Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473440.7091 | 441492.9078 | 31947.8014 | -74371.2818 | 69719.0087 | -144090.2904 |
Total P&L (%) | 473.4407 | 441.4929 | 31.9478 | -74.3713 | 69.719 | -144.0903 |
Avg Daily Profit (%) | 0.2521 | 0.2351 | 0.017 | -0.0725 | 0.0282 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256727 | -117144 | -201452 | -558924 | -328032 | -234527 |
Profit Factor | 1.4737 | 1.9447 | 1.06 | 0.9064 | 1.1686 | 0.622 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 45.1852 | 42.6471 | 47.7612 | 45.1852 | 42.6471 | 47.7612 |
Ratio Avg Win / Avg Loss | 1.7877 | 2.6152 | 1.1594 | 1.0996 | 1.5715 | 0.6803 |
Largest Winning Trade | 196876 | 196876 | 81002 | 118515 | 118515 | 65185 |
Largest Losing Trade | -91724 | -58408 | -91724 | -248194 | -248194 | -162108 |
Avg Bars in Trades | 163 | 152 | 174 | 163 | 152 | 174 |
Avg Bars in Winners | 201 | 204 | 199 | 201 | 204 | 199 |
Avg Bars in Losers | 132 | 114 | 152 | 132 | 114 | 152 |
Bars Traded | 22112 | 10400 | 11712 | 22112 | 10400 | 11712 |
Profit Streak | 0 | 0 | 84.2647 | 0 | 0 | 84.2647 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317068 | -100703 | -444427 | -580626 | -301571 | -697645 |
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22539, "evaluation_days": 1878.25, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599098400000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759782071147, "expiration_time": 1765622908800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 147, "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": [ [ 473440.7091401382, 441492.9077670174, 31947.8013731209, -74371.2817932527, 69719.0086524659, -144090.2904457185 ], [ 473.440709, 441.492908, 31.947801, -74.371282, 69.719009, -144.09029 ], [ 0.252065, 0.235055, 0.017009, -0.072459, 0.028167, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -256727, -117144, -201452, -558924, -328032, -234527 ], [ 1.473654, 1.944673, 1.06003, 0.906425, 1.168574, 0.622001 ], [ 135, 68, 67, 135, 68, 67 ], [ 61, 29, 32, 61, 29, 32 ], [ 74, 39, 35, 74, 39, 35 ], [ 45.185185, 42.647059, 47.761194, 45.185185, 42.647059, 47.761194 ], [ 1.787712, 2.615249, 1.159408, 1.099597, 1.57153, 0.680313 ], [ 196876, 196876, 81002, 118515, 118515, 65185 ], [ -91724, -58408, -91724, -248194, -248194, -162108 ], [ 163, 152, 174, 163, 152, 174 ], [ 201, 204, 199, 201, 204, 199 ], [ 132, 114, 152, 132, 114, 152 ], [ 22112, 10400, 11712, 22112, 10400, 11712 ], [ 0, 0, 84.264712, 0, 0, 84.264712 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317068, -100703, -444427, -580626, -301571, -697645 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22539, "evaluation_days": 1878.25, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599098400000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759782071147, "expiration_time": 1765622908800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 147, "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) |
---|