Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211592.5393 | 298685.0585 | -87092.5192 | -98754.4772 | -32718.4472 | -66036.03 |
Total P&L (%) | 211.5925 | 298.6851 | -87.0925 | -98.7545 | -32.7184 | -66.036 |
Avg Daily Profit (%) | 0.113 | 0.1595 | -0.0465 | -0.2339 | -0.0212 | -0.0576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272589 | -148761 | -289393 | -41157 | -35050 | -36001 |
Profit Factor | 1.0774 | 1.2224 | 0.9373 | 0.4255 | 0.4171 | 0.4296 |
Total Trades | 714 | 357 | 357 | 714 | 357 | 357 |
Winning Trades | 361 | 172 | 189 | 361 | 172 | 189 |
Losing Trades | 353 | 185 | 168 | 353 | 185 | 168 |
Profitability (%) | 50.5602 | 48.1793 | 52.9412 | 50.5602 | 48.1793 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.0536 | 1.3148 | 0.8332 | 0.4161 | 0.4486 | 0.3819 |
Largest Winning Trade | 139424 | 139424 | 47096 | 13224 | 9821 | 13224 |
Largest Losing Trade | -82800 | -39293 | -82800 | -65166 | -9488 | -65166 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 4 | 4 | 5 | 4 | 4 | 5 |
Bars Traded | 3719 | 1885 | 1834 | 3719 | 1885 | 1834 |
Profit Streak | 3.8995 | 4.8995 | 0 | 3.8995 | 4.8995 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173758 | 301954 | -578808 | -577010 | -579274 | -578808 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 3 } }, "second_band": { "type": "jma", "factors": { "length": 22, "offset": 0 } } }
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{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3746, "evaluation_days": 1873, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598356800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759268119510, "expiration_time": 1764088416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 3 } }, "second_band": { "type": "jma", "factors": { "length": 22, "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) |
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