| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 726992.3045 | 513537.3965 | 213454.9081 | 575842.4336 | 541740.7291 | 34101.7045 |
| Total P&L (%) | 726.9923 | 513.5374 | 213.4549 | 575.8424 | 541.7407 | 34.1017 |
| Avg Daily Profit (%) | 0.3895 | 0.2751 | 0.1144 | 0.1024 | 0.0996 | 0.0157 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174624 | -161724 | -137589 | -557684 | -458773 | -699425 |
| Profit Factor | 1.2313 | 1.3202 | 1.1387 | 1.0795 | 1.1477 | 1.0095 |
| Total Trades | 1381 | 690 | 691 | 1381 | 690 | 691 |
| Winning Trades | 841 | 409 | 432 | 841 | 409 | 432 |
| Losing Trades | 540 | 281 | 259 | 540 | 281 | 259 |
| Profitability (%) | 60.8979 | 59.2754 | 62.5181 | 60.8979 | 59.2754 | 62.5181 |
| Ratio Avg Win / Avg Loss | 0.7906 | 0.907 | 0.6827 | 0.6931 | 0.7885 | 0.6052 |
| Largest Winning Trade | 156697 | 156697 | 52290 | 127419 | 127419 | 105952 |
| Largest Losing Trade | -47011 | -43949 | -47011 | -233022 | -149124 | -233022 |
| Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
| Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 11186 | 5614 | 5573 | 11186 | 5614 | 5573 |
| Profit Streak | 6.5626 | 10.2292 | 6.5626 | 6.5626 | 10.2292 | 6.5626 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 622470 | 461674 | -103917 | -180980 | -113607 | -380245 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1597464000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758922206311,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
726992.304519371,
513537.3964504482,
213454.9080689235,
575842.43357757,
541740.7291126619,
34101.7044649071
],
[
726.992305,
513.537396,
213.454908,
575.842434,
541.740729,
34.101704
],
[
0.389495,
0.275134,
0.114361,
0.102425,
0.099649,
0.015722
],
[
10,
10,
10,
10,
10,
10
],
[
-174624,
-161724,
-137589,
-557684,
-458773,
-699425
],
[
1.231296,
1.320191,
1.138673,
1.079455,
1.147734,
1.009525
],
[
1381,
690,
691,
1381,
690,
691
],
[
841,
409,
432,
841,
409,
432
],
[
540,
281,
259,
540,
281,
259
],
[
60.8979,
59.275362,
62.51809,
60.8979,
59.275362,
62.51809
],
[
0.790606,
0.907026,
0.682676,
0.69311,
0.788541,
0.605247
],
[
156697,
156697,
52290,
127419,
127419,
105952
],
[
-47011,
-43949,
-47011,
-233022,
-149124,
-233022
],
[
8,
8,
8,
8,
8,
8
],
[
6,
6,
6,
6,
6,
6
],
[
10,
10,
10,
10,
10,
10
],
[
11186,
5614,
5573,
11186,
5614,
5573
],
[
6.562573,
10.229239,
6.562573,
6.562573,
10.22924,
6.562573
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
622470,
461674,
-103917,
-180980,
-113607,
-380245
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1597464000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758922206311,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|