Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243076.1991 | 305289.6738 | -62213.4747 | -98275.7827 | -84961.1946 | -13314.5882 |
Total P&L (%) | 243.0762 | 305.2897 | -62.2135 | -98.2758 | -84.9612 | -13.3146 |
Avg Daily Profit (%) | 0.1291 | 0.1621 | -0.033 | -0.2154 | -0.1006 | -0.0076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -310676 | -103016 | -232059 | -316262 | -103454 | -191076 |
Profit Factor | 1.1572 | 1.4536 | 0.9287 | 0.8556 | 0.7463 | 0.9615 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 148 | 68 | 80 | 152 | 76 | 76 |
Losing Trades | 139 | 75 | 64 | 135 | 67 | 68 |
Profitability (%) | 51.5679 | 47.5524 | 55.5556 | 52.9617 | 53.1469 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.0868 | 1.6032 | 0.743 | 0.7599 | 0.6579 | 0.8603 |
Largest Winning Trade | 96194 | 96194 | 51146 | 47575 | 22554 | 47575 |
Largest Losing Trade | -118539 | -42657 | -118539 | -84970 | -48121 | -84970 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 25 | 26 | 24 | 22 | 21 | 22 |
Avg Bars in Losers | 25 | 24 | 27 | 29 | 30 | 29 |
Bars Traded | 7369 | 3634 | 3735 | 7369 | 3634 | 3735 |
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 | -66297 | 308933 | -579952 | -578615 | -580267 | -580312 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7532, "evaluation_days": 1883, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1600020000000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760144197576, "expiration_time": 1764999936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 243076.1990964758, 305289.6737926435, -62213.4746961675, -98275.782748774, -84961.1945862634, -13314.5881625106 ], [ 243.076199, 305.289674, -62.213475, -98.275783, -84.961195, -13.314588 ], [ 0.12909, 0.162129, -0.03304, -0.215402, -0.100562, -0.007588 ], [ 10, 10, 10, 10, 10, 10 ], [ -310676, -103016, -232059, -316262, -103454, -191076 ], [ 1.157213, 1.453582, 0.928744, 0.855587, 0.74628, 0.96148 ], [ 287, 143, 144, 287, 143, 144 ], [ 148, 68, 80, 152, 76, 76 ], [ 139, 75, 64, 135, 67, 68 ], [ 51.567944, 47.552448, 55.555556, 52.961672, 53.146853, 52.777778 ], [ 1.086842, 1.603215, 0.742995, 0.759896, 0.657905, 0.860272 ], [ 96194, 96194, 51146, 47575, 22554, 47575 ], [ -118539, -42657, -118539, -84970, -48121, -84970 ], [ 25, 25, 25, 25, 25, 25 ], [ 25, 26, 24, 22, 21, 22 ], [ 25, 24, 27, 29, 30, 29 ], [ 7369, 3634, 3735, 7369, 3634, 3735 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66297, 308933, -579952, -578615, -580267, -580312 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7532, "evaluation_days": 1883, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1600020000000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760144197576, "expiration_time": 1764999936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|