| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 270204.4756 | 484040.2083 | -213835.7327 | -98780.4689 | 20494.238 | -119274.7069 |
| Total P&L (%) | 270.2045 | 484.0402 | -213.8357 | -98.7805 | 20.4942 | -119.2747 |
| Avg Daily Profit (%) | 0.1436 | 0.2572 | -0.1136 | -0.2339 | 0.0099 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -341677 | -180235 | -255391 | -89484 | -33947 | -109472 |
| Profit Factor | 1.1882 | 1.7411 | 0.7268 | 0.4917 | 1.4124 | 0.1754 |
| Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
| Winning Trades | 113 | 50 | 63 | 113 | 50 | 63 |
| Losing Trades | 129 | 71 | 58 | 129 | 71 | 58 |
| Profitability (%) | 46.6942 | 41.3223 | 52.0661 | 46.6942 | 41.3223 | 52.0661 |
| Ratio Avg Win / Avg Loss | 1.3564 | 2.4723 | 0.6691 | 0.5613 | 2.0055 | 0.1615 |
| Largest Winning Trade | 353657 | 353657 | 37026 | 53672 | 53672 | 5431 |
| Largest Losing Trade | -77448 | -37161 | -77448 | -69017 | -22577 | -69017 |
| Avg Bars in Trades | 22 | 26 | 17 | 22 | 26 | 17 |
| Avg Bars in Winners | 23 | 32 | 15 | 23 | 32 | 15 |
| Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
| Bars Traded | 5413 | 3264 | 2149 | 5413 | 3264 | 2149 |
| Profit Streak | 17.8399 | 17.8399 | 57.8399 | 17.8399 | 17.8399 | 57.8399 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -13574 | 311273 | -579007 | -579452 | -187038 | -579007 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5646,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599984000000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760040565820,
"expiration_time": 1764903744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 89,
"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": [
[
270204.4755981707,
484040.2083397267,
-213835.732741556,
-98780.468874176,
20494.2380409138,
-119274.7069150898
],
[
270.204476,
484.040208,
-213.835733,
-98.780469,
20.494238,
-119.274707
],
[
0.143573,
0.257195,
-0.113622,
-0.233876,
0.009907,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-341677,
-180235,
-255391,
-89484,
-33947,
-109472
],
[
1.188185,
1.74107,
0.72679,
0.491723,
1.412353,
0.175386
],
[
242,
121,
121,
242,
121,
121
],
[
113,
50,
63,
113,
50,
63
],
[
129,
71,
58,
129,
71,
58
],
[
46.694215,
41.322314,
52.066116,
46.694215,
41.322314,
52.066116
],
[
1.356424,
2.472319,
0.669109,
0.561348,
2.005542,
0.161467
],
[
353657,
353657,
37026,
53672,
53672,
5431
],
[
-77448,
-37161,
-77448,
-69017,
-22577,
-69017
],
[
22,
26,
17,
22,
26,
17
],
[
23,
32,
15,
23,
32,
15
],
[
21,
23,
19,
21,
23,
19
],
[
5413,
3264,
2149,
5413,
3264,
2149
],
[
17.839882,
17.839882,
57.839882,
17.839882,
17.839882,
57.839882
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-13574,
311273,
-579007,
-579452,
-187038,
-579007
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5646,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599984000000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760040565820,
"expiration_time": 1764903744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 89,
"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) |
|---|