Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427042.898 | 403378.0197 | 23664.8783 | 49783.0054 | 359942.7374 | -310159.7319 |
Total P&L (%) | 427.0429 | 403.378 | 23.6649 | 49.783 | 359.9427 | -310.1597 |
Avg Daily Profit (%) | 0.2281 | 0.2155 | 0.0126 | 0.0216 | 0.0815 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107362 | -146209 | -80796 | -640470 | -502166 | -482131 |
Profit Factor | 1.7005 | 2.2163 | 1.0851 | 1.0227 | 1.3431 | 0.7293 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 42.8571 | 41.0256 | 44.7368 | 42.8571 | 41.0256 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.2673 | 3.1859 | 1.3405 | 1.3636 | 1.9308 | 0.9009 |
Largest Winning Trade | 235355 | 235355 | 44341 | 204216 | 204216 | 153504 |
Largest Losing Trade | -74784 | -41285 | -74784 | -482131 | -162012 | -482131 |
Avg Bars in Trades | 43 | 49 | 37 | 43 | 49 | 37 |
Avg Bars in Winners | 55 | 63 | 49 | 55 | 63 | 49 |
Avg Bars in Losers | 34 | 40 | 28 | 34 | 40 | 28 |
Bars Traded | 3375 | 1948 | 1427 | 3375 | 1948 | 1427 |
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 | -37971 | 306056 | -309311 | -410012 | -86087 | -582811 |
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3744, "evaluation_days": 1872, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759157286025, "expiration_time": 1763999424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 27, "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": [ [ 427042.897996336, 403378.0196591508, 23664.8783371848, 49783.0054425904, 359942.7373738493, -310159.7319312587 ], [ 427.042898, 403.37802, 23.664878, 49.783005, 359.942737, -310.159732 ], [ 0.228121, 0.21548, 0.012641, 0.021584, 0.081547, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -107362, -146209, -80796, -640470, -502166, -482131 ], [ 1.700501, 2.216277, 1.085133, 1.022682, 1.34314, 0.729322 ], [ 77, 39, 38, 77, 39, 38 ], [ 33, 16, 17, 33, 16, 17 ], [ 44, 23, 21, 44, 23, 21 ], [ 42.857143, 41.025641, 44.736842, 42.857143, 41.025641, 44.736842 ], [ 2.267335, 3.185898, 1.340459, 1.363576, 1.930764, 0.900928 ], [ 235355, 235355, 44341, 204216, 204216, 153504 ], [ -74784, -41285, -74784, -482131, -162012, -482131 ], [ 43, 49, 37, 43, 49, 37 ], [ 55, 63, 49, 55, 63, 49 ], [ 34, 40, 28, 34, 40, 28 ], [ 3375, 1948, 1427, 3375, 1948, 1427 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -37971, 306056, -309311, -410012, -86087, -582811 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3744, "evaluation_days": 1872, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759157286025, "expiration_time": 1763999424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 27, "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) |
---|