| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 352274.6017 | 382336.8732 | -30062.2715 | -79452.3029 | 326470.1535 | -405922.4564 |
| Total P&L (%) | 352.2746 | 382.3369 | -30.0623 | -79.4523 | 326.4702 | -405.9225 |
| Avg Daily Profit (%) | 0.1875 | 0.2036 | -0.016 | -0.0842 | 0.0772 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -377247 | -200079 | -263759 | -704460 | -364353 | -506899 |
| Profit Factor | 1.3288 | 1.6989 | 0.9427 | 0.9344 | 1.6169 | 0.405 |
| Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
| Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
| Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
| Profitability (%) | 44.3709 | 39.4737 | 49.3333 | 44.3709 | 39.4737 | 49.3333 |
| Ratio Avg Win / Avg Loss | 1.666 | 2.605 | 0.9681 | 1.1715 | 2.4793 | 0.4159 |
| Largest Winning Trade | 236972 | 236972 | 74088 | 497342 | 497342 | 77561 |
| Largest Losing Trade | -59218 | -46142 | -59218 | -252472 | -252472 | -249839 |
| Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
| Avg Bars in Winners | 50 | 50 | 50 | 50 | 50 | 50 |
| Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
| Bars Traded | 5520 | 2546 | 2974 | 5520 | 2546 | 2974 |
| Profit Streak | 10.8357 | 10.8357 | 16.5024 | 10.8357 | 10.8357 | 16.5024 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308999 | -42036 | -637421 | -579413 | -139657 | -637421 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5635,
"evaluation_days": 1878.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599350400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759723403330,
"expiration_time": 1764577440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 61,
"offset": 0,
"std": 2.93091
}
}
} {
"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": [
[
352274.6016854302,
382336.8731796517,
-30062.2714942218,
-79452.3029450138,
326470.153473589,
-405922.4564186026
],
[
352.274602,
382.336873,
-30.062271,
-79.452303,
326.470153,
-405.922456
],
[
0.187547,
0.203551,
-0.016005,
-0.084211,
0.077246,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-377247,
-200079,
-263759,
-704460,
-364353,
-506899
],
[
1.328841,
1.698901,
0.942652,
0.934412,
1.616927,
0.404971
],
[
151,
76,
75,
151,
76,
75
],
[
67,
30,
37,
67,
30,
37
],
[
84,
46,
38,
84,
46,
38
],
[
44.370861,
39.473684,
49.333333,
44.370861,
39.473684,
49.333333
],
[
1.66601,
2.604982,
0.968129,
1.171501,
2.479288,
0.415917
],
[
236972,
236972,
74088,
497342,
497342,
77561
],
[
-59218,
-46142,
-59218,
-252472,
-252472,
-249839
],
[
36,
33,
39,
36,
33,
39
],
[
50,
50,
50,
50,
50,
50
],
[
25,
22,
28,
25,
22,
28
],
[
5520,
2546,
2974,
5520,
2546,
2974
],
[
10.835687,
10.835687,
16.502353,
10.835687,
10.835687,
16.502353
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308999,
-42036,
-637421,
-579413,
-139657,
-637421
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5635,
"evaluation_days": 1878.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599350400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759723403330,
"expiration_time": 1764577440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 61,
"offset": 0,
"std": 2.93091
}
}
}
| # | 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) |
|---|