| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 357101.333 | 341166.0826 | 15935.2504 | -59083.4154 | -84679.4924 | 25596.077 |
| Total P&L (%) | 357.1013 | 341.1661 | 15.9353 | -59.0834 | -84.6795 | 25.5961 |
| Avg Daily Profit (%) | 0.1914 | 0.1828 | 0.0085 | -0.0479 | -0.1005 | 0.0122 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -194082 | -187603 | -26001 | -258655 | -257207 | -20607 |
| Profit Factor | 1.4536 | 1.491 | 1.1723 | 0.9074 | 0.8526 | 1.4046 |
| Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
| Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
| Profitability (%) | 51.0067 | 54.0541 | 48 | 51.0067 | 54.0541 | 48 |
| Ratio Avg Win / Avg Loss | 1.3962 | 1.2674 | 1.27 | 0.8716 | 0.7247 | 1.5216 |
| Largest Winning Trade | 355669 | 355669 | 20982 | 77477 | 77477 | 33634 |
| Largest Losing Trade | -59006 | -59006 | -11197 | -93130 | -93130 | -16902 |
| Avg Bars in Trades | 136 | 270 | 4 | 136 | 270 | 4 |
| Avg Bars in Winners | 95 | 178 | 3 | 95 | 178 | 3 |
| Avg Bars in Losers | 178 | 378 | 4 | 178 | 378 | 4 |
| Bars Traded | 20293 | 19985 | 308 | 20293 | 19985 | 308 |
| Profit Streak | 5.8692 | 0 | 74.5358 | 5.8692 | 0 | 74.5358 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352590 | -54929 | -278463 | -579553 | -644432 | -234682 |
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22392,
"evaluation_days": 1866,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1597845600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758855096705,
"expiration_time": 1764526406400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 31,
"offset": 0,
"std": 3.38443
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 39,
"offset": 15
}
}
}
{
"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": [
[
357101.3330144074,
341166.0826214575,
15935.2503929498,
-59083.4154187259,
-84679.4923780767,
25596.0769593508
],
[
357.101333,
341.166083,
15.93525,
-59.083415,
-84.679492,
25.596077
],
[
0.191373,
0.182833,
0.00854,
-0.047879,
-0.100484,
0.012214
],
[
10,
10,
10,
10,
10,
10
],
[
-194082,
-187603,
-26001,
-258655,
-257207,
-20607
],
[
1.453589,
1.491016,
1.172341,
0.907375,
0.852631,
1.404572
],
[
149,
74,
75,
149,
74,
75
],
[
76,
40,
36,
76,
40,
36
],
[
73,
34,
39,
73,
34,
39
],
[
51.006711,
54.054054,
48,
51.006711,
54.054054,
48
],
[
1.39621,
1.267364,
1.270036,
0.871557,
0.724736,
1.52162
],
[
355669,
355669,
20982,
77477,
77477,
33634
],
[
-59006,
-59006,
-11197,
-93130,
-93130,
-16902
],
[
136,
270,
4,
136,
270,
4
],
[
95,
178,
3,
95,
178,
3
],
[
178,
378,
4,
178,
378,
4
],
[
20293,
19985,
308,
20293,
19985,
308
],
[
5.869175,
0,
74.535841,
5.869175,
0,
74.535841
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352590,
-54929,
-278463,
-579553,
-644432,
-234682
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22392,
"evaluation_days": 1866,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1597845600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758855096705,
"expiration_time": 1764526406400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 31,
"offset": 0,
"std": 3.38443
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 39,
"offset": 15
}
}
}
| # | 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) |
|---|