Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509565.7853 | 455538.7142 | 54027.0712 | 14170.858 | 239383.7859 | -225212.9279 |
Total P&L (%) | 509.5658 | 455.5387 | 54.0271 | 14.1709 | 239.3838 | -225.2129 |
Avg Daily Profit (%) | 0.2713 | 0.2425 | 0.0288 | 0.0071 | 0.0651 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190327 | -115951 | -179295 | -205845 | -121518 | -320771 |
Profit Factor | 1.3896 | 1.8408 | 1.0705 | 1.0097 | 1.4402 | 0.7542 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Losing Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Profitability (%) | 50.7353 | 48.5294 | 52.9412 | 50.7353 | 48.5294 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.3493 | 1.9524 | 0.9516 | 0.9804 | 1.5274 | 0.6704 |
Largest Winning Trade | 204352 | 204352 | 82453 | 91275 | 91275 | 78446 |
Largest Losing Trade | -70729 | -35851 | -70729 | -186790 | -74351 | -186790 |
Avg Bars in Trades | 81 | 71 | 91 | 81 | 71 | 91 |
Avg Bars in Winners | 86 | 74 | 98 | 86 | 74 | 98 |
Avg Bars in Losers | 76 | 69 | 83 | 76 | 69 | 83 |
Bars Traded | 22188 | 9733 | 12455 | 22188 | 9733 | 12455 |
Profit Streak | 12.6353 | 12.6353 | 16.3853 | 12.6353 | 12.6353 | 16.3853 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427651 | 407724 | -299374 | -428335 | -104141 | -580015 |
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22541, "evaluation_days": 1878.42, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598997600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759799693499, "expiration_time": 1765637827200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 109, "offset": 105 } } }
{ "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": [ [ 509565.7853377475, 455538.7141694064, 54027.071168341, 14170.8579585832, 239383.78590508, -225212.9279464969 ], [ 509.565785, 455.538714, 54.027071, 14.170858, 239.383786, -225.212928 ], [ 0.271274, 0.242512, 0.028762, 0.007055, 0.065074, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -190327, -115951, -179295, -205845, -121518, -320771 ], [ 1.389625, 1.840818, 1.070526, 1.009705, 1.440153, 0.754232 ], [ 272, 136, 136, 272, 136, 136 ], [ 138, 66, 72, 138, 66, 72 ], [ 134, 70, 64, 134, 70, 64 ], [ 50.735294, 48.529412, 52.941176, 50.735294, 48.529412, 52.941176 ], [ 1.349346, 1.952383, 0.951579, 0.980438, 1.527435, 0.670428 ], [ 204352, 204352, 82453, 91275, 91275, 78446 ], [ -70729, -35851, -70729, -186790, -74351, -186790 ], [ 81, 71, 91, 81, 71, 91 ], [ 86, 74, 98, 86, 74, 98 ], [ 76, 69, 83, 76, 69, 83 ], [ 22188, 9733, 12455, 22188, 9733, 12455 ], [ 12.635341, 12.635341, 16.385341, 12.635341, 12.635341, 16.385341 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427651, 407724, -299374, -428335, -104141, -580015 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22541, "evaluation_days": 1878.42, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598997600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759799693499, "expiration_time": 1765637827200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 109, "offset": 105 } } }
# | 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) |
---|