Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102675.91 | 75282.9454 | 27392.9646 | -26233.3093 | 106333.3666 | -132566.6759 |
Total P&L (%) | 102.6759 | 75.2829 | 27.393 | -26.2333 | 106.3334 | -132.5667 |
Avg Daily Profit (%) | 0.3943 | 0.2891 | 0.1052 | -0.1168 | 0.2785 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91362 | -21662 | -86290 | -273040 | -32516 | -270857 |
Profit Factor | 1.4738 | 2.1115 | 1.1838 | 0.943 | 2.0894 | 0.6344 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 60.5263 | 60.5263 | 60.5263 | 60.5263 | 60.5263 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.9611 | 1.3771 | 0.7721 | 0.615 | 1.3627 | 0.4138 |
Largest Winning Trade | 21690 | 13671 | 21690 | 38083 | 28220 | 38083 |
Largest Losing Trade | -86290 | -9078 | -86290 | -270857 | -13565 | -270857 |
Avg Bars in Trades | 313 | 347 | 279 | 313 | 347 | 279 |
Avg Bars in Winners | 283 | 326 | 240 | 283 | 326 | 240 |
Avg Bars in Losers | 358 | 378 | 337 | 358 | 378 | 337 |
Bars Traded | 23797 | 13186 | 10611 | 23797 | 13186 | 10611 |
Profit Streak | 4.0956 | 5.2935 | 0 | 4.0956 | 5.2935 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44901 | 431264 | -75876 | -634439 | 426482 | -580795 |
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737151200000, "first_datapoint_time": 1737370800000, "last_datapoint_time": 1759650300000, "evaluation_time": 1759651356311, "expiration_time": 1766130300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 245, "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": [ [ 102675.9100284862, 75282.9453931703, 27392.9646353158, -26233.3093024651, 106333.3665926111, -132566.6758950761 ], [ 102.67591, 75.282945, 27.392965, -26.233309, 106.333367, -132.566676 ], [ 0.39427, 0.289083, 0.105188, -0.116767, 0.278524, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -91362, -21662, -86290, -273040, -32516, -270857 ], [ 1.473752, 2.111479, 1.183849, 0.943002, 2.089407, 0.634443 ], [ 76, 38, 38, 76, 38, 38 ], [ 46, 23, 23, 46, 23, 23 ], [ 30, 15, 15, 30, 15, 15 ], [ 60.526316, 60.526316, 60.526316, 60.526316, 60.526316, 60.526316 ], [ 0.961142, 1.377051, 0.772075, 0.615001, 1.362657, 0.413767 ], [ 21690, 13671, 21690, 38083, 28220, 38083 ], [ -86290, -9078, -86290, -270857, -13565, -270857 ], [ 313, 347, 279, 313, 347, 279 ], [ 283, 326, 240, 283, 326, 240 ], [ 358, 378, 337, 358, 378, 337 ], [ 23797, 13186, 10611, 23797, 13186, 10611 ], [ 4.095559, 5.293476, 0, 4.095559, 5.293476, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44901, 431264, -75876, -634439, 426482, -580795 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737151200000, "first_datapoint_time": 1737370800000, "last_datapoint_time": 1759650300000, "evaluation_time": 1759651356311, "expiration_time": 1766130300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 245, "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) |
---|