Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109828.8319 | 67456.5384 | 42372.2934 | 75239.5214 | 53951.1702 | 21288.3512 |
Total P&L (%) | 109.8288 | 67.4565 | 42.3723 | 75.2395 | 53.9512 | 21.2884 |
Avg Daily Profit (%) | 0.4217 | 0.259 | 0.1627 | 0.2156 | 0.1658 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72630 | -38358 | -72346 | -120806 | -49913 | -116889 |
Profit Factor | 1.2636 | 1.35 | 1.1892 | 1.1182 | 1.181 | 1.0629 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 182 | 89 | 93 | 182 | 89 | 93 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 71.9368 | 70.0787 | 73.8095 | 71.9368 | 70.0787 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.4929 | 0.5764 | 0.422 | 0.4362 | 0.5043 | 0.3772 |
Largest Winning Trade | 10698 | 9507 | 10698 | 13601 | 11458 | 13601 |
Largest Losing Trade | -50973 | -26578 | -50973 | -75248 | -35130 | -75248 |
Avg Bars in Trades | 98 | 102 | 94 | 98 | 102 | 94 |
Avg Bars in Winners | 49 | 50 | 49 | 49 | 50 | 49 |
Avg Bars in Losers | 222 | 223 | 221 | 222 | 223 | 221 |
Bars Traded | 24856 | 12980 | 11876 | 24856 | 12980 | 11876 |
Profit Streak | 0 | 0 | 6.6515 | 0 | 0 | 6.6515 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377373 | 276084 | -6374 | -81643 | -15795 | -250567 |
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736347500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758858786894, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 2 } } }
{ "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": [ [ 109828.8318684587, 67456.5384258657, 42372.2934425931, 75239.52140381, 53951.170196075, 21288.351207735 ], [ 109.828832, 67.456538, 42.372293, 75.239521, 53.95117, 21.288351 ], [ 0.421737, 0.25903, 0.162708, 0.215647, 0.165818, 0.074139 ], [ 10, 10, 10, 10, 10, 10 ], [ -72630, -38358, -72346, -120806, -49913, -116889 ], [ 1.263558, 1.350003, 1.189174, 1.118203, 1.181045, 1.062885 ], [ 253, 127, 126, 253, 127, 126 ], [ 182, 89, 93, 182, 89, 93 ], [ 71, 38, 33, 71, 38, 33 ], [ 71.936759, 70.07874, 73.809524, 71.936759, 70.07874, 73.809524 ], [ 0.492926, 0.576406, 0.421965, 0.436222, 0.504266, 0.377153 ], [ 10698, 9507, 10698, 13601, 11458, 13601 ], [ -50973, -26578, -50973, -75248, -35130, -75248 ], [ 98, 102, 94, 98, 102, 94 ], [ 49, 50, 49, 49, 50, 49 ], [ 222, 223, 221, 222, 223, 221 ], [ 24856, 12980, 11876, 24856, 12980, 11876 ], [ 0, 0, 6.651469, 0, 0, 6.651469 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377373, 276084, -6374, -81643, -15795, -250567 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736347500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758858786894, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 2 } } }
# | 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) |
---|