Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556356.5447 | 591659.2102 | -35302.6655 | -8778.0877 | 210251.9184 | -219030.0061 |
Total P&L (%) | 556.3565 | 591.6592 | -35.3027 | -8.7781 | 210.2519 | -219.03 |
Avg Daily Profit (%) | 0.2968 | 0.3156 | -0.0188 | -0.0049 | 0.0604 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172088 | -104641 | -146005 | -373818 | -184703 | -230743 |
Profit Factor | 1.5754 | 2.1831 | 0.9244 | 0.9904 | 1.4818 | 0.5421 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 42.8571 | 35.8209 | 50 | 42.8571 | 35.8209 | 50 |
Ratio Avg Win / Avg Loss | 2.1006 | 3.9113 | 0.9244 | 1.3205 | 2.6548 | 0.5421 |
Largest Winning Trade | 325856 | 325856 | 44101 | 219781 | 219781 | 38739 |
Largest Losing Trade | -46521 | -39196 | -46521 | -118369 | -118369 | -99183 |
Avg Bars in Trades | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Winners | 78 | 88 | 70 | 78 | 88 | 70 |
Avg Bars in Losers | 35 | 33 | 38 | 35 | 33 | 38 |
Bars Traded | 7142 | 3537 | 3605 | 7142 | 3537 | 3605 |
Profit Streak | 0 | 0 | 48.7009 | 0 | 0 | 48.7009 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335446 | -109292 | -704396 | -581536 | -232414 | -704396 |
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7498, "evaluation_days": 1874.5, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599890400000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759402159352, "expiration_time": 1764243504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 93, "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": [ [ 556356.5446972648, 591659.2101576555, -35302.6654603906, -8778.087721141, 210251.9183540663, -219030.0060752071 ], [ 556.356545, 591.65921, -35.302665, -8.778088, 210.251918, -219.030006 ], [ 0.296803, 0.315636, -0.018833, -0.004901, 0.060419, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -172088, -104641, -146005, -373818, -184703, -230743 ], [ 1.575446, 2.183074, 0.924361, 0.990404, 1.481776, 0.542095 ], [ 133, 67, 66, 133, 67, 66 ], [ 57, 24, 33, 57, 24, 33 ], [ 76, 43, 33, 76, 43, 33 ], [ 42.857143, 35.820896, 50, 42.857143, 35.820896, 50 ], [ 2.100594, 3.91134, 0.924361, 1.320538, 2.654849, 0.542095 ], [ 325856, 325856, 44101, 219781, 219781, 38739 ], [ -46521, -39196, -46521, -118369, -118369, -99183 ], [ 53, 52, 54, 53, 52, 54 ], [ 78, 88, 70, 78, 88, 70 ], [ 35, 33, 38, 35, 33, 38 ], [ 7142, 3537, 3605, 7142, 3537, 3605 ], [ 0, 0, 48.700918, 0, 0, 48.700918 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335446, -109292, -704396, -581536, -232414, -704396 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7498, "evaluation_days": 1874.5, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599890400000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759402159352, "expiration_time": 1764243504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 93, "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) |
---|