| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 193716.4356 | 174364.1772 | 19352.2584 | -20220.0546 | 270107.3285 | -290327.3831 |
| Total P&L (%) | 193.7164 | 174.3642 | 19.3523 | -20.2201 | 270.1073 | -290.3274 |
| Avg Daily Profit (%) | 0.186 | 0.1674 | 0.0186 | -0.0217 | 0.1257 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117250 | -55719 | -137525 | -477789 | -164858 | -518196 |
| Profit Factor | 1.2026 | 1.3969 | 1.0374 | 0.9895 | 1.3508 | 0.7471 |
| Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
| Winning Trades | 190 | 92 | 98 | 190 | 92 | 98 |
| Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
| Profitability (%) | 57.5758 | 55.7576 | 59.3939 | 57.5758 | 55.7576 | 59.3939 |
| Ratio Avg Win / Avg Loss | 0.8861 | 1.1084 | 0.7093 | 0.7291 | 1.0718 | 0.5107 |
| Largest Winning Trade | 49910 | 49910 | 31271 | 93082 | 93082 | 49239 |
| Largest Losing Trade | -80770 | -21757 | -80770 | -323490 | -62481 | -323490 |
| Avg Bars in Trades | 74 | 67 | 81 | 74 | 67 | 81 |
| Avg Bars in Winners | 69 | 60 | 77 | 69 | 60 | 77 |
| Avg Bars in Losers | 82 | 76 | 87 | 82 | 76 | 87 |
| Bars Traded | 24663 | 11188 | 13475 | 24663 | 11188 | 13475 |
| Profit Streak | 0 | 0 | 13.4207 | 0 | 0 | 13.4207 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 289111 | 326649 | -353265 | -578070 | -23740 | -577687 |
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669496400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758866749632,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 214,
"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": [
[
193716.435618056,
174364.1772279844,
19352.2583900715,
-20220.0545822393,
270107.3285251238,
-290327.3831073625
],
[
193.716436,
174.364177,
19.352258,
-20.220055,
270.107329,
-290.327383
],
[
0.185976,
0.167397,
0.018579,
-0.021685,
0.125712,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-117250,
-55719,
-137525,
-477789,
-164858,
-518196
],
[
1.202609,
1.396891,
1.037448,
0.989456,
1.350815,
0.747063
],
[
330,
165,
165,
330,
165,
165
],
[
190,
92,
98,
190,
92,
98
],
[
140,
73,
67,
140,
73,
67
],
[
57.575758,
55.757576,
59.393939,
57.575758,
55.757576,
59.393939
],
[
0.886133,
1.108402,
0.709275,
0.729073,
1.071843,
0.510747
],
[
49910,
49910,
31271,
93082,
93082,
49239
],
[
-80770,
-21757,
-80770,
-323490,
-62481,
-323490
],
[
74,
67,
81,
74,
67,
81
],
[
69,
60,
77,
69,
60,
77
],
[
82,
76,
87,
82,
76,
87
],
[
24663,
11188,
13475,
24663,
11188,
13475
],
[
0,
0,
13.420713,
0,
0,
13.420713
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
289111,
326649,
-353265,
-578070,
-23740,
-577687
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669496400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758866749632,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 214,
"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) |
|---|