Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39382.4539 | 6307.7286 | 33074.7253 | 41712.5218 | 5634.0686 | 36078.4533 |
Total P&L (%) | 39.3825 | 6.3077 | 33.0747 | 41.7125 | 5.6341 | 36.0785 |
Avg Daily Profit (%) | 0.7562 | 0.1211 | 0.6351 | 0.6717 | 0.1053 | 0.5933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17374 | -10503 | -10709 | -19070 | -12612 | -14712 |
Profit Factor | 1.5059 | 1.156 | 1.8843 | 1.45 | 1.1199 | 1.7896 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 57.5 | 52.5 | 62.5 | 57.5 | 52.5 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1131 | 1.0459 | 1.1306 | 1.0718 | 1.0132 | 1.0738 |
Largest Winning Trade | 12339 | 10171 | 12339 | 15235 | 10829 | 15235 |
Largest Losing Trade | -7857 | -6697 | -7857 | -11016 | -7710 | -11016 |
Avg Bars in Trades | 304 | 292 | 316 | 304 | 292 | 316 |
Avg Bars in Winners | 316 | 310 | 321 | 316 | 310 | 321 |
Avg Bars in Losers | 287 | 272 | 307 | 287 | 272 | 307 |
Bars Traded | 24364 | 11702 | 12662 | 24364 | 11702 | 12662 |
Profit Streak | 0 | 0 | 5.9098 | 0 | 0 | 5.9098 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13144 | -247771 | 422288 | -14001 | -308541 | 412457 |
{ "trading_pair": "CRV_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754227080000, "first_datapoint_time": 1754266320000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758927010278, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 181, "offset": 0, "a": 0.7965 } } }
{ "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": [ [ 39382.4539039069, 6307.7285663106, 33074.7253375963, 41712.5218457626, 5634.0685836008, 36078.4532621618 ], [ 39.382454, 6.307729, 33.074725, 41.712522, 5.634069, 36.078453 ], [ 0.756192, 0.121116, 0.635075, 0.671659, 0.105299, 0.593269 ], [ 10, 10, 10, 10, 10, 10 ], [ -17374, -10503, -10709, -19070, -12612, -14712 ], [ 1.505899, 1.15596, 1.884306, 1.45004, 1.119887, 1.789608 ], [ 80, 40, 40, 80, 40, 40 ], [ 46, 21, 25, 46, 21, 25 ], [ 34, 19, 15, 34, 19, 15 ], [ 57.5, 52.5, 62.5, 57.5, 52.5, 62.5 ], [ 1.113056, 1.045869, 1.130584, 1.071769, 1.013232, 1.073765 ], [ 12339, 10171, 12339, 15235, 10829, 15235 ], [ -7857, -6697, -7857, -11016, -7710, -11016 ], [ 304, 292, 316, 304, 292, 316 ], [ 316, 310, 321, 316, 310, 321 ], [ 287, 272, 307, 287, 272, 307 ], [ 24364, 11702, 12662, 24364, 11702, 12662 ], [ 0, 0, 5.909841, 0, 0, 5.909841 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -13144, -247771, 422288, -14001, -308541, 412457 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754227080000, "first_datapoint_time": 1754266320000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758927010278, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 181, "offset": 0, "a": 0.7965 } } }
# | 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) |
---|