Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400423.0946 | 446857.5718 | -46434.4773 | -65231.2482 | 54849.3361 | -120080.5844 |
Total P&L (%) | 400.4231 | 446.8576 | -46.4345 | -65.2312 | 54.8493 | -120.0806 |
Avg Daily Profit (%) | 0.2133 | 0.2381 | -0.0247 | -0.0563 | 0.0233 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134033 | -94704 | -152635 | -126918 | -60741 | -147608 |
Profit Factor | 1.4737 | 2.1456 | 0.898 | 0.881 | 1.2359 | 0.6193 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 44.3299 | 43.75 | 44.898 | 44.3299 | 43.75 | 44.898 |
Ratio Avg Win / Avg Loss | 1.8507 | 2.7586 | 1.1021 | 1.1063 | 1.589 | 0.7601 |
Largest Winning Trade | 347674 | 347674 | 55030 | 76639 | 76639 | 41216 |
Largest Losing Trade | -66419 | -45443 | -66419 | -75318 | -50398 | -75318 |
Avg Bars in Trades | 36 | 47 | 26 | 36 | 47 | 26 |
Avg Bars in Winners | 46 | 58 | 35 | 46 | 58 | 35 |
Avg Bars in Losers | 28 | 38 | 18 | 28 | 38 | 18 |
Bars Traded | 3544 | 2257 | 1287 | 3544 | 2257 | 1287 |
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 | 289614 | 348687 | -580721 | -581057 | -164288 | -582388 |
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3754, "evaluation_days": 1877, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1600646400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759592332912, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 75, "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": [ [ 400423.0945549305, 446857.5718432448, -46434.4772883143, -65231.2482472552, 54849.3361115591, -120080.5843588144 ], [ 400.423095, 446.857572, -46.434477, -65.231248, 54.849336, -120.080584 ], [ 0.213331, 0.23807, -0.024739, -0.056268, 0.0233, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -134033, -94704, -152635, -126918, -60741, -147608 ], [ 1.473694, 2.145578, 0.898002, 0.88095, 1.235906, 0.619306 ], [ 97, 48, 49, 97, 48, 49 ], [ 43, 21, 22, 43, 21, 22 ], [ 54, 27, 27, 54, 27, 27 ], [ 44.329897, 43.75, 44.897959, 44.329897, 43.75, 44.897959 ], [ 1.850685, 2.7586, 1.102093, 1.106309, 1.589023, 0.760058 ], [ 347674, 347674, 55030, 76639, 76639, 41216 ], [ -66419, -45443, -66419, -75318, -50398, -75318 ], [ 36, 47, 26, 36, 47, 26 ], [ 46, 58, 35, 46, 58, 35 ], [ 28, 38, 18, 28, 38, 18 ], [ 3544, 2257, 1287, 3544, 2257, 1287 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 289614, 348687, -580721, -581057, -164288, -582388 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3754, "evaluation_days": 1877, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1600646400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759592332912, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 75, "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) |
---|