Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61571.8649 | 24298.8146 | 37273.0504 | 70424.4638 | 14404.2708 | 56020.193 |
Total P&L (%) | 61.5719 | 24.2988 | 37.2731 | 70.4245 | 14.4043 | 56.0202 |
Avg Daily Profit (%) | 0.7093 | 0.2799 | 0.4294 | 0.616 | 0.1551 | 0.5137 |
Buy And Hold Return (%) | 20.3385 | 20.3385 | 20.3385 | 20.3385 | 20.3385 | 20.3385 |
Max Trade Drawdown | -50667 | -29218 | -25436 | -120077 | -70566 | -57218 |
Profit Factor | 1.5581 | 1.3414 | 1.952 | 1.2814 | 1.0878 | 1.6502 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 76 | 78 | 74 | 76 | 78 | 74 |
Ratio Avg Win / Avg Loss | 0.492 | 0.3783 | 0.6858 | 0.4047 | 0.3068 | 0.5798 |
Largest Winning Trade | 7155 | 7155 | 4657 | 15657 | 15657 | 10485 |
Largest Losing Trade | -13337 | -13337 | -12471 | -32404 | -32404 | -23985 |
Avg Bars in Trades | 231 | 231 | 231 | 231 | 231 | 231 |
Avg Bars in Winners | 130 | 122 | 138 | 130 | 122 | 138 |
Avg Bars in Losers | 553 | 620 | 495 | 553 | 620 | 495 |
Bars Traded | 23158 | 11594 | 11564 | 23158 | 11594 | 11564 |
Profit Streak | 1.9516 | 10.8752 | 1.9516 | 1.9516 | 10.8752 | 1.9516 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330538 | -275019 | -178224 | 254909 | -460967 | -173688 |
{ "trading_pair": "CRV_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752344400000, "first_datapoint_time": 1752410700000, "last_datapoint_time": 1759844100000, "evaluation_time": 1759844415464, "expiration_time": 1766324100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 107, "offset": 0, "a": 0.1663 } } }
{ "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": [ [ 61571.8649435278, 24298.814585917, 37273.0503576108, 70424.4637754249, 14404.2708212098, 56020.1929542151 ], [ 61.571865, 24.298815, 37.27305, 70.424464, 14.404271, 56.020193 ], [ 0.709272, 0.279908, 0.429364, 0.616015, 0.155135, 0.513716 ], [ 20.338475, 20.338475, 20.338475, 20.338475, 20.338475, 20.338475 ], [ -50667, -29218, -25436, -120077, -70566, -57218 ], [ 1.558069, 1.341384, 1.951991, 1.281418, 1.087784, 1.650184 ], [ 100, 50, 50, 100, 50, 50 ], [ 76, 39, 37, 76, 39, 37 ], [ 24, 11, 13, 24, 11, 13 ], [ 76, 78, 74, 76, 78, 74 ], [ 0.492022, 0.378339, 0.685835, 0.404658, 0.306811, 0.579794 ], [ 7155, 7155, 4657, 15657, 15657, 10485 ], [ -13337, -13337, -12471, -32404, -32404, -23985 ], [ 231, 231, 231, 231, 231, 231 ], [ 130, 122, 138, 130, 122, 138 ], [ 553, 620, 495, 553, 620, 495 ], [ 23158, 11594, 11564, 23158, 11594, 11564 ], [ 1.951568, 10.875179, 1.951568, 1.951568, 10.875179, 1.951568 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330538, -275019, -178224, 254909, -460967, -173688 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752344400000, "first_datapoint_time": 1752410700000, "last_datapoint_time": 1759844100000, "evaluation_time": 1759844415464, "expiration_time": 1766324100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 107, "offset": 0, "a": 0.1663 } } }
# | 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) |
---|