| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 187314.4305 | 376688.7008 | -189374.2703 | -100055.2377 | -42.6107 | -100012.6269 |
| Total P&L (%) | 187.3144 | 376.6887 | -189.3743 | -100.0552 | -0.0426 | -100.0126 |
| Avg Daily Profit (%) | 0.1004 | 0.2018 | -0.1015 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -238365 | -145091 | -178029 | -393 | -426 | -35 |
| Profit Factor | 1.2169 | 1.9394 | 0.5906 | 0.0094 | 0.9265 | 0.0041 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 35 | 17 | 18 | 40 | 21 | 19 |
| Losing Trades | 41 | 21 | 20 | 36 | 17 | 19 |
| Profitability (%) | 46.0526 | 44.7368 | 47.3684 | 52.6316 | 55.2632 | 50 |
| Ratio Avg Win / Avg Loss | 1.4255 | 2.3957 | 0.6562 | 0.0084 | 0.75 | 0.0041 |
| Largest Winning Trade | 255299 | 255299 | 61143 | 228 | 228 | 72 |
| Largest Losing Trade | -100299 | -49702 | -100299 | -100299 | -337 | -100299 |
| Avg Bars in Trades | 141 | 144 | 138 | 141 | 144 | 138 |
| Avg Bars in Winners | 157 | 162 | 152 | 126 | 130 | 123 |
| Avg Bars in Losers | 127 | 130 | 124 | 157 | 162 | 152 |
| Bars Traded | 10733 | 5486 | 5247 | 10733 | 5486 | 5247 |
| Profit Streak | 0 | 0 | 74.111 | 11.111 | 11.7776 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -114734 | 334298 | -581230 | -633297 | -578900 | -580487 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1601020800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758897588164,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 248,
"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": [
[
187314.430522683,
376688.7008471713,
-189374.2703244882,
-100055.2376549469,
-42.6107180337,
-100012.6269369131
],
[
187.314431,
376.688701,
-189.37427,
-100.055238,
-0.042611,
-100.012627
],
[
0.100356,
0.201816,
-0.10146,
0,
-2.3e-5,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-238365,
-145091,
-178029,
-393,
-426,
-35
],
[
1.216902,
1.939376,
0.590622,
0.009355,
0.926467,
0.004063
],
[
76,
38,
38,
76,
38,
38
],
[
35,
17,
18,
40,
21,
19
],
[
41,
21,
20,
36,
17,
19
],
[
46.052632,
44.736842,
47.368421,
52.631579,
55.263158,
50
],
[
1.425514,
2.3957,
0.656247,
0.008419,
0.749997,
0.004063
],
[
255299,
255299,
61143,
228,
228,
72
],
[
-100299,
-49702,
-100299,
-100299,
-337,
-100299
],
[
141,
144,
138,
141,
144,
138
],
[
157,
162,
152,
126,
130,
123
],
[
127,
130,
124,
157,
162,
152
],
[
10733,
5486,
5247,
10733,
5486,
5247
],
[
0,
0,
74.110974,
11.110974,
11.777641,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-114734,
334298,
-581230,
-633297,
-578900,
-580487
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1601020800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758897588164,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 248,
"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) |
|---|