Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296041.412 | 330014.0377 | -33972.6257 | -100661.7215 | -141738.8027 | 41077.0812 |
Total P&L (%) | 296.0414 | 330.014 | -33.9726 | -100.6617 | -141.7388 | 41.0771 |
Avg Daily Profit (%) | 0.1583 | 0.1765 | -0.0182 | 0 | 0 | 0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210218 | -128117 | -231246 | -413695 | -272861 | -261834 |
Profit Factor | 1.1455 | 1.3662 | 0.97 | 0.8906 | 0.7245 | 1.1012 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 277 | 129 | 148 | 201 | 108 | 93 |
Losing Trades | 199 | 109 | 90 | 275 | 130 | 145 |
Profitability (%) | 58.1933 | 54.2017 | 62.1849 | 42.2269 | 45.3782 | 39.0756 |
Ratio Avg Win / Avg Loss | 0.8229 | 1.1544 | 0.5899 | 1.2185 | 0.8721 | 1.7169 |
Largest Winning Trade | 77882 | 77882 | 58876 | 84499 | 43520 | 84499 |
Largest Losing Trade | -116110 | -44268 | -116110 | -114581 | -114581 | -94389 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 37 | 35 | 39 | 57 | 53 | 62 |
Avg Bars in Losers | 59 | 55 | 65 | 39 | 37 | 40 |
Bars Traded | 22262 | 10616 | 11646 | 22262 | 10616 | 11646 |
Profit Streak | 19.1276 | 19.1276 | 20.2109 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49910 | 349272 | -577446 | -579646 | -581885 | -282034 |
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22442, "evaluation_days": 1870.17, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598212800000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759086223104, "expiration_time": 1764899366400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 25, "offset": 57 } } }
{ "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": [ [ 296041.4120133093, 330014.037665388, -33972.6256520786, -100661.7215320291, -141738.8027486517, 41077.0812166226 ], [ 296.041412, 330.014038, -33.972626, -100.661722, -141.738803, 41.077081 ], [ 0.158297, 0.176462, -0.018166, 0, 0, 0.018403 ], [ 10, 10, 10, 10, 10, 10 ], [ -210218, -128117, -231246, -413695, -272861, -261834 ], [ 1.145452, 1.366202, 0.970045, 0.890634, 0.724547, 1.101214 ], [ 476, 238, 238, 476, 238, 238 ], [ 277, 129, 148, 201, 108, 93 ], [ 199, 109, 90, 275, 130, 145 ], [ 58.193277, 54.201681, 62.184874, 42.226891, 45.378151, 39.07563 ], [ 0.822906, 1.154388, 0.589892, 1.218529, 0.87214, 1.716946 ], [ 77882, 77882, 58876, 84499, 43520, 84499 ], [ -116110, -44268, -116110, -114581, -114581, -94389 ], [ 46, 44, 48, 46, 44, 48 ], [ 37, 35, 39, 57, 53, 62 ], [ 59, 55, 65, 39, 37, 40 ], [ 22262, 10616, 11646, 22262, 10616, 11646 ], [ 19.127582, 19.127582, 20.210915, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -49910, 349272, -577446, -579646, -581885, -282034 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22442, "evaluation_days": 1870.17, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598212800000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759086223104, "expiration_time": 1764899366400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 25, "offset": 57 } } }
# | 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) |
---|