Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451336.2717 | 418839.8692 | 32496.4025 | 184102.5074 | 301245.1439 | -117142.6365 |
Total P&L (%) | 451.3363 | 418.8399 | 32.4964 | 184.1025 | 301.2451 | -117.1426 |
Avg Daily Profit (%) | 0.2402 | 0.2229 | 0.0173 | 0.0556 | 0.074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127355 | -98116 | -109234 | -250051 | -109213 | -188127 |
Profit Factor | 1.876 | 2.6119 | 1.1272 | 1.314 | 2.222 | 0.6552 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 40.678 | 36.6667 | 44.8276 | 40.678 | 36.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.7358 | 4.5114 | 1.3874 | 1.9163 | 3.838 | 0.8065 |
Largest Winning Trade | 244821 | 244821 | 48100 | 202393 | 202393 | 72608 |
Largest Losing Trade | -42837 | -42837 | -33306 | -91488 | -78479 | -91488 |
Avg Bars in Trades | 88 | 78 | 99 | 88 | 78 | 99 |
Avg Bars in Winners | 153 | 138 | 166 | 153 | 138 | 166 |
Avg Bars in Losers | 43 | 43 | 44 | 43 | 43 | 44 |
Bars Traded | 5219 | 2345 | 2874 | 5219 | 2345 | 2874 |
Profit Streak | 178.6236 | 182.2903 | 178.6236 | 178.6236 | 182.2903 | 178.6236 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170520 | 307328 | -254681 | -299445 | -94193 | -582260 |
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{ "first_band": { "type": "wma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "dema", "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": [ [ 451336.2716669124, 418839.8692119485, 32496.4024549637, 184102.5073973666, 301245.1439277573, -117142.6365303907 ], [ 451.336272, 418.839869, 32.496402, 184.102507, 301.245144, -117.142637 ], [ 0.240242, 0.222945, 0.017298, 0.055595, 0.073984, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -127355, -98116, -109234, -250051, -109213, -188127 ], [ 1.875956, 2.611873, 1.127236, 1.314005, 2.221981, 0.655242 ], [ 59, 30, 29, 59, 30, 29 ], [ 24, 11, 13, 24, 11, 13 ], [ 35, 19, 16, 35, 19, 16 ], [ 40.677966, 36.666667, 44.827586, 40.677966, 36.666667, 44.827586 ], [ 2.73577, 4.511417, 1.387367, 1.916257, 3.837967, 0.806452 ], [ 244821, 244821, 48100, 202393, 202393, 72608 ], [ -42837, -42837, -33306, -91488, -78479, -91488 ], [ 88, 78, 99, 88, 78, 99 ], [ 153, 138, 166, 153, 138, 166 ], [ 43, 43, 44, 43, 43, 44 ], [ 5219, 2345, 2874, 5219, 2345, 2874 ], [ 178.623613, 182.290279, 178.623613, 178.623613, 182.290279, 178.623613 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170520, 307328, -254681, -299445, -94193, -582260 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5636, "evaluation_days": 1878.67, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599552000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759762680135, "expiration_time": 1764607104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "dema", "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) |
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