| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 97262.4479 | 54287.3894 | 42975.0585 | 62532.76 | 45918.6395 | 16614.1205 |
| Total P&L (%) | 97.2624 | 54.2874 | 42.9751 | 62.5328 | 45.9186 | 16.6141 |
| Avg Daily Profit (%) | 0.3735 | 0.2085 | 0.165 | 0.1867 | 0.1452 | 0.059 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111418 | -41426 | -79685 | -290835 | -140589 | -166982 |
| Profit Factor | 1.2086 | 1.2267 | 1.1895 | 1.0675 | 1.0959 | 1.0371 |
| Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
| Winning Trades | 170 | 83 | 87 | 170 | 83 | 87 |
| Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
| Profitability (%) | 61.8182 | 60.1449 | 63.5037 | 61.8182 | 60.1449 | 63.5037 |
| Ratio Avg Win / Avg Loss | 0.7465 | 0.8129 | 0.6836 | 0.6594 | 0.7262 | 0.5961 |
| Largest Winning Trade | 12033 | 12033 | 7892 | 39546 | 39546 | 18506 |
| Largest Losing Trade | -42088 | -25664 | -42088 | -76293 | -46372 | -76293 |
| Avg Bars in Trades | 89 | 88 | 91 | 89 | 88 | 91 |
| Avg Bars in Winners | 63 | 59 | 67 | 63 | 59 | 67 |
| Avg Bars in Losers | 131 | 131 | 131 | 131 | 131 | 131 |
| Bars Traded | 24696 | 12218 | 12478 | 24696 | 12218 | 12478 |
| Profit Streak | 0 | 0 | 12.1898 | 0 | 0 | 12.1898 |
| Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307349 | 156464 | -6621 | -139327 | -117838 | -302803 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736847000000,
"first_datapoint_time": 1737014400000,
"last_datapoint_time": 1759346100000,
"evaluation_time": 1759347195232,
"expiration_time": 1765826100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 180,
"offset": 7
}
}
} {
"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": [
[
97262.4479040806,
54287.389410682,
42975.0584933987,
62532.759968536,
45918.6394674785,
16614.1205010574
],
[
97.262448,
54.287389,
42.975058,
62.53276,
45.918639,
16.614121
],
[
0.373483,
0.208461,
0.165022,
0.186684,
0.145209,
0.059038
],
[
10,
10,
10,
10,
10,
10
],
[
-111418,
-41426,
-79685,
-290835,
-140589,
-166982
],
[
1.208598,
1.226693,
1.189491,
1.067529,
1.095922,
1.037143
],
[
275,
138,
137,
275,
138,
137
],
[
170,
83,
87,
170,
83,
87
],
[
105,
55,
50,
105,
55,
50
],
[
61.818182,
60.144928,
63.50365,
61.818182,
60.144928,
63.50365
],
[
0.746487,
0.812869,
0.683616,
0.659356,
0.726213,
0.596059
],
[
12033,
12033,
7892,
39546,
39546,
18506
],
[
-42088,
-25664,
-42088,
-76293,
-46372,
-76293
],
[
89,
88,
91,
89,
88,
91
],
[
63,
59,
67,
63,
59,
67
],
[
131,
131,
131,
131,
131,
131
],
[
24696,
12218,
12478,
24696,
12218,
12478
],
[
0,
0,
12.18976,
0,
0,
12.18976
],
[
0,
0,
5,
0,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307349,
156464,
-6621,
-139327,
-117838,
-302803
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736847000000,
"first_datapoint_time": 1737014400000,
"last_datapoint_time": 1759346100000,
"evaluation_time": 1759347195232,
"expiration_time": 1765826100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 180,
"offset": 7
}
}
}
| # | 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) |
|---|