Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141074.7027 | 81540.6217 | 59534.0811 | 155919.8533 | 108532.8507 | 47387.0026 |
Total P&L (%) | 141.0747 | 81.5406 | 59.5341 | 155.9199 | 108.5329 | 47.387 |
Avg Daily Profit (%) | 0.5417 | 0.3131 | 0.2286 | 0.3615 | 0.2826 | 0.1491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86710 | -32967 | -73349 | -251541 | -111075 | -185042 |
Profit Factor | 1.2661 | 1.3193 | 1.2166 | 1.1289 | 1.1865 | 1.0755 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 208 | 103 | 105 | 208 | 103 | 105 |
Losing Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Profitability (%) | 58.1006 | 57.5419 | 58.6592 | 58.1006 | 57.5419 | 58.6592 |
Ratio Avg Win / Avg Loss | 0.913 | 0.9735 | 0.8574 | 0.8141 | 0.8755 | 0.758 |
Largest Winning Trade | 15685 | 15685 | 12075 | 29401 | 29401 | 20134 |
Largest Losing Trade | -36474 | -25585 | -36474 | -81949 | -47101 | -81949 |
Avg Bars in Trades | 69 | 69 | 68 | 69 | 69 | 68 |
Avg Bars in Winners | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Losers | 90 | 92 | 88 | 90 | 92 | 88 |
Bars Traded | 24721 | 12463 | 12258 | 24721 | 12463 | 12258 |
Profit Streak | 0 | 0 | 8.4503 | 0 | 0 | 8.4503 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370000 | 255133 | 242564 | -69895 | -8789 | -133118 |
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736655300000, "first_datapoint_time": 1736749800000, "last_datapoint_time": 1759154400000, "evaluation_time": 1759154603011, "expiration_time": 1765634400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } } }
{ "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": [ [ 141074.7027430054, 81540.6216550363, 59534.0810879692, 155919.8532604742, 108532.8506903042, 47387.0025701704 ], [ 141.074703, 81.540622, 59.534081, 155.919853, 108.532851, 47.387003 ], [ 0.54172, 0.313112, 0.228608, 0.36149, 0.282607, 0.149059 ], [ 10, 10, 10, 10, 10, 10 ], [ -86710, -32967, -73349, -251541, -111075, -185042 ], [ 1.266056, 1.319302, 1.216587, 1.128883, 1.186467, 1.07549 ], [ 358, 179, 179, 358, 179, 179 ], [ 208, 103, 105, 208, 103, 105 ], [ 150, 76, 74, 150, 76, 74 ], [ 58.100559, 57.541899, 58.659218, 58.100559, 57.541899, 58.659218 ], [ 0.913021, 0.973466, 0.857404, 0.814098, 0.875452, 0.757964 ], [ 15685, 15685, 12075, 29401, 29401, 20134 ], [ -36474, -25585, -36474, -81949, -47101, -81949 ], [ 69, 69, 68, 69, 69, 68 ], [ 53, 52, 54, 53, 52, 54 ], [ 90, 92, 88, 90, 92, 88 ], [ 24721, 12463, 12258, 24721, 12463, 12258 ], [ 0, 0, 8.450266, 0, 0, 8.450266 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370000, 255133, 242564, -69895, -8789, -133118 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736655300000, "first_datapoint_time": 1736749800000, "last_datapoint_time": 1759154400000, "evaluation_time": 1759154603011, "expiration_time": 1765634400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } } }
# | 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) |
---|