Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131670.2406 | 81211.0498 | 50459.1908 | 28185.852 | 141664.157 | -113478.3049 |
Total P&L (%) | 131.6702 | 81.2111 | 50.4592 | 28.1859 | 141.6642 | -113.4783 |
Avg Daily Profit (%) | 0.5056 | 0.3118 | 0.1938 | 0.0954 | 0.3394 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81570 | -25999 | -81570 | -327183 | -33024 | -327183 |
Profit Factor | 1.6944 | 2.5957 | 1.3637 | 1.0556 | 2.8308 | 0.7359 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 71.4286 | 73.6842 | 69.2308 | 71.4286 | 73.6842 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.6778 | 0.927 | 0.6061 | 0.4222 | 1.011 | 0.3271 |
Largest Winning Trade | 21247 | 14297 | 21247 | 28818 | 23459 | 28818 |
Largest Losing Trade | -81570 | -25999 | -81570 | -327183 | -33024 | -327183 |
Avg Bars in Trades | 319 | 345 | 294 | 319 | 345 | 294 |
Avg Bars in Winners | 205 | 255 | 153 | 205 | 255 | 153 |
Avg Bars in Losers | 604 | 596 | 610 | 604 | 596 | 610 |
Bars Traded | 24608 | 13134 | 11474 | 24608 | 13134 | 11474 |
Profit Streak | 0 | 9.5559 | 0 | 0 | 9.5559 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33951 | 471675 | 222827 | -274547 | 556488 | -579660 |
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737437400000, "first_datapoint_time": 1737612900000, "last_datapoint_time": 1759936500000, "evaluation_time": 1759937731501, "expiration_time": 1766416500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 196, "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": [ [ 131670.2405692815, 81211.0498069271, 50459.1907623545, 28185.8520092268, 141664.156959018, -113478.3049497912 ], [ 131.670241, 81.21105, 50.459191, 28.185852, 141.664157, -113.478305 ], [ 0.505607, 0.311846, 0.193761, 0.095396, 0.339404, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -81570, -25999, -81570, -327183, -33024, -327183 ], [ 1.694381, 2.595651, 1.363729, 1.055589, 2.830762, 0.735886 ], [ 77, 38, 39, 77, 38, 39 ], [ 55, 28, 27, 55, 28, 27 ], [ 22, 10, 12, 22, 10, 12 ], [ 71.428571, 73.684211, 69.230769, 71.428571, 73.684211, 69.230769 ], [ 0.677752, 0.927018, 0.606102, 0.422236, 1.010987, 0.327061 ], [ 21247, 14297, 21247, 28818, 23459, 28818 ], [ -81570, -25999, -81570, -327183, -33024, -327183 ], [ 319, 345, 294, 319, 345, 294 ], [ 205, 255, 153, 205, 255, 153 ], [ 604, 596, 610, 604, 596, 610 ], [ 24608, 13134, 11474, 24608, 13134, 11474 ], [ 0, 9.55592, 0, 0, 9.55592, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -33951, 471675, 222827, -274547, 556488, -579660 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737437400000, "first_datapoint_time": 1737612900000, "last_datapoint_time": 1759936500000, "evaluation_time": 1759937731501, "expiration_time": 1766416500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 196, "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) |
---|