Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317052.8368 | 437547.9561 | -120495.1193 | -91515.607 | 18489.7466 | -110005.3535 |
Total P&L (%) | 317.0528 | 437.548 | -120.4951 | -91.5156 | 18.4897 | -110.0054 |
Avg Daily Profit (%) | 0.1693 | 0.2336 | -0.0643 | -0.1316 | 0.0091 | 0 |
Buy And Hold Return (%) | 63.1873 | 63.1873 | 63.1873 | 63.1873 | 63.1873 | 63.1873 |
Max Trade Drawdown | -228901 | -130037 | -210378 | -116893 | -55136 | -87776 |
Profit Factor | 1.2129 | 1.5355 | 0.8207 | 0.7298 | 1.1279 | 0.4334 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 126 | 57 | 69 | 126 | 57 | 69 |
Losing Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Profitability (%) | 49.4118 | 44.8819 | 53.9063 | 49.4118 | 44.8819 | 53.9063 |
Ratio Avg Win / Avg Loss | 1.2418 | 1.8857 | 0.7017 | 0.7472 | 1.3851 | 0.3706 |
Largest Winning Trade | 304194 | 304194 | 32000 | 20814 | 20814 | 12243 |
Largest Losing Trade | -59153 | -45597 | -59153 | -35056 | -25008 | -35056 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 5273 | 2895 | 2378 | 5273 | 2895 | 2378 |
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 | 250986 | 308255 | -580208 | -579394 | -428288 | -580208 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1603353600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759264692768, "expiration_time": 1764102816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 317052.8367948915, 437547.9560995171, -120495.1193046255, -91515.6069548831, 18489.7465936403, -110005.3535485235 ], [ 317.052837, 437.547956, -120.495119, -91.515607, 18.489747, -110.005354 ], [ 0.169275, 0.233608, -0.064333, -0.131624, 0.009058, 0 ], [ 63.187348, 63.187348, 63.187348, 63.187348, 63.187348, 63.187348 ], [ -228901, -130037, -210378, -116893, -55136, -87776 ], [ 1.212931, 1.535528, 0.820679, 0.729839, 1.127887, 0.433448 ], [ 255, 127, 128, 255, 127, 128 ], [ 126, 57, 69, 126, 57, 69 ], [ 129, 70, 59, 129, 70, 59 ], [ 49.411765, 44.88189, 53.90625, 49.411765, 44.88189, 53.90625 ], [ 1.24181, 1.885737, 0.70174, 0.747216, 1.385125, 0.370629 ], [ 304194, 304194, 32000, 20814, 20814, 12243 ], [ -59153, -45597, -59153, -35056, -25008, -35056 ], [ 20, 22, 18, 20, 22, 18 ], [ 22, 26, 19, 22, 26, 19 ], [ 18, 19, 17, 18, 19, 17 ], [ 5273, 2895, 2378, 5273, 2895, 2378 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 250986, 308255, -580208, -579394, -428288, -580208 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1603353600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759264692768, "expiration_time": 1764102816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|