Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44850.702 | 53584.0508 | -8733.3488 | 31257.9945 | 41364.7144 | -10106.7199 |
Total P&L (%) | 44.8507 | 53.5841 | -8.7333 | 31.258 | 41.3647 | -10.1067 |
Avg Daily Profit (%) | 0.1722 | 0.2058 | -0.0335 | 0.1045 | 0.133 | -0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36137 | -38979 | -20102 | -47876 | -51575 | -23156 |
Profit Factor | 1.3169 | 1.4997 | 0.7453 | 1.1762 | 1.3016 | 0.7486 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 69.2308 | 68.75 | 69.697 | 69.2308 | 68.75 | 69.697 |
Ratio Avg Win / Avg Loss | 0.5853 | 0.6817 | 0.324 | 0.5228 | 0.5916 | 0.3255 |
Largest Winning Trade | 21418 | 21418 | 2724 | 25793 | 25793 | 3387 |
Largest Losing Trade | -20831 | -20831 | -10737 | -27294 | -27294 | -11548 |
Avg Bars in Trades | 317 | 625 | 19 | 317 | 625 | 19 |
Avg Bars in Winners | 157 | 307 | 14 | 157 | 307 | 14 |
Avg Bars in Losers | 678 | 1326 | 31 | 678 | 1326 | 31 |
Bars Traded | 20664 | 20018 | 646 | 20664 | 20018 | 646 |
Profit Streak | 12.231 | 12.231 | 29.0018 | 12.231 | 12.231 | 29.0018 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129115 | 314225 | -577516 | -218035 | -16609 | -577516 |
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737660600000, "first_datapoint_time": 1737784800000, "last_datapoint_time": 1760159700000, "evaluation_time": 1760160759484, "expiration_time": 1766639700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 139, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 44850.7020473084, 53584.0508381237, -8733.3487908153, 31257.9945281388, 41364.714388275, -10106.7198601362 ], [ 44.850702, 53.584051, -8.733349, 31.257995, 41.364714, -10.10672 ], [ 0.172224, 0.20576, -0.033536, 0.104499, 0.133017, -0.040905 ], [ 10, 10, 10, 10, 10, 10 ], [ -36137, -38979, -20102, -47876, -51575, -23156 ], [ 1.316948, 1.499736, 0.74526, 1.176237, 1.301568, 0.748576 ], [ 65, 32, 33, 65, 32, 33 ], [ 45, 22, 23, 45, 22, 23 ], [ 20, 10, 10, 20, 10, 10 ], [ 69.230769, 68.75, 69.69697, 69.230769, 68.75, 69.69697 ], [ 0.58531, 0.681698, 0.324026, 0.522772, 0.591622, 0.325468 ], [ 21418, 21418, 2724, 25793, 25793, 3387 ], [ -20831, -20831, -10737, -27294, -27294, -11548 ], [ 317, 625, 19, 317, 625, 19 ], [ 157, 307, 14, 157, 307, 14 ], [ 678, 1326, 31, 678, 1326, 31 ], [ 20664, 20018, 646, 20664, 20018, 646 ], [ 12.231012, 12.231012, 29.001846, 12.231013, 12.231013, 29.001846 ], [ 7, 3, 6, 7, 3, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -129115, 314225, -577516, -218035, -16609, -577516 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737660600000, "first_datapoint_time": 1737784800000, "last_datapoint_time": 1760159700000, "evaluation_time": 1760160759484, "expiration_time": 1766639700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 139, "offset": 0, "scalar": 5 } } }
# | 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) |
---|