Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977944.4899 | 942816.2186 | 35128.2713 | -49143.7011 | -51537.9779 | 2394.2768 |
Total P&L (%) | 977.9445 | 942.8162 | 35.1283 | -49.1437 | -51.538 | 2.3943 |
Avg Daily Profit (%) | 0.5222 | 0.5035 | 0.0188 | -0.0361 | -0.0387 | 0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129101 | -163820 | -22944 | -168010 | -164277 | -24432 |
Profit Factor | 2.8341 | 2.8838 | 2.074 | 0.8823 | 0.8678 | 1.0865 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 9 | 19 | 28 | 9 | 19 |
Losing Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Profitability (%) | 48.2759 | 31.0345 | 65.5172 | 48.2759 | 31.0345 | 65.5172 |
Ratio Avg Win / Avg Loss | 3.0366 | 6.4084 | 1.0916 | 0.9453 | 1.9284 | 0.5718 |
Largest Winning Trade | 1010707 | 1010707 | 13969 | 168714 | 168714 | 6948 |
Largest Losing Trade | -58728 | -58728 | -12489 | -102928 | -102928 | -10146 |
Avg Bars in Trades | 192 | 382 | 3 | 192 | 382 | 3 |
Avg Bars in Winners | 159 | 488 | 3 | 159 | 488 | 3 |
Avg Bars in Losers | 223 | 334 | 3 | 223 | 334 | 3 |
Bars Traded | 11180 | 11084 | 96 | 11180 | 11084 | 96 |
Profit Streak | 1.6893 | 0 | 89.5226 | 1.6893 | 0 | 89.5226 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166319 | 313439 | -163980 | -763298 | -585430 | -480324 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11236, "evaluation_days": 1872.67, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598126400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759264354952, "expiration_time": 1764101952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 179, "offset": 0, "std": 1.69377 } } }
{ "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": [ [ 977944.4899356656, 942816.2186201371, 35128.2713155283, -49143.7010579487, -51537.9778872536, 2394.2768293048 ], [ 977.94449, 942.816219, 35.128271, -49.143701, -51.537978, 2.394277 ], [ 0.522219, 0.503461, 0.018758, -0.036101, -0.038675, 0.001263 ], [ 10, 10, 10, 10, 10, 10 ], [ -129101, -163820, -22944, -168010, -164277, -24432 ], [ 2.834119, 2.883797, 2.073974, 0.882266, 0.86776, 1.086483 ], [ 58, 29, 29, 58, 29, 29 ], [ 28, 9, 19, 28, 9, 19 ], [ 30, 20, 10, 30, 20, 10 ], [ 48.275862, 31.034483, 65.517241, 48.275862, 31.034483, 65.517241 ], [ 3.036556, 6.408438, 1.091565, 0.945285, 1.928355, 0.571833 ], [ 1010707, 1010707, 13969, 168714, 168714, 6948 ], [ -58728, -58728, -12489, -102928, -102928, -10146 ], [ 192, 382, 3, 192, 382, 3 ], [ 159, 488, 3, 159, 488, 3 ], [ 223, 334, 3, 223, 334, 3 ], [ 11180, 11084, 96, 11180, 11084, 96 ], [ 1.689293, 0, 89.522627, 1.689293, 0, 89.522627 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166319, 313439, -163980, -763298, -585430, -480324 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11236, "evaluation_days": 1872.67, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1598126400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759264354952, "expiration_time": 1764101952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 179, "offset": 0, "std": 1.69377 } } }
# | 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) |
---|