Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422952.357 | 392562.9902 | 30389.3669 | 231454.4739 | 395304.6117 | -163850.1379 |
Total P&L (%) | 422.9524 | 392.563 | 30.3894 | 231.4545 | 395.3046 | -163.8501 |
Avg Daily Profit (%) | 0.2266 | 0.2103 | 0.0163 | 0.0642 | 0.0858 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163315 | -99727 | -165710 | -223403 | -102831 | -253457 |
Profit Factor | 1.6005 | 2.2835 | 1.0763 | 1.2655 | 2.1315 | 0.6864 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 46.6667 | 47.1698 | 46.1538 | 46.6667 | 47.1698 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8291 | 2.5575 | 1.2556 | 1.4463 | 2.3872 | 0.8008 |
Largest Winning Trade | 222112 | 222112 | 49305 | 168694 | 168694 | 102457 |
Largest Losing Trade | -40462 | -26057 | -40462 | -96548 | -44709 | -96548 |
Avg Bars in Trades | 99 | 82 | 116 | 99 | 82 | 116 |
Avg Bars in Winners | 143 | 107 | 181 | 143 | 107 | 181 |
Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
Bars Traded | 10433 | 4364 | 6069 | 10433 | 4364 | 6069 |
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 | 354982 | -169099 | -492374 | -108321 | -255563 | -762329 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11199, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1600372800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758806139306, "expiration_time": 1763553168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 19, "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": [ [ 422952.3570487059, 392562.9901908919, 30389.3668578139, 231454.4738777562, 395304.6117490734, -163850.137871317 ], [ 422.952357, 392.56299, 30.389367, 231.454474, 395.304612, -163.850138 ], [ 0.226602, 0.21032, 0.016281, 0.064222, 0.085759, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -163315, -99727, -165710, -223403, -102831, -253457 ], [ 1.600453, 2.283487, 1.076253, 1.265483, 2.131454, 0.686379 ], [ 105, 53, 52, 105, 53, 52 ], [ 49, 25, 24, 49, 25, 24 ], [ 56, 28, 28, 56, 28, 28 ], [ 46.666667, 47.169811, 46.153846, 46.666667, 47.169811, 46.153846 ], [ 1.829089, 2.557505, 1.255629, 1.446266, 2.387229, 0.800776 ], [ 222112, 222112, 49305, 168694, 168694, 102457 ], [ -40462, -26057, -40462, -96548, -44709, -96548 ], [ 99, 82, 116, 99, 82, 116 ], [ 143, 107, 181, 143, 107, 181 ], [ 60, 59, 60, 60, 59, 60 ], [ 10433, 4364, 6069, 10433, 4364, 6069 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354982, -169099, -492374, -108321, -255563, -762329 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11199, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1600372800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758806139306, "expiration_time": 1763553168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 19, "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) |
---|