Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36727.2129 | 8286.373 | 28440.8398 | 37190.9499 | 720.9206 | 36470.0293 |
Total P&L (%) | 36.7272 | 8.2864 | 28.4408 | 37.191 | 0.7209 | 36.47 |
Avg Daily Profit (%) | 0.7052 | 0.1591 | 0.5461 | 0.609 | 0.0138 | 0.5988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29958 | -24722 | -9324 | -51149 | -42724 | -16022 |
Profit Factor | 1.4232 | 1.1474 | 1.9303 | 1.2738 | 1.008 | 1.8038 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 64.8 | 69.8413 | 59.6774 | 64.8 | 69.8413 | 59.6774 |
Ratio Avg Win / Avg Loss | 0.7731 | 0.4955 | 1.3043 | 0.692 | 0.4353 | 1.2188 |
Largest Winning Trade | 6074 | 5925 | 6074 | 8542 | 7774 | 8542 |
Largest Losing Trade | -12522 | -12522 | -5891 | -20439 | -20439 | -9643 |
Avg Bars in Trades | 195 | 199 | 192 | 195 | 199 | 192 |
Avg Bars in Winners | 139 | 113 | 170 | 139 | 113 | 170 |
Avg Bars in Losers | 299 | 398 | 224 | 299 | 398 | 224 |
Bars Traded | 24490 | 12567 | 11923 | 24490 | 12567 | 11923 |
Profit Streak | 0 | 0 | 5.6466 | 0 | 0 | 5.6466 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316419 | -364689 | -144394 | 255433 | -699782 | -143474 |
{ "trading_pair": "CRV_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754227080000, "first_datapoint_time": 1754271720000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758868990201, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 249, "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": [ [ 36727.2128846057, 8286.3730452558, 28440.8398393499, 37190.9499258355, 720.9205967114, 36470.0293291242 ], [ 36.727213, 8.286373, 28.44084, 37.19095, 0.720921, 36.470029 ], [ 0.705208, 0.159109, 0.546099, 0.608997, 0.013794, 0.598819 ], [ 10, 10, 10, 10, 10, 10 ], [ -29958, -24722, -9324, -51149, -42724, -16022 ], [ 1.423242, 1.147433, 1.930309, 1.273846, 1.007972, 1.803756 ], [ 125, 63, 62, 125, 63, 62 ], [ 81, 44, 37, 81, 44, 37 ], [ 44, 19, 25, 44, 19, 25 ], [ 64.8, 69.84127, 59.677419, 64.8, 69.84127, 59.677419 ], [ 0.773119, 0.495482, 1.304263, 0.691966, 0.43526, 1.218754 ], [ 6074, 5925, 6074, 8542, 7774, 8542 ], [ -12522, -12522, -5891, -20439, -20439, -9643 ], [ 195, 199, 192, 195, 199, 192 ], [ 139, 113, 170, 139, 113, 170 ], [ 299, 398, 224, 299, 398, 224 ], [ 24490, 12567, 11923, 24490, 12567, 11923 ], [ 0, 0, 5.646646, 0, 0, 5.646646 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316419, -364689, -144394, 255433, -699782, -143474 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754227080000, "first_datapoint_time": 1754271720000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758868990201, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 249, "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) |
---|