| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 200837.4323 | 205358.9916 | -4521.5593 | -9278.4557 | 169410.7154 | -178689.1711 |
| Total P&L (%) | 200.8374 | 205.359 | -4.5216 | -9.2785 | 169.4107 | -178.6892 |
| Avg Daily Profit (%) | 0.1928 | 0.1971 | -0.0043 | -0.0093 | 0.0952 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -179301 | -83115 | -146269 | -770081 | -363815 | -651161 |
| Profit Factor | 1.3084 | 1.5833 | 0.9849 | 0.996 | 1.1326 | 0.8322 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
| Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
| Profitability (%) | 53.0864 | 45.679 | 60.4938 | 53.0864 | 45.679 | 60.4938 |
| Ratio Avg Win / Avg Loss | 1.1563 | 1.8828 | 0.6432 | 0.8802 | 1.3469 | 0.5435 |
| Largest Winning Trade | 217792 | 217792 | 27185 | 589933 | 589933 | 115903 |
| Largest Losing Trade | -35849 | -21860 | -35849 | -150685 | -150685 | -142080 |
| Avg Bars in Trades | 152 | 142 | 161 | 152 | 142 | 161 |
| Avg Bars in Winners | 181 | 179 | 183 | 181 | 179 | 183 |
| Avg Bars in Losers | 118 | 110 | 128 | 118 | 110 | 128 |
| Bars Traded | 24655 | 11542 | 13113 | 24655 | 11542 | 13113 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321966 | -3115 | -591098 | -579529 | -154177 | -591098 |
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669294800000,
"first_datapoint_time": 1669676400000,
"last_datapoint_time": 1759294800000,
"evaluation_time": 1759295932673,
"expiration_time": 1765774800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 107,
"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": [
[
200837.4322521323,
205358.9915932497,
-4521.5593411174,
-9278.455723002,
169410.7153707524,
-178689.1710937544
],
[
200.837432,
205.358992,
-4.521559,
-9.278456,
169.410715,
-178.689171
],
[
0.192803,
0.197144,
-0.004341,
-0.009348,
0.095187,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-179301,
-83115,
-146269,
-770081,
-363815,
-651161
],
[
1.308391,
1.583285,
0.984886,
0.996039,
1.132617,
0.832241
],
[
162,
81,
81,
162,
81,
81
],
[
86,
37,
49,
86,
37,
49
],
[
76,
44,
32,
76,
44,
32
],
[
53.08642,
45.679012,
60.493827,
53.08642,
45.679012,
60.493827
],
[
1.156252,
1.882826,
0.643191,
0.880221,
1.346896,
0.543504
],
[
217792,
217792,
27185,
589933,
589933,
115903
],
[
-35849,
-21860,
-35849,
-150685,
-150685,
-142080
],
[
152,
142,
161,
152,
142,
161
],
[
181,
179,
183,
181,
179,
183
],
[
118,
110,
128,
118,
110,
128
],
[
24655,
11542,
13113,
24655,
11542,
13113
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321966,
-3115,
-591098,
-579529,
-154177,
-591098
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669294800000,
"first_datapoint_time": 1669676400000,
"last_datapoint_time": 1759294800000,
"evaluation_time": 1759295932673,
"expiration_time": 1765774800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 107,
"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) |
|---|