| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 80858.5064 | 284705.9493 | -203847.4429 | -99203.1622 | -49029.8893 | -50173.2729 |
| Total P&L (%) | 80.8585 | 284.7059 | -203.8474 | -99.2032 | -49.0299 | -50.1733 |
| Avg Daily Profit (%) | 0.0431 | 0.1518 | -0.1087 | -0.2573 | -0.0359 | -0.0371 |
| Buy And Hold Return (%) | 82.1463 | 82.1463 | 82.1463 | 82.1463 | 82.1463 | 82.1463 |
| Max Trade Drawdown | -393183 | -153229 | -251300 | -661614 | -381189 | -280425 |
| Profit Factor | 1.122 | 2.2335 | 0.5281 | 0.9182 | 0.9174 | 0.919 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Profitability (%) | 45.8333 | 50 | 41.6667 | 45.8333 | 50 | 41.6667 |
| Ratio Avg Win / Avg Loss | 1.326 | 2.2335 | 0.7394 | 1.0851 | 0.9174 | 1.2866 |
| Largest Winning Trade | 340761 | 340761 | 54510 | 298174 | 298174 | 227862 |
| Largest Losing Trade | -86384 | -53036 | -86384 | -199412 | -178506 | -199412 |
| Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
| Avg Bars in Winners | 58 | 49 | 69 | 58 | 49 | 69 |
| Avg Bars in Losers | 36 | 31 | 40 | 36 | 31 | 40 |
| Bars Traded | 3339 | 1452 | 1887 | 3339 | 1452 | 1887 |
| 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 | -472827 | 315392 | -584020 | -664509 | -580780 | -582354 |
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3751,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1604620800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759472503229,
"expiration_time": 1764310896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 166
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 25,
"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": [
[
80858.5064266582,
284705.9493052583,
-203847.4428786002,
-99203.1621713249,
-49029.8893110971,
-50173.2728602279
],
[
80.858506,
284.705949,
-203.847443,
-99.203162,
-49.029889,
-50.173273
],
[
0.043113,
0.151803,
-0.10869,
-0.257321,
-0.035927,
-0.037136
],
[
82.146341,
82.146341,
82.146341,
82.146341,
82.146341,
82.146341
],
[
-393183,
-153229,
-251300,
-661614,
-381189,
-280425
],
[
1.121998,
2.233542,
0.528113,
0.9182,
0.917365,
0.919
],
[
72,
36,
36,
72,
36,
36
],
[
33,
18,
15,
33,
18,
15
],
[
39,
18,
21,
39,
18,
21
],
[
45.833333,
50,
41.666667,
45.833333,
50,
41.666667
],
[
1.325997,
2.233542,
0.739358,
1.085146,
0.917365,
1.2866
],
[
340761,
340761,
54510,
298174,
298174,
227862
],
[
-86384,
-53036,
-86384,
-199412,
-178506,
-199412
],
[
46,
40,
52,
46,
40,
52
],
[
58,
49,
69,
58,
49,
69
],
[
36,
31,
40,
36,
31,
40
],
[
3339,
1452,
1887,
3339,
1452,
1887
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-472827,
315392,
-584020,
-664509,
-580780,
-582354
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3751,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1604620800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759472503229,
"expiration_time": 1764310896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 166
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 25,
"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) |
|---|