Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027662.2071 | 977494.5799 | 50167.6272 | 385046.308 | 749554.9872 | -364508.6792 |
Total P&L (%) | 1027.6622 | 977.4946 | 50.1676 | 385.0463 | 749.555 | -364.5087 |
Avg Daily Profit (%) | 0.5455 | 0.5188 | 0.0266 | 0.0839 | 0.1136 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233837 | -158416 | -117881 | -3261664 | -2041263 | -1615154 |
Profit Factor | 2.2172 | 3.0085 | 1.1403 | 1.0571 | 1.1958 | 0.875 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.2172 | 3.1965 | 1.0732 | 1.0571 | 1.2705 | 0.8235 |
Largest Winning Trade | 693463 | 693463 | 49837 | 693463 | 693463 | 386256 |
Largest Losing Trade | -58129 | -43756 | -58129 | -1173308 | -1173308 | -1061308 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 3604 | 1814 | 1790 | 3604 | 1814 | 1790 |
Profit Streak | 55.0848 | 0 | 78.5848 | 55.0848 | 0 | 78.5848 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 590378 | -107982 | -347577 | -237548 | -170548 | -703520 |
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3768, "evaluation_days": 1884, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760191324723, "expiration_time": 1765067328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1027662.2071411519, 977494.5798942873, 50167.6272468643, 385046.3080053071, 749554.9872489079, -364508.6792436016 ], [ 1027.662207, 977.49458, 50.167627, 385.046308, 749.554987, -364.508679 ], [ 0.545468, 0.51884, 0.026628, 0.08385, 0.113628, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -233837, -158416, -117881, -3261664, -2041263, -1615154 ], [ 2.217183, 3.00845, 1.140288, 1.057087, 1.195778, 0.875011 ], [ 132, 66, 66, 132, 66, 66 ], [ 66, 32, 34, 66, 32, 34 ], [ 66, 34, 32, 66, 34, 32 ], [ 50, 48.484848, 51.515152, 50, 48.484848, 51.515152 ], [ 2.217183, 3.196478, 1.073212, 1.057087, 1.270514, 0.823539 ], [ 693463, 693463, 49837, 693463, 693463, 386256 ], [ -58129, -43756, -58129, -1173308, -1173308, -1061308 ], [ 27, 27, 27, 27, 27, 27 ], [ 33, 36, 31, 33, 36, 31 ], [ 21, 19, 22, 21, 19, 22 ], [ 3604, 1814, 1790, 3604, 1814, 1790 ], [ 55.084777, 0, 78.584777, 55.084777, 0, 78.584777 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 590378, -107982, -347577, -237548, -170548, -703520 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3768, "evaluation_days": 1884, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760191324723, "expiration_time": 1765067328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|