| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 819065.0897 | 687222.5565 | 131842.5332 | 364802.5351 | 283604.7583 | 81197.7768 |
| Total P&L (%) | 819.0651 | 687.2226 | 131.8425 | 364.8025 | 283.6048 | 81.1978 |
| Avg Daily Profit (%) | 0.4364 | 0.3662 | 0.0703 | 0.0819 | 0.0717 | 0.0317 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147796 | -70621 | -163524 | -222291 | -119808 | -185341 |
| Profit Factor | 1.8737 | 2.3541 | 1.3066 | 1.3198 | 1.458 | 1.1558 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
| Losing Trades | 89 | 51 | 38 | 89 | 51 | 38 |
| Profitability (%) | 37.3239 | 28.169 | 46.4789 | 37.3239 | 28.169 | 46.4789 |
| Ratio Avg Win / Avg Loss | 3.1464 | 6.0029 | 1.5046 | 2.2163 | 3.7178 | 1.3309 |
| Largest Winning Trade | 381853 | 381853 | 70032 | 285988 | 285988 | 111489 |
| Largest Losing Trade | -45016 | -45016 | -37412 | -108911 | -56277 | -108911 |
| Avg Bars in Trades | 157 | 154 | 159 | 157 | 154 | 159 |
| Avg Bars in Winners | 257 | 305 | 229 | 257 | 305 | 229 |
| Avg Bars in Losers | 97 | 95 | 99 | 97 | 95 | 99 |
| Bars Traded | 22309 | 10981 | 11327 | 22309 | 10981 | 11327 |
| Profit Streak | 13.7307 | 0 | 134.1474 | 13.7307 | 0 | 134.1474 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347796 | -88864 | -184843 | -86238 | -197898 | -286693 |
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22520,
"evaluation_days": 1876.67,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598824800000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759649534844,
"expiration_time": 1765481184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 148,
"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": [
[
819065.0896762927,
687222.5564843188,
131842.5331919736,
364802.5351266263,
283604.7583281295,
81197.7767984968
],
[
819.06509,
687.222556,
131.842533,
364.802535,
283.604758,
81.197777
],
[
0.436446,
0.366193,
0.070253,
0.081904,
0.071665,
0.031679
],
[
10,
10,
10,
10,
10,
10
],
[
-147796,
-70621,
-163524,
-222291,
-119808,
-185341
],
[
1.873688,
2.354074,
1.30664,
1.319848,
1.457961,
1.155768
],
[
142,
71,
71,
142,
71,
71
],
[
53,
20,
33,
53,
20,
33
],
[
89,
51,
38,
89,
51,
38
],
[
37.323944,
28.169014,
46.478873,
37.323944,
28.169014,
46.478873
],
[
3.146382,
6.00289,
1.504616,
2.216348,
3.717801,
1.330884
],
[
381853,
381853,
70032,
285988,
285988,
111489
],
[
-45016,
-45016,
-37412,
-108911,
-56277,
-108911
],
[
157,
154,
159,
157,
154,
159
],
[
257,
305,
229,
257,
305,
229
],
[
97,
95,
99,
97,
95,
99
],
[
22309,
10981,
11327,
22309,
10981,
11327
],
[
13.730727,
0,
134.147394,
13.730727,
0,
134.147394
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347796,
-88864,
-184843,
-86238,
-197898,
-286693
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22520,
"evaluation_days": 1876.67,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598824800000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759649534844,
"expiration_time": 1765481184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 148,
"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) |
|---|