| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 67042.3924 | 21924.8186 | 45117.5738 | 78417.0978 | 14352.0563 | 64065.0415 |
| Total P&L (%) | 67.0424 | 21.9248 | 45.1176 | 78.4171 | 14.3521 | 64.065 |
| Avg Daily Profit (%) | 0.7723 | 0.2526 | 0.5197 | 0.6692 | 0.1546 | 0.5719 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41983 | -28261 | -20978 | -89565 | -58546 | -43012 |
| Profit Factor | 1.5406 | 1.2782 | 1.9983 | 1.3304 | 1.0945 | 1.7493 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
| Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Profitability (%) | 75.4098 | 73.7705 | 77.0492 | 75.4098 | 73.7705 | 77.0492 |
| Ratio Avg Win / Avg Loss | 0.5024 | 0.4545 | 0.5953 | 0.4338 | 0.3892 | 0.5211 |
| Largest Winning Trade | 8041 | 8041 | 5687 | 13397 | 13397 | 8820 |
| Largest Losing Trade | -14069 | -14069 | -11951 | -29240 | -29240 | -21202 |
| Avg Bars in Trades | 198 | 200 | 196 | 198 | 200 | 196 |
| Avg Bars in Winners | 127 | 114 | 139 | 127 | 114 | 139 |
| Avg Bars in Losers | 416 | 444 | 384 | 416 | 444 | 384 |
| Bars Traded | 24215 | 12248 | 11967 | 24215 | 12248 | 11967 |
| Profit Streak | 1.4419 | 0 | 5.7197 | 1.4419 | 0 | 5.7197 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 417194 | -159797 | -148862 | 346312 | -301900 | -147524 |
{
"trading_pair": "CRV_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752668100000,
"first_datapoint_time": 1752734700000,
"last_datapoint_time": 1760167800000,
"evaluation_time": 1760168180332,
"expiration_time": 1766647800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 223,
"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": [
[
67042.3924189113,
21924.8186314143,
45117.5737874971,
78417.0978244648,
14352.0562969341,
64065.0415275307
],
[
67.042392,
21.924819,
45.117574,
78.417098,
14.352056,
64.065042
],
[
0.772289,
0.252561,
0.519728,
0.66915,
0.154608,
0.571947
],
[
10,
10,
10,
10,
10,
10
],
[
-41983,
-28261,
-20978,
-89565,
-58546,
-43012
],
[
1.540627,
1.278176,
1.998346,
1.330425,
1.094533,
1.749288
],
[
122,
61,
61,
122,
61,
61
],
[
92,
45,
47,
92,
45,
47
],
[
30,
16,
14,
30,
16,
14
],
[
75.409836,
73.770492,
77.04918,
75.409836,
73.770492,
77.04918
],
[
0.502378,
0.454463,
0.595252,
0.433834,
0.389167,
0.521064
],
[
8041,
8041,
5687,
13397,
13397,
8820
],
[
-14069,
-14069,
-11951,
-29240,
-29240,
-21202
],
[
198,
200,
196,
198,
200,
196
],
[
127,
114,
139,
127,
114,
139
],
[
416,
444,
384,
416,
444,
384
],
[
24215,
12248,
11967,
24215,
12248,
11967
],
[
1.441902,
0,
5.71968,
1.441902,
0,
5.71968
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417194,
-159797,
-148862,
346312,
-301900,
-147524
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752668100000,
"first_datapoint_time": 1752734700000,
"last_datapoint_time": 1760167800000,
"evaluation_time": 1760168180332,
"expiration_time": 1766647800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 223,
"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) |
|---|