Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69439.9455 | 25927.1429 | 43512.8027 | 85118.4196 | 18628.3587 | 66490.0609 |
Total P&L (%) | 69.4399 | 25.9271 | 43.5128 | 85.1184 | 18.6284 | 66.4901 |
Avg Daily Profit (%) | 0.7999 | 0.2987 | 0.5012 | 0.7119 | 0.197 | 0.5889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42857 | -28922 | -21459 | -97112 | -66914 | -46259 |
Profit Factor | 1.656 | 1.3778 | 2.1687 | 1.3783 | 1.1251 | 1.8741 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 71.0526 | 70.1754 | 71.9298 | 71.0526 | 70.1754 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.6747 | 0.5856 | 0.8463 | 0.5615 | 0.4782 | 0.7314 |
Largest Winning Trade | 7040 | 7040 | 5939 | 13101 | 11594 | 13101 |
Largest Losing Trade | -13772 | -13116 | -13772 | -30151 | -30151 | -26383 |
Avg Bars in Trades | 208 | 201 | 214 | 208 | 201 | 214 |
Avg Bars in Winners | 132 | 114 | 150 | 132 | 114 | 150 |
Avg Bars in Losers | 393 | 406 | 379 | 393 | 406 | 379 |
Bars Traded | 23725 | 11489 | 12236 | 23725 | 11489 | 12236 |
Profit Streak | 0.4716 | 0 | 3.5132 | 0.4716 | 0 | 3.5132 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394417 | -175502 | -169304 | 316024 | -264197 | -167447 |
{ "trading_pair": "CRV_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752484500000, "first_datapoint_time": 1752528300000, "last_datapoint_time": 1759984200000, "evaluation_time": 1759984442406, "expiration_time": 1766464200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 147, "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": [ [ 69439.9455366387, 25927.142872756, 43512.8026638827, 85118.4195552721, 18628.3586941335, 66490.0608611386 ], [ 69.439946, 25.927143, 43.512803, 85.11842, 18.628359, 66.490061 ], [ 0.799907, 0.298665, 0.501242, 0.711917, 0.196975, 0.588947 ], [ 10, 10, 10, 10, 10, 10 ], [ -42857, -28922, -21459, -97112, -66914, -46259 ], [ 1.656018, 1.377836, 2.168736, 1.378311, 1.125083, 1.874089 ], [ 114, 57, 57, 114, 57, 57 ], [ 81, 40, 41, 81, 40, 41 ], [ 33, 17, 16, 33, 17, 16 ], [ 71.052632, 70.175439, 71.929825, 71.052632, 70.175439, 71.929825 ], [ 0.674674, 0.58558, 0.846336, 0.561534, 0.47816, 0.731352 ], [ 7040, 7040, 5939, 13101, 11594, 13101 ], [ -13772, -13116, -13772, -30151, -30151, -26383 ], [ 208, 201, 214, 208, 201, 214 ], [ 132, 114, 150, 132, 114, 150 ], [ 393, 406, 379, 393, 406, 379 ], [ 23725, 11489, 12236, 23725, 11489, 12236 ], [ 0.471556, 0, 3.513222, 0.471556, 0, 3.513222 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 394417, -175502, -169304, 316024, -264197, -167447 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752484500000, "first_datapoint_time": 1752528300000, "last_datapoint_time": 1759984200000, "evaluation_time": 1759984442406, "expiration_time": 1766464200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 147, "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) |
---|