Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244505.0272 | 335559.6657 | -91054.6384 | -77186.0442 | 130527.0555 | -207713.0997 |
Total P&L (%) | 244.505 | 335.5597 | -91.0546 | -77.186 | 130.5271 | -207.7131 |
Avg Daily Profit (%) | 0.1309 | 0.1796 | -0.0487 | -0.0791 | 0.0447 | 0 |
Buy And Hold Return (%) | 15.6786 | 15.6786 | 15.6786 | 15.6786 | 15.6786 | 15.6786 |
Max Trade Drawdown | -350588 | -157468 | -253757 | -259915 | -68029 | -196898 |
Profit Factor | 1.3463 | 1.9898 | 0.752 | 0.748 | 2.539 | 0.0621 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 41.5385 | 42.4242 | 40.625 | 41.5385 | 42.4242 | 40.625 |
Ratio Avg Win / Avg Loss | 1.8948 | 2.7005 | 1.099 | 1.0527 | 3.4457 | 0.0908 |
Largest Winning Trade | 213954 | 213954 | 47924 | 170957 | 170957 | 3782 |
Largest Losing Trade | -55343 | -50833 | -55343 | -114775 | -42017 | -114775 |
Avg Bars in Trades | 80 | 72 | 87 | 80 | 72 | 87 |
Avg Bars in Winners | 125 | 120 | 131 | 125 | 120 | 131 |
Avg Bars in Losers | 48 | 37 | 58 | 48 | 37 | 58 |
Bars Traded | 5215 | 2406 | 2809 | 5215 | 2406 | 2809 |
Profit Streak | 248.6083 | 248.6083 | 251.6083 | 248.6083 | 248.6083 | 251.6083 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155029 | 332202 | -581818 | -717303 | -130348 | -583207 |
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5605, "evaluation_days": 1868.33, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758868555153, "expiration_time": 1763687520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "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": [ [ 244505.0272448126, 335559.6656621232, -91054.6384173106, -77186.0441585481, 130527.0555202058, -207713.0996787539 ], [ 244.505027, 335.559666, -91.054638, -77.186044, 130.527056, -207.7131 ], [ 0.130868, 0.179604, -0.048736, -0.079066, 0.044713, 0 ], [ 15.678571, 15.678571, 15.678571, 15.678571, 15.678571, 15.678571 ], [ -350588, -157468, -253757, -259915, -68029, -196898 ], [ 1.346275, 1.989842, 0.75196, 0.747989, 2.538955, 0.062096 ], [ 65, 33, 32, 65, 33, 32 ], [ 27, 14, 13, 27, 14, 13 ], [ 38, 19, 19, 38, 19, 19 ], [ 41.538462, 42.424242, 40.625, 41.538462, 42.424242, 40.625 ], [ 1.894758, 2.700499, 1.099019, 1.052725, 3.445724, 0.090755 ], [ 213954, 213954, 47924, 170957, 170957, 3782 ], [ -55343, -50833, -55343, -114775, -42017, -114775 ], [ 80, 72, 87, 80, 72, 87 ], [ 125, 120, 131, 125, 120, 131 ], [ 48, 37, 58, 48, 37, 58 ], [ 5215, 2406, 2809, 5215, 2406, 2809 ], [ 248.608277, 248.608277, 251.608277, 248.608277, 248.608277, 251.608277 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155029, 332202, -581818, -717303, -130348, -583207 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5605, "evaluation_days": 1868.33, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758868555153, "expiration_time": 1763687520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "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) |
---|