| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 334859.8371 | 336580.343 | -1720.5059 | -85783.1265 | 830042.7861 | -915825.9126 |
| Total P&L (%) | 334.8598 | 336.5803 | -1.7205 | -85.7831 | 830.0428 | -915.8259 |
| Avg Daily Profit (%) | 0.1794 | 0.1803 | -0.0009 | -0.1045 | 0.1196 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -286489 | -144850 | -202824 | -1845772 | -919772 | -1238405 |
| Profit Factor | 1.2359 | 1.5257 | 0.9978 | 0.9805 | 1.4081 | 0.614 |
| Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
| Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
| Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
| Profitability (%) | 53.2751 | 50.8772 | 55.6522 | 53.2751 | 50.8772 | 55.6522 |
| Ratio Avg Win / Avg Loss | 1.084 | 1.4731 | 0.7951 | 0.86 | 1.3596 | 0.4893 |
| Largest Winning Trade | 171411 | 171411 | 77650 | 693448 | 693448 | 367910 |
| Largest Losing Trade | -73828 | -49730 | -73828 | -701927 | -701927 | -430938 |
| Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
| Avg Bars in Winners | 43 | 41 | 46 | 43 | 41 | 46 |
| Avg Bars in Losers | 53 | 51 | 55 | 53 | 51 | 55 |
| Bars Traded | 11085 | 5311 | 5774 | 11085 | 5311 | 5774 |
| Profit Streak | 6.1408 | 0 | 67.1408 | 6.1408 | 0 | 67.1408 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340408 | 316034 | -578858 | -578459 | -32382 | -578858 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598875200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759044167089,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 99,
"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": [
[
334859.8370716825,
336580.3429757461,
-1720.5059040633,
-85783.1265023258,
830042.7861257013,
-915825.9126280273
],
[
334.859837,
336.580343,
-1.720506,
-85.783127,
830.042786,
-915.825913
],
[
0.179405,
0.180327,
-0.000922,
-0.104459,
0.11955,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-286489,
-144850,
-202824,
-1845772,
-919772,
-1238405
],
[
1.235948,
1.525701,
0.997791,
0.980532,
1.408115,
0.61397
],
[
229,
114,
115,
229,
114,
115
],
[
122,
58,
64,
122,
58,
64
],
[
107,
56,
51,
107,
56,
51
],
[
53.275109,
50.877193,
55.652174,
53.275109,
50.877193,
55.652174
],
[
1.083987,
1.473091,
0.795115,
0.859974,
1.359559,
0.489257
],
[
171411,
171411,
77650,
693448,
693448,
367910
],
[
-73828,
-49730,
-73828,
-701927,
-701927,
-430938
],
[
48,
46,
50,
48,
46,
50
],
[
43,
41,
46,
43,
41,
46
],
[
53,
51,
55,
53,
51,
55
],
[
11085,
5311,
5774,
11085,
5311,
5774
],
[
6.140823,
0,
67.140823,
6.140823,
0,
67.140823
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340408,
316034,
-578858,
-578459,
-32382,
-578858
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598875200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759044167089,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 99,
"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) |
|---|