Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44634.2166 | 12121.3579 | 32512.8587 | 43774.8702 | 3628.4812 | 40146.389 |
Total P&L (%) | 44.6342 | 12.1214 | 32.5129 | 43.7749 | 3.6285 | 40.1464 |
Avg Daily Profit (%) | 0.5142 | 0.1396 | 0.3745 | 0.4191 | 0.0411 | 0.3896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41663 | -34066 | -19510 | -69518 | -58239 | -31623 |
Profit Factor | 1.3421 | 1.1473 | 1.6746 | 1.2083 | 1.0273 | 1.5193 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 72.2628 | 75.3623 | 69.1176 | 72.2628 | 75.3623 | 69.1176 |
Ratio Avg Win / Avg Loss | 0.5152 | 0.3751 | 0.7482 | 0.4638 | 0.3359 | 0.6788 |
Largest Winning Trade | 6822 | 6822 | 5665 | 10993 | 10993 | 7807 |
Largest Losing Trade | -15246 | -15246 | -9093 | -26940 | -26940 | -15324 |
Avg Bars in Trades | 172 | 173 | 171 | 172 | 173 | 171 |
Avg Bars in Winners | 107 | 102 | 111 | 107 | 102 | 111 |
Avg Bars in Losers | 342 | 389 | 305 | 342 | 389 | 305 |
Bars Traded | 23630 | 11953 | 11676 | 23630 | 11953 | 11676 |
Profit Streak | 0 | 0 | 4.5641 | 0 | 0 | 4.5641 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305008 | -266881 | -100774 | 243577 | -596319 | -100604 |
{ "trading_pair": "CRV_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752450600000, "first_datapoint_time": 1752516900000, "last_datapoint_time": 1759950300000, "evaluation_time": 1759950439874, "expiration_time": 1766430300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 222, "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": [ [ 44634.2166229128, 12121.3579129712, 32512.8587099416, 43774.8702476059, 3628.4811995285, 40146.3890480775 ], [ 44.634217, 12.121358, 32.512859, 43.77487, 3.628481, 40.146389 ], [ 0.51416, 0.139631, 0.374529, 0.419121, 0.041066, 0.389557 ], [ 10, 10, 10, 10, 10, 10 ], [ -41663, -34066, -19510, -69518, -58239, -31623 ], [ 1.342102, 1.14733, 1.674581, 1.208288, 1.027312, 1.519264 ], [ 137, 69, 68, 137, 69, 68 ], [ 99, 52, 47, 99, 52, 47 ], [ 38, 17, 21, 38, 17, 21 ], [ 72.262774, 75.362319, 69.117647, 72.262774, 75.362319, 69.117647 ], [ 0.51515, 0.375089, 0.748217, 0.463787, 0.335852, 0.67882 ], [ 6822, 6822, 5665, 10993, 10993, 7807 ], [ -15246, -15246, -9093, -26940, -26940, -15324 ], [ 172, 173, 171, 172, 173, 171 ], [ 107, 102, 111, 107, 102, 111 ], [ 342, 389, 305, 342, 389, 305 ], [ 23630, 11953, 11676, 23630, 11953, 11676 ], [ 0, 0, 4.564119, 0, 0, 4.564119 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305008, -266881, -100774, 243577, -596319, -100604 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752450600000, "first_datapoint_time": 1752516900000, "last_datapoint_time": 1759950300000, "evaluation_time": 1759950439874, "expiration_time": 1766430300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 222, "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) |
---|