Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77480.5418 | 28122.474 | 49358.0678 | 99239.5837 | 22516.8244 | 76722.7593 |
Total P&L (%) | 77.4805 | 28.1225 | 49.3581 | 99.2396 | 22.5168 | 76.7228 |
Avg Daily Profit (%) | 0.8925 | 0.324 | 0.5686 | 0.7972 | 0.2342 | 0.6581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59644 | -31805 | -28278 | -164776 | -87160 | -78491 |
Profit Factor | 1.3313 | 1.2067 | 1.5048 | 1.1794 | 1.0704 | 1.3287 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 198 | 101 | 97 | 198 | 101 | 97 |
Losing Trades | 156 | 76 | 80 | 156 | 76 | 80 |
Profitability (%) | 55.9322 | 57.0621 | 54.8023 | 55.9322 | 57.0621 | 54.8023 |
Ratio Avg Win / Avg Loss | 1.0489 | 0.908 | 1.2411 | 0.9292 | 0.8055 | 1.0959 |
Largest Winning Trade | 8985 | 7660 | 8985 | 21529 | 13970 | 21529 |
Largest Losing Trade | -11163 | -11163 | -5283 | -28740 | -28740 | -14755 |
Avg Bars in Trades | 69 | 65 | 72 | 69 | 65 | 72 |
Avg Bars in Winners | 58 | 52 | 65 | 58 | 52 | 65 |
Avg Bars in Losers | 82 | 82 | 82 | 82 | 82 | 82 |
Bars Traded | 24475 | 11588 | 12887 | 24475 | 11588 | 12887 |
Profit Streak | 0.9927 | 1.1941 | 0.9927 | 0.9927 | 1.1941 | 0.9927 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402421 | -184 | 244575 | -14070 | -145483 | 283432 |
{ "trading_pair": "CRV_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752628200000, "first_datapoint_time": 1752691500000, "last_datapoint_time": 1760127900000, "evaluation_time": 1760128173450, "expiration_time": 1766607900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 212, "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": [ [ 77480.5418289629, 28122.4740207012, 49358.0678082618, 99239.5836552274, 22516.824375375, 76722.7592798526 ], [ 77.480542, 28.122474, 49.358068, 99.239584, 22.516824, 76.722759 ], [ 0.89253, 0.323954, 0.568576, 0.797238, 0.234208, 0.658085 ], [ 10, 10, 10, 10, 10, 10 ], [ -59644, -31805, -28278, -164776, -87160, -78491 ], [ 1.331314, 1.206655, 1.504816, 1.179386, 1.070402, 1.328736 ], [ 354, 177, 177, 354, 177, 177 ], [ 198, 101, 97, 198, 101, 97 ], [ 156, 76, 80, 156, 76, 80 ], [ 55.932203, 57.062147, 54.80226, 55.932203, 57.062147, 54.80226 ], [ 1.048914, 0.907978, 1.241086, 0.929213, 0.805451, 1.095865 ], [ 8985, 7660, 8985, 21529, 13970, 21529 ], [ -11163, -11163, -5283, -28740, -28740, -14755 ], [ 69, 65, 72, 69, 65, 72 ], [ 58, 52, 65, 58, 52, 65 ], [ 82, 82, 82, 82, 82, 82 ], [ 24475, 11588, 12887, 24475, 11588, 12887 ], [ 0.992748, 1.194137, 0.992748, 0.992748, 1.194137, 0.992748 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 402421, -184, 244575, -14070, -145483, 283432 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752628200000, "first_datapoint_time": 1752691500000, "last_datapoint_time": 1760127900000, "evaluation_time": 1760128173450, "expiration_time": 1766607900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 212, "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) |
---|