Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84473.731 | 64109.7913 | 20363.9397 | -62680.337 | 51876.4728 | -114556.8098 |
Total P&L (%) | 84.4737 | 64.1098 | 20.3639 | -62.6803 | 51.8765 | -114.5568 |
Avg Daily Profit (%) | 0.3244 | 0.2462 | 0.0782 | -0.3778 | 0.1606 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91922 | -24080 | -91922 | -206817 | -31598 | -206817 |
Profit Factor | 1.3538 | 1.7801 | 1.1301 | 0.8344 | 1.5683 | 0.6012 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 71.9101 | 68.1818 | 75.5556 | 71.9101 | 68.1818 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.5288 | 0.8307 | 0.3656 | 0.3259 | 0.7319 | 0.1945 |
Largest Winning Trade | 22175 | 13286 | 22175 | 26685 | 17998 | 26685 |
Largest Losing Trade | -91922 | -22847 | -91922 | -206817 | -29007 | -206817 |
Avg Bars in Trades | 274 | 279 | 270 | 274 | 279 | 270 |
Avg Bars in Winners | 178 | 201 | 157 | 178 | 201 | 157 |
Avg Bars in Losers | 522 | 445 | 620 | 522 | 445 | 620 |
Bars Traded | 24472 | 12286 | 12186 | 24472 | 12286 | 12186 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338046 | 332676 | -172337 | -578817 | 257490 | -578794 |
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737400500000, "first_datapoint_time": 1737730800000, "last_datapoint_time": 1759899600000, "evaluation_time": 1759900167585, "expiration_time": 1766379600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 87, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 124, "offset": 244 } } }
{ "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": [ [ 84473.7310134128, 64109.7913134125, 20363.9397000004, -62680.3369704387, 51876.4728397523, -114556.809810191 ], [ 84.473731, 64.109791, 20.36394, -62.680337, 51.876473, -114.55681 ], [ 0.324375, 0.246178, 0.078197, -0.377769, 0.160599, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -91922, -24080, -91922, -206817, -31598, -206817 ], [ 1.353808, 1.780125, 1.130057, 0.83441, 1.568268, 0.601178 ], [ 89, 44, 45, 89, 44, 45 ], [ 64, 30, 34, 64, 30, 34 ], [ 25, 14, 11, 25, 14, 11 ], [ 71.910112, 68.181818, 75.555556, 71.910112, 68.181818, 75.555556 ], [ 0.528831, 0.830725, 0.365607, 0.325941, 0.731859, 0.194499 ], [ 22175, 13286, 22175, 26685, 17998, 26685 ], [ -91922, -22847, -91922, -206817, -29007, -206817 ], [ 274, 279, 270, 274, 279, 270 ], [ 178, 201, 157, 178, 201, 157 ], [ 522, 445, 620, 522, 445, 620 ], [ 24472, 12286, 12186, 24472, 12286, 12186 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338046, 332676, -172337, -578817, 257490, -578794 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737400500000, "first_datapoint_time": 1737730800000, "last_datapoint_time": 1759899600000, "evaluation_time": 1759900167585, "expiration_time": 1766379600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 87, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 124, "offset": 244 } } }
# | 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) |
---|