Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284676.866 | 314982.5967 | -30305.7307 | -90482.937 | -20171.9847 | -70310.9524 |
Total P&L (%) | 284.6769 | 314.9826 | -30.3057 | -90.4829 | -20.172 | -70.311 |
Avg Daily Profit (%) | 0.1513 | 0.1674 | -0.0161 | -0.1249 | -0.012 | -0.0645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244254 | -145083 | -196334 | -88613 | -75657 | -65786 |
Profit Factor | 1.1231 | 1.2933 | 0.9755 | 0.7747 | 0.8869 | 0.6851 |
Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
Winning Trades | 255 | 122 | 133 | 255 | 122 | 133 |
Losing Trades | 238 | 124 | 114 | 238 | 124 | 114 |
Profitability (%) | 51.7241 | 49.5935 | 53.8462 | 51.7241 | 49.5935 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.0482 | 1.3145 | 0.8362 | 0.723 | 0.9014 | 0.5872 |
Largest Winning Trade | 72686 | 72686 | 36106 | 22798 | 11898 | 22798 |
Largest Losing Trade | -65462 | -38526 | -65462 | -40985 | -29085 | -40985 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 7478 | 3740 | 3738 | 7478 | 3740 | 3738 |
Profit Streak | 0 | 15.0241 | 0 | 0 | 15.0241 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74814 | 317610 | -579264 | -577700 | -579340 | -579264 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7527, "evaluation_days": 1881.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598119200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760034882137, "expiration_time": 1764888696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 1.24329 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.57664 } } }
{ "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": [ [ 284676.8659890778, 314982.5966737716, -30305.7306846938, -90482.9370341837, -20171.9846521116, -70310.9523820721 ], [ 284.676866, 314.982597, -30.305731, -90.482937, -20.171985, -70.310952 ], [ 0.151283, 0.167388, -0.016105, -0.124916, -0.011972, -0.064514 ], [ 10, 10, 10, 10, 10, 10 ], [ -244254, -145083, -196334, -88613, -75657, -65786 ], [ 1.123119, 1.293262, 0.975523, 0.774693, 0.886891, 0.685069 ], [ 493, 246, 247, 493, 246, 247 ], [ 255, 122, 133, 255, 122, 133 ], [ 238, 124, 114, 238, 124, 114 ], [ 51.724138, 49.593496, 53.846154, 51.724138, 49.593496, 53.846154 ], [ 1.048244, 1.314463, 0.836163, 0.723047, 0.90143, 0.587202 ], [ 72686, 72686, 36106, 22798, 11898, 22798 ], [ -65462, -38526, -65462, -40985, -29085, -40985 ], [ 15, 15, 15, 15, 15, 15 ], [ 15, 15, 15, 15, 15, 15 ], [ 15, 15, 15, 15, 15, 15 ], [ 7478, 3740, 3738, 7478, 3740, 3738 ], [ 0, 15.024099, 0, 0, 15.024099, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74814, 317610, -579264, -577700, -579340, -579264 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7527, "evaluation_days": 1881.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1598119200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760034882137, "expiration_time": 1764888696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 1.24329 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.57664 } } }
# | 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) |
---|