Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278601.9405 | 353205.147 | -74603.2065 | -78648.2225 | 87337.2958 | -165985.5183 |
Total P&L (%) | 278.6019 | 353.2051 | -74.6032 | -78.6482 | 87.3373 | -165.9855 |
Avg Daily Profit (%) | 0.1483 | 0.188 | -0.0397 | -0.0821 | 0.0334 | 0 |
Buy And Hold Return (%) | 25.8427 | 25.8427 | 25.8427 | 25.8427 | 25.8427 | 25.8427 |
Max Trade Drawdown | -254449 | -136953 | -197780 | -188423 | -47500 | -159013 |
Profit Factor | 1.3938 | 2.0675 | 0.8019 | 0.7152 | 1.958 | 0.1025 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 40 | 44.8276 | 42.3729 | 40 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.8956 | 3.1012 | 0.987 | 0.9726 | 2.9371 | 0.1262 |
Largest Winning Trade | 213567 | 213567 | 58534 | 123215 | 123215 | 3862 |
Largest Losing Trade | -69322 | -48851 | -69322 | -82687 | -37571 | -82687 |
Avg Bars in Trades | 58 | 52 | 65 | 58 | 52 | 65 |
Avg Bars in Winners | 88 | 83 | 93 | 88 | 83 | 93 |
Avg Bars in Losers | 36 | 31 | 42 | 36 | 31 | 42 |
Bars Traded | 3469 | 1569 | 1900 | 3469 | 1569 | 1900 |
Profit Streak | 84.2143 | 366.7143 | 0 | 84.2143 | 366.7143 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175251 | 318762 | -582844 | -762685 | -149903 | -582566 |
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3758, "evaluation_days": 1879, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759770514491, "expiration_time": 1764622368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 43, "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": [ [ 278601.9405210661, 353205.1469753014, -74603.2064542353, -78648.2225260657, 87337.2958105165, -165985.5183365821 ], [ 278.601941, 353.205147, -74.603206, -78.648223, 87.337296, -165.985518 ], [ 0.148271, 0.187975, -0.039704, -0.082139, 0.033414, 0 ], [ 25.842697, 25.842697, 25.842697, 25.842697, 25.842697, 25.842697 ], [ -254449, -136953, -197780, -188423, -47500, -159013 ], [ 1.393792, 2.067465, 0.801905, 0.71516, 1.958034, 0.102543 ], [ 59, 30, 29, 59, 30, 29 ], [ 25, 12, 13, 25, 12, 13 ], [ 34, 18, 16, 34, 18, 16 ], [ 42.372881, 40, 44.827586, 42.372881, 40, 44.827586 ], [ 1.895557, 3.101197, 0.98696, 0.972618, 2.937051, 0.126207 ], [ 213567, 213567, 58534, 123215, 123215, 3862 ], [ -69322, -48851, -69322, -82687, -37571, -82687 ], [ 58, 52, 65, 58, 52, 65 ], [ 88, 83, 93, 88, 83, 93 ], [ 36, 31, 42, 36, 31, 42 ], [ 3469, 1569, 1900, 3469, 1569, 1900 ], [ 84.214288, 366.714288, 0, 84.214288, 366.714288, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -175251, 318762, -582844, -762685, -149903, -582566 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3758, "evaluation_days": 1879, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759770514491, "expiration_time": 1764622368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 43, "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) |
---|