| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 978186.8591 | 830028.3057 | 148158.5534 | 3473958.1083 | 2188882.5589 | 1285075.5494 |
| Total P&L (%) | 978.1869 | 830.0283 | 148.1586 | 3473.9581 | 2188.8826 | 1285.0755 |
| Avg Daily Profit (%) | 0.5241 | 0.4447 | 0.0794 | 0.1918 | 0.1679 | 0.1409 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86277 | -90387 | -64867 | -331215 | -360940 | -169666 |
| Profit Factor | 3.0046 | 3.7575 | 1.7924 | 4.3757 | 4.1382 | 4.8752 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Profitability (%) | 55 | 50 | 60 | 55 | 50 | 60 |
| Ratio Avg Win / Avg Loss | 2.4583 | 3.7575 | 1.195 | 3.5801 | 4.1382 | 3.2501 |
| Largest Winning Trade | 417986 | 417986 | 58330 | 1137447 | 1137447 | 530503 |
| Largest Losing Trade | -47026 | -47026 | -28905 | -182409 | -182409 | -71854 |
| Avg Bars in Trades | 181 | 209 | 152 | 181 | 209 | 152 |
| Avg Bars in Winners | 205 | 234 | 180 | 205 | 234 | 180 |
| Avg Bars in Losers | 151 | 184 | 111 | 151 | 184 | 111 |
| Bars Traded | 10863 | 6282 | 4581 | 10863 | 6282 | 4581 |
| Profit Streak | 348.1789 | 348.1789 | 367.1789 | 348.1789 | 348.1789 | 367.1789 |
| Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -154882 | 659117 | -82070 | -156124 | 583991 | 209240 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1600776000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932256247,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 106,
"offset": 125
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 188,
"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": [
[
978186.8591250717,
830028.3056798083,
148158.5534452635,
3473958.1083195643,
2188882.5589101976,
1285075.5494093667
],
[
978.186859,
830.028306,
148.158553,
3473.958108,
2188.882559,
1285.075549
],
[
0.524075,
0.444698,
0.079378,
0.191786,
0.167869,
0.140916
],
[
10,
10,
10,
10,
10,
10
],
[
-86277,
-90387,
-64867,
-331215,
-360940,
-169666
],
[
3.004567,
3.757471,
1.792426,
4.375706,
4.138234,
4.875179
],
[
60,
30,
30,
60,
30,
30
],
[
33,
15,
18,
33,
15,
18
],
[
27,
15,
12,
27,
15,
12
],
[
55,
50,
60,
55,
50,
60
],
[
2.458282,
3.757471,
1.194951,
3.580123,
4.138234,
3.25012
],
[
417986,
417986,
58330,
1137447,
1137447,
530503
],
[
-47026,
-47026,
-28905,
-182409,
-182409,
-71854
],
[
181,
209,
152,
181,
209,
152
],
[
205,
234,
180,
205,
234,
180
],
[
151,
184,
111,
151,
184,
111
],
[
10863,
6282,
4581,
10863,
6282,
4581
],
[
348.178892,
348.178892,
367.178892,
348.178892,
348.178892,
367.178892
],
[
7,
3,
4,
7,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-154882,
659117,
-82070,
-156124,
583991,
209240
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1600776000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932256247,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 106,
"offset": 125
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 188,
"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) |
|---|