Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398860.4559 | 440407.5917 | -41547.1358 | -86601.851 | 10008.001 | -96609.8521 |
Total P&L (%) | 398.8605 | 440.4076 | -41.5471 | -86.6019 | 10.008 | -96.6099 |
Avg Daily Profit (%) | 0.2128 | 0.235 | -0.0222 | -0.1072 | 0.0051 | -0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -304019 | -136075 | -220660 | -190762 | -85344 | -130279 |
Profit Factor | 1.2451 | 1.5115 | 0.9458 | 0.8308 | 1.041 | 0.639 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 153 | 73 | 80 | 153 | 73 | 80 |
Losing Trades | 174 | 91 | 83 | 174 | 91 | 83 |
Profitability (%) | 46.789 | 44.5122 | 49.0798 | 46.789 | 44.5122 | 49.0798 |
Ratio Avg Win / Avg Loss | 1.416 | 1.8842 | 0.9812 | 0.9449 | 1.2977 | 0.663 |
Largest Winning Trade | 303370 | 303370 | 48653 | 121094 | 121094 | 30033 |
Largest Losing Trade | -61185 | -55988 | -61185 | -55988 | -55988 | -53564 |
Avg Bars in Trades | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Winners | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 5549 | 3187 | 2362 | 5549 | 3187 | 2362 |
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 | 295855 | 318784 | -580559 | -580039 | -528558 | -580559 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5622, "evaluation_days": 1874, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599062400000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759356551768, "expiration_time": 1764191808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 57, "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": [ [ 398860.4559398237, 440407.5917075091, -41547.1357676852, -86601.8510255552, 10008.0010328111, -96609.8520583663 ], [ 398.860456, 440.407592, -41.547136, -86.601851, 10.008001, -96.609852 ], [ 0.212839, 0.235009, -0.02217, -0.107203, 0.00509, -0.180429 ], [ 10, 10, 10, 10, 10, 10 ], [ -304019, -136075, -220660, -190762, -85344, -130279 ], [ 1.245114, 1.511512, 0.945779, 0.830825, 1.040973, 0.639037 ], [ 327, 164, 163, 327, 164, 163 ], [ 153, 73, 80, 153, 73, 80 ], [ 174, 91, 83, 174, 91, 83 ], [ 46.788991, 44.512195, 49.079755, 46.788991, 44.512195, 49.079755 ], [ 1.416012, 1.884214, 0.981246, 0.944859, 1.297651, 0.663001 ], [ 303370, 303370, 48653, 121094, 121094, 30033 ], [ -61185, -55988, -61185, -55988, -55988, -53564 ], [ 16, 19, 14, 16, 19, 14 ], [ 20, 23, 17, 20, 23, 17 ], [ 14, 16, 12, 14, 16, 12 ], [ 5549, 3187, 2362, 5549, 3187, 2362 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 295855, 318784, -580559, -580039, -528558, -580559 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5622, "evaluation_days": 1874, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599062400000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759356551768, "expiration_time": 1764191808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 57, "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) |
---|