Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860326.1145 | 748633.0504 | 111693.0641 | 1104715.8553 | 651077.3921 | 453638.4632 |
Total P&L (%) | 860.3261 | 748.6331 | 111.6931 | 1104.7159 | 651.0774 | 453.6385 |
Avg Daily Profit (%) | 0.4584 | 0.3989 | 0.0595 | 0.1327 | 0.1075 | 0.0912 |
Buy And Hold Return (%) | 59.6273 | 59.6273 | 59.6273 | 59.6273 | 59.6273 | 59.6273 |
Max Trade Drawdown | -155494 | -93628 | -112592 | -1951979 | -1229844 | -961272 |
Profit Factor | 2.0615 | 2.7232 | 1.297 | 1.196 | 1.2048 | 1.1848 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 53.2544 | 51.1905 | 55.2941 | 53.2544 | 51.1905 | 55.2941 |
Ratio Avg Win / Avg Loss | 1.8095 | 2.5966 | 1.0486 | 1.0499 | 1.1487 | 0.9579 |
Largest Winning Trade | 350720 | 350720 | 39734 | 1471142 | 1471142 | 517068 |
Largest Losing Trade | -44965 | -44965 | -40043 | -659744 | -659744 | -494817 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 50 | 50 | 49 | 50 | 50 | 49 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 7078 | 3510 | 3568 | 7078 | 3510 | 3568 |
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 | 557004 | 531312 | -120763 | -19026 | -49734 | -89777 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 1876.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602028800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759599645264, "expiration_time": 1764443736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 213, "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": [ [ 860326.1145110616, 748633.0503828131, 111693.0641282487, 1104715.8553131167, 651077.3921075718, 453638.463205545 ], [ 860.326115, 748.63305, 111.693064, 1104.715855, 651.077392, 453.638463 ], [ 0.458413, 0.398899, 0.059514, 0.132702, 0.107496, 0.091228 ], [ 59.627329, 59.627329, 59.627329, 59.627329, 59.627329, 59.627329 ], [ -155494, -93628, -112592, -1951979, -1229844, -961272 ], [ 2.061455, 2.723243, 1.296991, 1.196043, 1.204763, 1.184751 ], [ 169, 84, 85, 169, 84, 85 ], [ 90, 43, 47, 90, 43, 47 ], [ 79, 41, 38, 79, 41, 38 ], [ 53.254438, 51.190476, 55.294118, 53.254438, 51.190476, 55.294118 ], [ 1.8095, 2.59658, 1.048631, 1.04986, 1.148727, 0.957883 ], [ 350720, 350720, 39734, 1471142, 1471142, 517068 ], [ -44965, -44965, -40043, -659744, -659744, -494817 ], [ 41, 41, 41, 41, 41, 41 ], [ 50, 50, 49, 50, 50, 49 ], [ 32, 32, 32, 32, 32, 32 ], [ 7078, 3510, 3568, 7078, 3510, 3568 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 557004, 531312, -120763, -19026, -49734, -89777 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 1876.75, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602028800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759599645264, "expiration_time": 1764443736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 213, "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) |
---|