Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391652.7872 | 364353.1193 | 27299.6678 | -36059.0098 | 63428.1144 | -99487.1242 |
Total P&L (%) | 391.6528 | 364.3531 | 27.2997 | -36.059 | 63.4281 | -99.4871 |
Avg Daily Profit (%) | 0.2084 | 0.1939 | 0.0145 | -0.0238 | 0.0261 | -0.2802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288433 | -129386 | -241269 | -327077 | -175420 | -162080 |
Profit Factor | 1.3967 | 1.81 | 1.0508 | 0.9403 | 1.2172 | 0.6815 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 46.281 | 42.623 | 50 | 46.281 | 42.623 | 50 |
Ratio Avg Win / Avg Loss | 1.6212 | 2.4365 | 1.0508 | 1.0915 | 1.6386 | 0.6815 |
Largest Winning Trade | 203639 | 203639 | 78906 | 94510 | 94510 | 46512 |
Largest Losing Trade | -55258 | -42471 | -55258 | -96583 | -96583 | -72289 |
Avg Bars in Trades | 91 | 82 | 100 | 91 | 82 | 100 |
Avg Bars in Winners | 119 | 97 | 139 | 119 | 97 | 139 |
Avg Bars in Losers | 67 | 70 | 62 | 67 | 70 | 62 |
Bars Traded | 11076 | 5019 | 6057 | 11076 | 5019 | 6057 |
Profit Streak | 16.906 | 16.906 | 134.406 | 16.906 | 16.906 | 134.406 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339185 | -153253 | -509228 | -579168 | -321956 | -748574 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11276, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759830278101, "expiration_time": 1764695232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 42, "offset": 0, "a": 0.78588 } } }
{ "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": [ [ 391652.787152106, 364353.1193429708, 27299.6678091354, -36059.0097518666, 63428.114442219, -99487.1241940855 ], [ 391.652787, 364.353119, 27.299668, -36.05901, 63.428114, -99.487124 ], [ 0.2084, 0.193874, 0.014526, -0.023793, 0.026141, -0.28018 ], [ 10, 10, 10, 10, 10, 10 ], [ -288433, -129386, -241269, -327077, -175420, -162080 ], [ 1.396742, 1.810006, 1.050804, 0.940339, 1.217221, 0.681543 ], [ 121, 61, 60, 121, 61, 60 ], [ 56, 26, 30, 56, 26, 30 ], [ 65, 35, 30, 65, 35, 30 ], [ 46.280992, 42.622951, 50, 46.280992, 42.622951, 50 ], [ 1.621218, 2.436547, 1.050804, 1.091465, 1.638566, 0.681543 ], [ 203639, 203639, 78906, 94510, 94510, 46512 ], [ -55258, -42471, -55258, -96583, -96583, -72289 ], [ 91, 82, 100, 91, 82, 100 ], [ 119, 97, 139, 119, 97, 139 ], [ 67, 70, 62, 67, 70, 62 ], [ 11076, 5019, 6057, 11076, 5019, 6057 ], [ 16.905996, 16.905996, 134.405996, 16.905996, 16.905997, 134.405997 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339185, -153253, -509228, -579168, -321956, -748574 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11276, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759830278101, "expiration_time": 1764695232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 42, "offset": 0, "a": 0.78588 } } }
# | 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) |
---|