| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 51747.5142 | 16509.1111 | 35238.4032 | 56312.865 | 20381.4619 | 35931.403 |
| Total P&L (%) | 51.7475 | 16.5091 | 35.2384 | 56.3129 | 20.3815 | 35.9314 |
| Avg Daily Profit (%) | 0.5961 | 0.1902 | 0.4059 | 0.5159 | 0.2139 | 0.3542 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -21140 | -10095 | -14365 | -22863 | -11006 | -18210 |
| Profit Factor | 1.4872 | 1.4076 | 1.5362 | 1.4596 | 1.4437 | 1.4692 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Profitability (%) | 52.4752 | 52.9412 | 52 | 52.4752 | 52.9412 | 52 |
| Ratio Avg Win / Avg Loss | 1.3469 | 1.2512 | 1.418 | 1.3219 | 1.2833 | 1.3562 |
| Largest Winning Trade | 14252 | 6580 | 14252 | 15594 | 6580 | 15594 |
| Largest Losing Trade | -11224 | -4012 | -11224 | -11200 | -4273 | -11200 |
| Avg Bars in Trades | 241 | 49 | 438 | 241 | 49 | 438 |
| Avg Bars in Winners | 319 | 54 | 594 | 319 | 54 | 594 |
| Avg Bars in Losers | 156 | 42 | 269 | 156 | 42 | 269 |
| Bars Traded | 24433 | 2503 | 21930 | 24433 | 2503 | 21930 |
| Profit Streak | 4.37 | 5.7693 | 4.37 | 4.37 | 5.7693 | 4.37 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 384594 | -181107 | -173354 | 364804 | -178103 | -174144 |
{
"trading_pair": "CRV_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752628500000,
"first_datapoint_time": 1752700800000,
"last_datapoint_time": 1760128200000,
"evaluation_time": 1760128368406,
"expiration_time": 1766608200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 242,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 182,
"offset": 0,
"std": 3.51639
}
}
} {
"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": [
[
51747.5142490299,
16509.1110695317,
35238.4031794982,
56312.8649868208,
20381.4619449825,
35931.4030418383
],
[
51.747514,
16.509111,
35.238403,
56.312865,
20.381462,
35.931403
],
[
0.596101,
0.190175,
0.405926,
0.515886,
0.213908,
0.354249
],
[
10,
10,
10,
10,
10,
10
],
[
-21140,
-10095,
-14365,
-22863,
-11006,
-18210
],
[
1.487178,
1.407641,
1.536192,
1.459609,
1.443666,
1.469173
],
[
101,
51,
50,
101,
51,
50
],
[
53,
27,
26,
53,
27,
26
],
[
48,
24,
24,
48,
24,
24
],
[
52.475248,
52.941176,
52,
52.475248,
52.941176,
52
],
[
1.346878,
1.251236,
1.418023,
1.32191,
1.283259,
1.356159
],
[
14252,
6580,
14252,
15594,
6580,
15594
],
[
-11224,
-4012,
-11224,
-11200,
-4273,
-11200
],
[
241,
49,
438,
241,
49,
438
],
[
319,
54,
594,
319,
54,
594
],
[
156,
42,
269,
156,
42,
269
],
[
24433,
2503,
21930,
24433,
2503,
21930
],
[
4.370005,
5.76931,
4.370005,
4.370005,
5.76931,
4.370005
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384594,
-181107,
-173354,
364804,
-178103,
-174144
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752628500000,
"first_datapoint_time": 1752700800000,
"last_datapoint_time": 1760128200000,
"evaluation_time": 1760128368406,
"expiration_time": 1766608200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 242,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 182,
"offset": 0,
"std": 3.51639
}
}
}
| # | 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) |
|---|