Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123748.7953 | 87195.076 | 36553.7193 | -12133.6356 | 137065.8883 | -149199.5239 |
Total P&L (%) | 123.7488 | 87.1951 | 36.5537 | -12.1336 | 137.0659 | -149.1995 |
Avg Daily Profit (%) | 0.4752 | 0.3348 | 0.1404 | -0.0497 | 0.332 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86300 | -31508 | -86022 | -303098 | -40810 | -302119 |
Profit Factor | 1.48 | 1.9503 | 1.2201 | 0.9795 | 2.0456 | 0.6754 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 75 | 69.3548 | 80.6452 | 75 | 69.3548 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.4933 | 0.8618 | 0.2928 | 0.3265 | 0.9039 | 0.1621 |
Largest Winning Trade | 18045 | 14545 | 18045 | 33650 | 33650 | 21945 |
Largest Losing Trade | -86022 | -31508 | -86022 | -302119 | -31253 | -302119 |
Avg Bars in Trades | 196 | 198 | 193 | 196 | 198 | 193 |
Avg Bars in Winners | 112 | 123 | 103 | 112 | 123 | 103 |
Avg Bars in Losers | 448 | 370 | 571 | 448 | 370 | 571 |
Bars Traded | 24344 | 12332 | 12012 | 24344 | 12332 | 12012 |
Profit Streak | 0 | 12.8476 | 0 | 0 | 12.8476 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429922 | -142285 | -161877 | -578326 | -142125 | -732402 |
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737623700000, "first_datapoint_time": 1737788400000, "last_datapoint_time": 1760122800000, "evaluation_time": 1760123131536, "expiration_time": 1766602800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 132, "offset": 0, "a": 0.06551 } } }
{ "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": [ [ 123748.7952573549, 87195.0759764082, 36553.7192809466, -12133.6355932029, 137065.8882600633, -149199.5238532662 ], [ 123.748795, 87.195076, 36.553719, -12.133636, 137.065888, -149.199524 ], [ 0.475189, 0.334825, 0.140364, -0.049659, 0.332002, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -86300, -31508, -86022, -303098, -40810, -302119 ], [ 1.480007, 1.950326, 1.220132, 0.979461, 2.045632, 0.67543 ], [ 124, 62, 62, 124, 62, 62 ], [ 93, 43, 50, 93, 43, 50 ], [ 31, 19, 12, 31, 19, 12 ], [ 75, 69.354839, 80.645161, 75, 69.354839, 80.645161 ], [ 0.493336, 0.861772, 0.292832, 0.326487, 0.903884, 0.162103 ], [ 18045, 14545, 18045, 33650, 33650, 21945 ], [ -86022, -31508, -86022, -302119, -31253, -302119 ], [ 196, 198, 193, 196, 198, 193 ], [ 112, 123, 103, 112, 123, 103 ], [ 448, 370, 571, 448, 370, 571 ], [ 24344, 12332, 12012, 24344, 12332, 12012 ], [ 0, 12.847587, 0, 0, 12.847587, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429922, -142285, -161877, -578326, -142125, -732402 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737623700000, "first_datapoint_time": 1737788400000, "last_datapoint_time": 1760122800000, "evaluation_time": 1760123131536, "expiration_time": 1766602800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 132, "offset": 0, "a": 0.06551 } } }
# | 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) |
---|