| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 557575.0151 | 483886.6044 | 73688.4107 | 234908.5332 | 833937.0752 | -599028.5421 |
| Total P&L (%) | 557.575 | 483.8866 | 73.6884 | 234.9085 | 833.9371 | -599.0285 |
| Avg Daily Profit (%) | 0.2987 | 0.2592 | 0.0395 | 0.0648 | 0.1198 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191380 | -93588 | -155349 | -1386800 | -669777 | -872483 |
| Profit Factor | 1.7488 | 2.2462 | 1.2068 | 1.0805 | 1.5951 | 0.6054 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 42.8571 | 35.7143 | 50 | 42.8571 | 35.7143 | 50 |
| Ratio Avg Win / Avg Loss | 2.3318 | 4.0431 | 1.2068 | 1.4406 | 2.8712 | 0.6054 |
| Largest Winning Trade | 227839 | 227839 | 81114 | 739554 | 739554 | 127407 |
| Largest Losing Trade | -38561 | -38561 | -32381 | -478705 | -393524 | -478705 |
| Avg Bars in Trades | 131 | 123 | 140 | 131 | 123 | 140 |
| Avg Bars in Winners | 203 | 213 | 196 | 203 | 213 | 196 |
| Avg Bars in Losers | 77 | 72 | 83 | 77 | 72 | 83 |
| Bars Traded | 11058 | 5174 | 5884 | 11058 | 5174 | 5884 |
| Profit Streak | 0 | 0 | 165.4378 | 0 | 0 | 165.4378 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347178 | 248059 | -139256 | -241003 | -35204 | -579380 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599307200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853826183,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 61,
"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": [
[
557575.0151149224,
483886.604381055,
73688.4107338673,
234908.5331680235,
833937.0752458182,
-599028.5420777947
],
[
557.575015,
483.886604,
73.688411,
234.908533,
833.937075,
-599.028542
],
[
0.298728,
0.259248,
0.039479,
0.064778,
0.119774,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-191380,
-93588,
-155349,
-1386800,
-669777,
-872483
],
[
1.748849,
2.246183,
1.206827,
1.080466,
1.595134,
0.605411
],
[
84,
42,
42,
84,
42,
42
],
[
36,
15,
21,
36,
15,
21
],
[
48,
27,
21,
48,
27,
21
],
[
42.857143,
35.714286,
50,
42.857143,
35.714286,
50
],
[
2.331799,
4.04313,
1.206827,
1.440621,
2.871242,
0.605411
],
[
227839,
227839,
81114,
739554,
739554,
127407
],
[
-38561,
-38561,
-32381,
-478705,
-393524,
-478705
],
[
131,
123,
140,
131,
123,
140
],
[
203,
213,
196,
203,
213,
196
],
[
77,
72,
83,
77,
72,
83
],
[
11058,
5174,
5884,
11058,
5174,
5884
],
[
0,
0,
165.437803,
0,
0,
165.437803
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347178,
248059,
-139256,
-241003,
-35204,
-579380
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599307200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853826183,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 61,
"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) |
|---|