| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 683105.9855 | 558636.6017 | 124469.3837 | 1147906.9143 | 1149948.8935 | -2041.9791 |
| Total P&L (%) | 683.106 | 558.6366 | 124.4694 | 1147.9069 | 1149.9489 | -2.042 |
| Avg Daily Profit (%) | 0.365 | 0.2985 | 0.0665 | 0.135 | 0.1351 | -0.0011 |
| Buy And Hold Return (%) | 49.5754 | 49.5754 | 49.5754 | 49.5754 | 49.5754 | 49.5754 |
| Max Trade Drawdown | -183594 | -93164 | -153477 | -937754 | -374536 | -783470 |
| Profit Factor | 2.0042 | 2.54 | 1.3921 | 1.3966 | 1.8242 | 0.9986 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
| Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
| Profitability (%) | 45.7944 | 41.5094 | 50 | 45.7944 | 41.5094 | 50 |
| Ratio Avg Win / Avg Loss | 2.3723 | 3.579 | 1.3921 | 1.6531 | 2.5704 | 0.9986 |
| Largest Winning Trade | 301069 | 301069 | 46795 | 371291 | 371291 | 275853 |
| Largest Losing Trade | -47645 | -37076 | -47645 | -308031 | -298441 | -308031 |
| Avg Bars in Trades | 48 | 60 | 37 | 48 | 60 | 37 |
| Avg Bars in Winners | 55 | 66 | 46 | 55 | 66 | 46 |
| Avg Bars in Losers | 43 | 55 | 28 | 43 | 55 | 28 |
| Bars Traded | 5227 | 3188 | 2039 | 5227 | 3188 | 2039 |
| Profit Streak | 109.0962 | 167.7628 | 109.0962 | 109.0962 | 167.7628 | 109.0962 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 463091 | -169054 | -286513 | -11036 | -191626 | -760271 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5614,
"evaluation_days": 1871.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602115200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759112308248,
"expiration_time": 1763954496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 76,
"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": [
[
683105.9854502219,
558636.6017021071,
124469.3837481147,
1147906.9143406847,
1149948.8934719288,
-2041.9791312446
],
[
683.105985,
558.636602,
124.469384,
1147.906914,
1149.948893,
-2.041979
],
[
0.365038,
0.298524,
0.066514,
0.134971,
0.135059,
-0.001102
],
[
49.575372,
49.575372,
49.575372,
49.575372,
49.575372,
49.575372
],
[
-183594,
-93164,
-153477,
-937754,
-374536,
-783470
],
[
2.004219,
2.539967,
1.392057,
1.396594,
1.824167,
0.998638
],
[
107,
53,
54,
107,
53,
54
],
[
49,
22,
27,
49,
22,
27
],
[
58,
31,
27,
58,
31,
27
],
[
45.794393,
41.509434,
50,
45.794393,
41.509434,
50
],
[
2.372341,
3.579044,
1.392057,
1.653111,
2.570417,
0.998638
],
[
301069,
301069,
46795,
371291,
371291,
275853
],
[
-47645,
-37076,
-47645,
-308031,
-298441,
-308031
],
[
48,
60,
37,
48,
60,
37
],
[
55,
66,
46,
55,
66,
46
],
[
43,
55,
28,
43,
55,
28
],
[
5227,
3188,
2039,
5227,
3188,
2039
],
[
109.09616,
167.762827,
109.09616,
109.09616,
167.762827,
109.09616
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463091,
-169054,
-286513,
-11036,
-191626,
-760271
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5614,
"evaluation_days": 1871.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602115200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759112308248,
"expiration_time": 1763954496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 76,
"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) |
|---|