Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377377.0818 | 369867.3965 | 7509.6853 | 139041.7617 | 239456.8634 | -100415.1016 |
Total P&L (%) | 377.3771 | 369.8674 | 7.5097 | 139.0418 | 239.4569 | -100.4151 |
Avg Daily Profit (%) | 0.2017 | 0.1977 | 0.004 | 0.0466 | 0.0653 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135017 | -89216 | -110781 | -193662 | -105880 | -182436 |
Profit Factor | 1.6957 | 2.79 | 1.0224 | 1.2088 | 1.9666 | 0.76 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 41.9753 | 41.4634 | 42.5 | 41.9753 | 41.4634 | 42.5 |
Ratio Avg Win / Avg Loss | 2.3441 | 3.9388 | 1.3832 | 1.6709 | 2.7764 | 1.0282 |
Largest Winning Trade | 220503 | 220503 | 60394 | 140714 | 140714 | 54647 |
Largest Losing Trade | -43911 | -19239 | -43911 | -106593 | -24664 | -106593 |
Avg Bars in Trades | 43 | 40 | 45 | 43 | 40 | 45 |
Avg Bars in Winners | 79 | 72 | 85 | 79 | 72 | 85 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 3485 | 1657 | 1828 | 3485 | 1657 | 1828 |
Profit Streak | 109.5727 | 109.5727 | 110.0727 | 109.5727 | 109.5727 | 110.0727 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7591 | 367350 | -551484 | -148490 | -104668 | -581437 |
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3742, "evaluation_days": 1871, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1600689600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759067084822, "expiration_time": 1763910432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 54 } }, "second_band": { "type": "fwma", "factors": { "length": 7, "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": [ [ 377377.0818219086, 369867.3965368176, 7509.6852850908, 139041.7617323883, 239456.8633502825, -100415.1016178943 ], [ 377.377082, 369.867397, 7.509685, 139.041762, 239.456863, -100.415102 ], [ 0.201698, 0.197684, 0.004014, 0.046589, 0.065343, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -135017, -89216, -110781, -193662, -105880, -182436 ], [ 1.695735, 2.789976, 1.022365, 1.208753, 1.966587, 0.759959 ], [ 81, 41, 40, 81, 41, 40 ], [ 34, 17, 17, 34, 17, 17 ], [ 47, 24, 23, 47, 24, 23 ], [ 41.975309, 41.463415, 42.5, 41.975309, 41.463415, 42.5 ], [ 2.344104, 3.93879, 1.383199, 1.670923, 2.776358, 1.02818 ], [ 220503, 220503, 60394, 140714, 140714, 54647 ], [ -43911, -19239, -43911, -106593, -24664, -106593 ], [ 43, 40, 45, 43, 40, 45 ], [ 79, 72, 85, 79, 72, 85 ], [ 16, 17, 15, 16, 17, 15 ], [ 3485, 1657, 1828, 3485, 1657, 1828 ], [ 109.572741, 109.572741, 110.072741, 109.572741, 109.572741, 110.072741 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -7591, 367350, -551484, -148490, -104668, -581437 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3742, "evaluation_days": 1871, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1600689600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759067084822, "expiration_time": 1763910432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 54 } }, "second_band": { "type": "fwma", "factors": { "length": 7, "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) |
---|