Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21711.0804 | -17106.4111 | 38817.4915 | 10174.4131 | -38121.0934 | 48295.5065 |
Total P&L (%) | 21.7111 | -17.1064 | 38.8175 | 10.1744 | -38.1211 | 48.2955 |
Avg Daily Profit (%) | 0.2501 | -0.1971 | 0.4472 | 0.1117 | -0.5514 | 0.4549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52005 | -54038 | -17405 | -83718 | -87494 | -28492 |
Profit Factor | 1.1108 | 0.8694 | 1.5983 | 1.0324 | 0.8189 | 1.4647 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 137 | 72 | 65 | 137 | 72 | 65 |
Losing Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Profitability (%) | 64.6226 | 67.9245 | 61.3208 | 64.6226 | 67.9245 | 61.3208 |
Ratio Avg Win / Avg Loss | 0.6081 | 0.4106 | 1.0082 | 0.5652 | 0.3867 | 0.9239 |
Largest Winning Trade | 5891 | 5891 | 4906 | 9213 | 9213 | 6828 |
Largest Losing Trade | -24432 | -24432 | -7577 | -34319 | -34319 | -10832 |
Avg Bars in Trades | 116 | 118 | 113 | 116 | 118 | 113 |
Avg Bars in Winners | 64 | 59 | 70 | 64 | 59 | 70 |
Avg Bars in Losers | 209 | 244 | 181 | 209 | 244 | 181 |
Bars Traded | 24635 | 12609 | 12026 | 24635 | 12609 | 12026 |
Profit Streak | 0.7763 | 0.7763 | 4.0228 | 0.7763 | 0.7763 | 4.0228 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99720 | -583575 | 343492 | -392600 | -583575 | 276827 |
{ "trading_pair": "CRV_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752812400000, "first_datapoint_time": 1752858300000, "last_datapoint_time": 1760312100000, "evaluation_time": 1760312268271, "expiration_time": 1766792100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 154, "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": [ [ 21711.0804217654, -17106.4110990219, 38817.4915207872, 10174.413087794, -38121.0934333525, 48295.5065211465 ], [ 21.71108, -17.106411, 38.817492, 10.174413, -38.121093, 48.295507 ], [ 0.250099, -0.197056, 0.447155, 0.111679, -0.551395, 0.454939 ], [ 10, 10, 10, 10, 10, 10 ], [ -52005, -54038, -17405, -83718, -87494, -28492 ], [ 1.11084, 0.869419, 1.598343, 1.032361, 0.818892, 1.464748 ], [ 212, 106, 106, 212, 106, 106 ], [ 137, 72, 65, 137, 72, 65 ], [ 75, 34, 41, 75, 34, 41 ], [ 64.622642, 67.924528, 61.320755, 64.622642, 67.924528, 61.320755 ], [ 0.608124, 0.410559, 1.008185, 0.565161, 0.386699, 0.923918 ], [ 5891, 5891, 4906, 9213, 9213, 6828 ], [ -24432, -24432, -7577, -34319, -34319, -10832 ], [ 116, 118, 113, 116, 118, 113 ], [ 64, 59, 70, 64, 59, 70 ], [ 209, 244, 181, 209, 244, 181 ], [ 24635, 12609, 12026, 24635, 12609, 12026 ], [ 0.776253, 0.776253, 4.022781, 0.776253, 0.776253, 4.022781 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -99720, -583575, 343492, -392600, -583575, 276827 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752812400000, "first_datapoint_time": 1752858300000, "last_datapoint_time": 1760312100000, "evaluation_time": 1760312268271, "expiration_time": 1766792100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 154, "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) |
---|