| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 126685.9578 | 86507.7721 | 40178.1857 | 1761.313 | 138004.1507 | -136242.8377 |
| Total P&L (%) | 126.686 | 86.5078 | 40.1782 | 1.7613 | 138.0042 | -136.2428 |
| Avg Daily Profit (%) | 0.4865 | 0.3322 | 0.1543 | 0.0067 | 0.3335 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84424 | -34086 | -84424 | -340999 | -56067 | -340999 |
| Profit Factor | 1.484 | 1.8537 | 1.2505 | 1.0027 | 1.8029 | 0.7166 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
| Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
| Profitability (%) | 71.5385 | 66.1538 | 76.9231 | 71.5385 | 66.1538 | 76.9231 |
| Ratio Avg Win / Avg Loss | 0.5904 | 0.9484 | 0.3751 | 0.3989 | 0.9224 | 0.215 |
| Largest Winning Trade | 19554 | 19554 | 16920 | 33961 | 33961 | 21707 |
| Largest Losing Trade | -84424 | -31491 | -84424 | -340999 | -37546 | -340999 |
| Avg Bars in Trades | 190 | 197 | 182 | 190 | 197 | 182 |
| Avg Bars in Winners | 99 | 112 | 88 | 99 | 112 | 88 |
| Avg Bars in Losers | 418 | 364 | 497 | 418 | 364 | 497 |
| Bars Traded | 24729 | 12844 | 11885 | 24729 | 12844 | 11885 |
| Profit Streak | 0 | 9.3578 | 0 | 0 | 9.3578 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 408681 | -120824 | -126447 | -567128 | -120911 | -710363 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737409500000,
"first_datapoint_time": 1737608400000,
"last_datapoint_time": 1759908600000,
"evaluation_time": 1759908917804,
"expiration_time": 1766388600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 192,
"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": [
[
126685.957789466,
86507.772108802,
40178.1856806641,
1761.3129976745,
138004.1506879562,
-136242.8376902818
],
[
126.685958,
86.507772,
40.178186,
1.761313,
138.004151,
-136.242838
],
[
0.486468,
0.332186,
0.154282,
0.006705,
0.333524,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-84424,
-34086,
-84424,
-340999,
-56067,
-340999
],
[
1.484002,
1.853693,
1.250467,
1.002699,
1.802859,
0.716563
],
[
130,
65,
65,
130,
65,
65
],
[
93,
43,
50,
93,
43,
50
],
[
37,
22,
15,
37,
22,
15
],
[
71.538462,
66.153846,
76.923077,
71.538462,
66.153846,
76.923077
],
[
0.590409,
0.948401,
0.37514,
0.398923,
0.922393,
0.214969
],
[
19554,
19554,
16920,
33961,
33961,
21707
],
[
-84424,
-31491,
-84424,
-340999,
-37546,
-340999
],
[
190,
197,
182,
190,
197,
182
],
[
99,
112,
88,
99,
112,
88
],
[
418,
364,
497,
418,
364,
497
],
[
24729,
12844,
11885,
24729,
12844,
11885
],
[
0,
9.357845,
0,
0,
9.357845,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
408681,
-120824,
-126447,
-567128,
-120911,
-710363
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737409500000,
"first_datapoint_time": 1737608400000,
"last_datapoint_time": 1759908600000,
"evaluation_time": 1759908917804,
"expiration_time": 1766388600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 192,
"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) |
|---|