Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88121.9318 | 54934.5986 | 33187.3332 | 61707.7516 | 64468.7452 | -2760.9936 |
Total P&L (%) | 88.1219 | 54.9346 | 33.1873 | 61.7078 | 64.4687 | -2.761 |
Avg Daily Profit (%) | 0.3384 | 0.2109 | 0.1274 | 0.1847 | 0.1912 | -0.0108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53114 | -38654 | -69613 | -89405 | -41204 | -113558 |
Profit Factor | 1.3337 | 1.4992 | 1.2155 | 1.1784 | 1.5002 | 0.9873 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 69.6 | 66.6667 | 72.5806 | 69.6 | 66.6667 | 72.5806 |
Ratio Avg Win / Avg Loss | 0.5825 | 0.7496 | 0.4592 | 0.5147 | 0.7501 | 0.373 |
Largest Winning Trade | 22310 | 12355 | 22310 | 21415 | 12402 | 21415 |
Largest Losing Trade | -40260 | -30534 | -40260 | -54048 | -33029 | -54048 |
Avg Bars in Trades | 195 | 198 | 191 | 195 | 198 | 191 |
Avg Bars in Winners | 137 | 151 | 124 | 137 | 151 | 124 |
Avg Bars in Losers | 327 | 293 | 368 | 327 | 293 | 368 |
Bars Traded | 24405 | 12524 | 11881 | 24405 | 12524 | 11881 |
Profit Streak | 7.9982 | 7.9982 | 21.1336 | 7.9982 | 7.9982 | 21.1336 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378298 | -138438 | -178907 | -15918 | -137965 | -731869 |
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737164700000, "first_datapoint_time": 1737343800000, "last_datapoint_time": 1759663800000, "evaluation_time": 1759664545374, "expiration_time": 1766143800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 200, "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": [ [ 88121.9318213074, 54934.5985794131, 33187.3332418944, 61707.7516392921, 64468.7452449943, -2760.9936057023 ], [ 88.121932, 54.934599, 33.187333, 61.707752, 64.468745, -2.760994 ], [ 0.338384, 0.210946, 0.127438, 0.184726, 0.19124, -0.010751 ], [ 10, 10, 10, 10, 10, 10 ], [ -53114, -38654, -69613, -89405, -41204, -113558 ], [ 1.333704, 1.499224, 1.215457, 1.178415, 1.500227, 0.987276 ], [ 125, 63, 62, 125, 63, 62 ], [ 87, 42, 45, 87, 42, 45 ], [ 38, 21, 17, 38, 21, 17 ], [ 69.6, 66.666667, 72.580645, 69.6, 66.666667, 72.580645 ], [ 0.582538, 0.749612, 0.459173, 0.51471, 0.750113, 0.372971 ], [ 22310, 12355, 22310, 21415, 12402, 21415 ], [ -40260, -30534, -40260, -54048, -33029, -54048 ], [ 195, 198, 191, 195, 198, 191 ], [ 137, 151, 124, 137, 151, 124 ], [ 327, 293, 368, 327, 293, 368 ], [ 24405, 12524, 11881, 24405, 12524, 11881 ], [ 7.99821, 7.99821, 21.133627, 7.99821, 7.99821, 21.133627 ], [ 4, 2, 5, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378298, -138438, -178907, -15918, -137965, -731869 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737164700000, "first_datapoint_time": 1737343800000, "last_datapoint_time": 1759663800000, "evaluation_time": 1759664545374, "expiration_time": 1766143800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 200, "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) |
---|