Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80050.9235 | 71606.6395 | 8444.2839 | 78846.3036 | 66611.1196 | 12235.184 |
Total P&L (%) | 80.0509 | 71.6066 | 8.4443 | 78.8463 | 66.6111 | 12.2352 |
Avg Daily Profit (%) | 0.3074 | 0.275 | 0.0324 | 0.2235 | 0.1962 | 0.0443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31332 | -33947 | -5470 | -53857 | -59434 | -9026 |
Profit Factor | 1.8082 | 1.8561 | 1.5481 | 1.4984 | 1.4871 | 1.571 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 55.9322 | 48.2759 | 63.3333 | 55.9322 | 48.2759 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.4246 | 1.9887 | 0.8962 | 1.1806 | 1.5933 | 0.9095 |
Largest Winning Trade | 54869 | 54869 | 5237 | 79625 | 79625 | 6484 |
Largest Losing Trade | -19285 | -19285 | -2450 | -36116 | -36116 | -4557 |
Avg Bars in Trades | 336 | 674 | 9 | 336 | 674 | 9 |
Avg Bars in Winners | 232 | 536 | 8 | 232 | 536 | 8 |
Avg Bars in Losers | 468 | 803 | 11 | 468 | 803 | 11 |
Bars Traded | 19840 | 19557 | 283 | 19840 | 19557 | 283 |
Profit Streak | 0 | 12.694 | 0 | 0 | 12.694 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169268 | 369941 | -314575 | -171008 | 294940 | -229019 |
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736736300000, "first_datapoint_time": 1736847900000, "last_datapoint_time": 1759235400000, "evaluation_time": 1759235965586, "expiration_time": 1765715400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 218, "offset": 0, "std": 1.31392 } } }
{ "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": [ [ 80050.9234660013, 71606.6395203087, 8444.2839456925, 78846.3035597914, 66611.1196029412, 12235.1839568503 ], [ 80.050923, 71.60664, 8.444284, 78.846304, 66.61112, 12.235184 ], [ 0.307392, 0.274966, 0.032426, 0.223487, 0.196219, 0.044333 ], [ 10, 10, 10, 10, 10, 10 ], [ -31332, -33947, -5470, -53857, -59434, -9026 ], [ 1.808167, 1.85608, 1.54806, 1.498434, 1.48706, 1.571033 ], [ 59, 29, 30, 59, 29, 30 ], [ 33, 14, 19, 33, 14, 19 ], [ 26, 15, 11, 26, 15, 11 ], [ 55.932203, 48.275862, 63.333333, 55.932203, 48.275862, 63.333333 ], [ 1.424617, 1.988657, 0.896245, 1.180585, 1.593279, 0.909545 ], [ 54869, 54869, 5237, 79625, 79625, 6484 ], [ -19285, -19285, -2450, -36116, -36116, -4557 ], [ 336, 674, 9, 336, 674, 9 ], [ 232, 536, 8, 232, 536, 8 ], [ 468, 803, 11, 468, 803, 11 ], [ 19840, 19557, 283, 19840, 19557, 283 ], [ 0, 12.694046, 0, 0, 12.694046, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169268, 369941, -314575, -171008, 294940, -229019 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736736300000, "first_datapoint_time": 1736847900000, "last_datapoint_time": 1759235400000, "evaluation_time": 1759235965586, "expiration_time": 1765715400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 218, "offset": 0, "std": 1.31392 } } }
# | 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) |
---|