawdown | -91426 | -82766 | -31683 | -92184 | -94420 | -34398 |
Profit Factor | 1.4968 | 1.7155 | 0.966 | 1.104 | 1.1476 | 0.9797 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 58.4615 | 59.375 | 57.5758 | 58.4615 | 59.375 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.0635 | 1.1737 | 0.7118 | 0.7844 | 0.7852 | 0.7219 |
Largest Winning Trade | 118356 | 118356 | 11732 | 68821 | 68821 | 14896 |
Largest Losing Trade | -51105 | -51105 | -19617 | -72501 | -72501 | -21911 |
Avg Bars in Trades | 358 | 690 | 36 | 358 | 690 | 36 |
Avg Bars in Winners | 218 | 399 | 36 | 218 | 399 | 36 |
Avg Bars in Losers | 555 | 1115 | 36 | 555 | 1115 | 36 |
Bars Traded | 23301 | 22099 | 1202 | 23301 | 22099 | 1202 |
Profit Streak | 0 | 183.7267 | 0 | 0 | 183.7267 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126407 | 431885 | -579820 | -400297 | -213000 | -579820 |
{ "trading_pair": "CRV_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669190400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758831991030, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 90, "offset": 0, "std": 2.34998 } }, "second_band": { "type": "rma", "factors": { "length": 129, "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": [ [ 158178.8609692474, 161342.0420976661, -3163.1811284187, 34562.2913328921, 36313.4345879102, -1751.1432550181 ], [ 158.178861, 161.342042, -3.163181, 34.562291, 36.313435, -1.751143 ], [ 0.151859, 0.154895, -0.003037, 0.028504, 0.029745, -0.001696 ], [ 10.358255, 10.358255, 10.358255, 10.358255, 10.358255, 10.358255 ], [ -91426, -82766, -31683, -92184, -94420, -34398 ], [ 1.496767, 1.71545, 0.965953, 1.104011, 1.147618, 0.979709 ], [ 65, 32, 33, 65, 32, 33 ], [ 38, 19, 19, 38, 19, 19 ], [ 27, 13, 14, 27, 13, 14 ], [ 58.461538, 59.375, 57.575758, 58.461538, 59.375, 57.575758 ], [ 1.063492, 1.173729, 0.711755, 0.784429, 0.785213, 0.721891 ], [ 118356, 118356, 11732, 68821, 68821, 14896 ], [ -51105, -51105, -19617, -72501, -72501, -21911 ], [ 358, 690, 36, 358, 690, 36 ], [ 218, 399, 36, 218, 399, 36 ], [ 555, 1115, 36, 555, 1115, 36 ], [ 23301, 22099, 1202, 23301, 22099, 1202 ], [ 0, 183.726748, 0, 0, 183.726748, 0 ], [ 0, 6, 0, 0, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -126407, 431885, -579820, -400297, -213000, -579820 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669190400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758831991030, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 90, "offset": 0, "std": 2.34998 } }, "second_band": { "type": "rma", "factors": { "length": 129, "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) |
---|