Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858784.4595 | 796518.4777 | 62265.9818 | 218242.1328 | 663870.1157 | -445627.983 |
Total P&L (%) | 858.7845 | 796.5185 | 62.266 | 218.2421 | 663.8701 | -445.628 |
Avg Daily Profit (%) | 0.4579 | 0.4247 | 0.0332 | 0.0617 | 0.1085 | 0 |
Buy And Hold Return (%) | 53.3537 | 53.3537 | 53.3537 | 53.3537 | 53.3537 | 53.3537 |
Max Trade Drawdown | -232392 | -135482 | -154630 | -1197992 | -495178 | -777230 |
Profit Factor | 2.4228 | 3.2322 | 1.2523 | 1.1131 | 1.7018 | 0.547 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50.7937 | 45.1613 | 56.25 | 50.7937 | 45.1613 | 56.25 |
Ratio Avg Win / Avg Loss | 2.3471 | 3.9248 | 0.974 | 1.0783 | 2.0665 | 0.4255 |
Largest Winning Trade | 556435 | 556435 | 39747 | 743336 | 743336 | 141051 |
Largest Losing Trade | -63452 | -43551 | -63452 | -441188 | -248112 | -441188 |
Avg Bars in Trades | 110 | 141 | 80 | 110 | 141 | 80 |
Avg Bars in Winners | 146 | 186 | 115 | 146 | 186 | 115 |
Avg Bars in Losers | 73 | 104 | 35 | 73 | 104 | 35 |
Bars Traded | 6968 | 4384 | 2584 | 6968 | 4384 | 2584 |
Profit Streak | 168.6531 | 168.6531 | 173.9031 | 168.6531 | 168.6531 | 173.9031 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134684 | 532630 | -262475 | -358284 | -45880 | -579031 |
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{ "first_band": { "type": "swma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } } }
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{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602676800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759484424944, "expiration_time": 1764332496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "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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