| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 415159.2709 | 419319.7829 | -4160.512 | -35679.7732 | 143835.1043 | -179514.8775 |
| Total P&L (%) | 415.1593 | 419.3198 | -4.1605 | -35.6798 | 143.8351 | -179.5149 |
| Avg Daily Profit (%) | 0.2224 | 0.2246 | -0.0022 | -0.0236 | 0.0478 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -226713 | -194902 | -143439 | -425228 | -234646 | -273826 |
| Profit Factor | 1.4868 | 1.7661 | 0.9864 | 0.9607 | 1.2693 | 0.5186 |
| Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
| Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
| Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
| Profitability (%) | 45.9627 | 43.75 | 48.1481 | 45.9627 | 43.75 | 48.1481 |
| Ratio Avg Win / Avg Loss | 1.748 | 2.2707 | 1.0623 | 1.1294 | 1.6319 | 0.5585 |
| Largest Winning Trade | 252204 | 252204 | 79931 | 313073 | 313073 | 79931 |
| Largest Losing Trade | -49927 | -49927 | -34400 | -77876 | -77876 | -76330 |
| Avg Bars in Trades | 45 | 68 | 22 | 45 | 68 | 22 |
| Avg Bars in Winners | 58 | 90 | 28 | 58 | 90 | 28 |
| Avg Bars in Losers | 34 | 50 | 17 | 34 | 50 | 17 |
| Bars Traded | 7305 | 5473 | 1832 | 7305 | 5473 | 1832 |
| Profit Streak | 0 | 80.5885 | 0 | 0 | 80.5885 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339215 | -9340 | -591511 | -579837 | -148641 | -593178 |
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7467,
"evaluation_days": 1866.75,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599393600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852443302,
"expiration_time": 1763553816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 91,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"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": [
[
415159.2709315433,
419319.7829290028,
-4160.5119974597,
-35679.7732011746,
143835.1042770047,
-179514.8774781793
],
[
415.159271,
419.319783,
-4.160512,
-35.679773,
143.835104,
-179.514877
],
[
0.222397,
0.224626,
-0.002229,
-0.023637,
0.047759,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-226713,
-194902,
-143439,
-425228,
-234646,
-273826
],
[
1.486825,
1.76612,
0.98638,
0.960665,
1.269267,
0.518603
],
[
161,
80,
81,
161,
80,
81
],
[
74,
35,
39,
74,
35,
39
],
[
87,
45,
42,
87,
45,
42
],
[
45.962733,
43.75,
48.148148,
45.962733,
43.75,
48.148148
],
[
1.748024,
2.270726,
1.062255,
1.129431,
1.631915,
0.558496
],
[
252204,
252204,
79931,
313073,
313073,
79931
],
[
-49927,
-49927,
-34400,
-77876,
-77876,
-76330
],
[
45,
68,
22,
45,
68,
22
],
[
58,
90,
28,
58,
90,
28
],
[
34,
50,
17,
34,
50,
17
],
[
7305,
5473,
1832,
7305,
5473,
1832
],
[
0,
80.588464,
0,
0,
80.588464,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339215,
-9340,
-591511,
-579837,
-148641,
-593178
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7467,
"evaluation_days": 1866.75,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599393600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852443302,
"expiration_time": 1763553816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 91,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"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) |
|---|