Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026141.4395 | 869443.8866 | 156697.5529 | 2640031.4059 | 2143716.3016 | 496315.1043 |
Total P&L (%) | 1026.1414 | 869.4439 | 156.6976 | 2640.0314 | 2143.7163 | 496.3151 |
Avg Daily Profit (%) | 0.5497 | 0.4658 | 0.0839 | 0.1775 | 0.1668 | 0.0957 |
Buy And Hold Return (%) | 26.2923 | 26.2923 | 26.2923 | 26.2923 | 26.2923 | 26.2923 |
Max Trade Drawdown | -214639 | -121145 | -150918 | -2557974 | -1849242 | -813452 |
Profit Factor | 2.9346 | 3.8698 | 1.689 | 1.5209 | 1.6591 | 1.2733 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 58.209 | 51.5152 | 64.7059 | 58.209 | 51.5152 | 64.7059 |
Ratio Avg Win / Avg Loss | 2.1069 | 3.6422 | 0.9213 | 1.0919 | 1.5615 | 0.6945 |
Largest Winning Trade | 591609 | 591609 | 39744 | 2353151 | 2353151 | 621773 |
Largest Losing Trade | -43771 | -43771 | -43671 | -1550319 | -1550319 | -540944 |
Avg Bars in Trades | 103 | 138 | 68 | 103 | 138 | 68 |
Avg Bars in Winners | 126 | 180 | 83 | 126 | 180 | 83 |
Avg Bars in Losers | 71 | 94 | 41 | 71 | 94 | 41 |
Bars Traded | 6923 | 4578 | 2345 | 6923 | 4578 | 2345 |
Profit Streak | 103.8385 | 105.0885 | 103.8385 | 103.8385 | 105.0885 | 103.8385 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102347 | 648290 | -78706 | -109698 | 418643 | -64503 |
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{ "first_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 2.05543 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "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": [ [ 1026141.4394588894, 869443.8865763886, 156697.5528825006, 2640031.4059030525, 2143716.301571927, 496315.1043311248 ], [ 1026.141439, 869.443887, 156.697553, 2640.031406, 2143.716302, 496.315104 ], [ 0.549694, 0.465753, 0.083941, 0.177501, 0.166777, 0.095699 ], [ 26.292335, 26.292335, 26.292335, 26.292335, 26.292335, 26.292335 ], [ -214639, -121145, -150918, -2557974, -1849242, -813452 ], [ 2.934639, 3.86979, 1.688961, 1.520876, 1.659135, 1.273282 ], [ 67, 33, 34, 67, 33, 34 ], [ 39, 17, 22, 39, 17, 22 ], [ 28, 16, 12, 28, 16, 12 ], [ 58.208955, 51.515152, 64.705882, 58.208955, 51.515152, 64.705882 ], [ 2.10692, 3.642155, 0.921251, 1.091911, 1.561539, 0.694518 ], [ 591609, 591609, 39744, 2353151, 2353151, 621773 ], [ -43771, -43771, -43671, -1550319, -1550319, -540944 ], [ 103, 138, 68, 103, 138, 68 ], [ 126, 180, 83, 126, 180, 83 ], [ 71, 94, 41, 71, 94, 41 ], [ 6923, 4578, 2345, 6923, 4578, 2345 ], [ 103.838465, 105.088465, 103.838465, 103.838465, 105.088465, 103.838465 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -102347, 648290, -78706, -109698, 418643, -64503 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7467, "evaluation_days": 1866.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602180000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852443379, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 2.05543 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "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) |
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