| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 313854.9944 | 309654.8745 | 4200.1199 | -110737.0389 | -105380.2656 | -5356.7733 |
| Total P&L (%) | 313.855 | 309.6549 | 4.2001 | -110.737 | -105.3803 | -5.3568 |
| Avg Daily Profit (%) | 0.1671 | 0.1649 | 0.0022 | 0 | 0 | -0.0029 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -190653 | -129124 | -179625 | -227297 | -154016 | -119471 |
| Profit Factor | 1.139 | 1.2902 | 1.0035 | 0.8275 | 0.6874 | 0.9824 |
| Total Trades | 590 | 295 | 295 | 590 | 295 | 295 |
| Winning Trades | 312 | 151 | 161 | 281 | 142 | 139 |
| Losing Trades | 278 | 144 | 134 | 309 | 153 | 156 |
| Profitability (%) | 52.8814 | 51.1864 | 54.5763 | 47.6271 | 48.1356 | 47.1186 |
| Ratio Avg Win / Avg Loss | 1.0149 | 1.2304 | 0.8352 | 0.91 | 0.7406 | 1.1026 |
| Largest Winning Trade | 126245 | 126245 | 45352 | 55130 | 21702 | 55130 |
| Largest Losing Trade | -113888 | -42081 | -113888 | -102205 | -44134 | -102205 |
| Avg Bars in Trades | 37 | 39 | 36 | 37 | 39 | 36 |
| Avg Bars in Winners | 35 | 36 | 35 | 39 | 40 | 37 |
| Avg Bars in Losers | 40 | 41 | 38 | 36 | 37 | 36 |
| Bars Traded | 22333 | 11527 | 10805 | 22333 | 11527 | 10805 |
| Profit Streak | 0 | 0 | 0 | 6.098 | 6.098 | 12.7647 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -56842 | 305501 | -572337 | -577449 | -579819 | -578632 |
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22539,
"evaluation_days": 1878.25,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598090400000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759782069129,
"expiration_time": 1765622908800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 246,
"offset": 0,
"std": 3.18363
}
}
} {
"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": [
[
313854.9943783861,
309654.874476683,
4200.1199017029,
-110737.0388540436,
-105380.2655720913,
-5356.7732819524
],
[
313.854994,
309.654874,
4.20012,
-110.737039,
-105.380266,
-5.356773
],
[
0.1671,
0.164864,
0.002236,
0,
0,
-0.002931
],
[
10,
10,
10,
10,
10,
10
],
[
-190653,
-129124,
-179625,
-227297,
-154016,
-119471
],
[
1.13899,
1.290242,
1.003526,
0.827525,
0.687365,
0.982435
],
[
590,
295,
295,
590,
295,
295
],
[
312,
151,
161,
281,
142,
139
],
[
278,
144,
134,
309,
153,
156
],
[
52.881356,
51.186441,
54.576271,
47.627119,
48.135593,
47.118644
],
[
1.01487,
1.23043,
0.835233,
0.909982,
0.740612,
1.102589
],
[
126245,
126245,
45352,
55130,
21702,
55130
],
[
-113888,
-42081,
-113888,
-102205,
-44134,
-102205
],
[
37,
39,
36,
37,
39,
36
],
[
35,
36,
35,
39,
40,
37
],
[
40,
41,
38,
36,
37,
36
],
[
22333,
11527,
10805,
22333,
11527,
10805
],
[
0,
0,
0,
6.098022,
6.098022,
12.764689
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-56842,
305501,
-572337,
-577449,
-579819,
-578632
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22539,
"evaluation_days": 1878.25,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598090400000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759782069129,
"expiration_time": 1765622908800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 246,
"offset": 0,
"std": 3.18363
}
}
}
| # | 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) |
|---|