| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 492650.7584 | 469742.5205 | 22908.238 | 180759.0152 | 278816.3038 | -98057.2885 |
| Total P&L (%) | 492.6508 | 469.7425 | 22.9082 | 180.759 | 278.8163 | -98.0573 |
| Avg Daily Profit (%) | 0.264 | 0.2517 | 0.0123 | 0.0553 | 0.0714 | -0.211 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145136 | -90193 | -147748 | -261610 | -133068 | -194709 |
| Profit Factor | 1.7767 | 2.4369 | 1.0745 | 1.2508 | 1.7947 | 0.7349 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Profitability (%) | 41.3793 | 38.6364 | 44.186 | 41.3793 | 38.6364 | 44.186 |
| Ratio Avg Win / Avg Loss | 2.517 | 3.8703 | 1.3573 | 1.772 | 2.8503 | 0.9283 |
| Largest Winning Trade | 248736 | 248736 | 56970 | 206472 | 206472 | 59956 |
| Largest Losing Trade | -42333 | -42333 | -33979 | -89436 | -89436 | -88792 |
| Avg Bars in Trades | 244 | 222 | 267 | 244 | 222 | 267 |
| Avg Bars in Winners | 383 | 360 | 404 | 383 | 360 | 404 |
| Avg Bars in Losers | 146 | 135 | 159 | 146 | 135 | 159 |
| Bars Traded | 21279 | 9770 | 11509 | 21279 | 9770 | 11509 |
| Profit Streak | 38.0546 | 38.0546 | 43.3046 | 38.0546 | 38.0546 | 43.3046 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338619 | 320084 | -321590 | -120259 | -98015 | -582435 |
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22392,
"evaluation_days": 1866,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598536800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758950320776,
"expiration_time": 1764526406400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 110,
"offset": 0,
"a": 0.13536
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 150,
"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": [
[
492650.7584443854,
469742.5204826863,
22908.2379616989,
180759.015237125,
278816.3037728635,
-98057.2885357384
],
[
492.650758,
469.74252,
22.908238,
180.759015,
278.816304,
-98.057289
],
[
0.264014,
0.251738,
0.012277,
0.055338,
0.071402,
-0.210982
],
[
10,
10,
10,
10,
10,
10
],
[
-145136,
-90193,
-147748,
-261610,
-133068,
-194709
],
[
1.776687,
2.436874,
1.074528,
1.250801,
1.794653,
0.734881
],
[
87,
44,
43,
87,
44,
43
],
[
36,
17,
19,
36,
17,
19
],
[
51,
27,
24,
51,
27,
24
],
[
41.37931,
38.636364,
44.186047,
41.37931,
38.636364,
44.186047
],
[
2.516973,
3.870329,
1.357298,
1.771968,
2.850332,
0.928271
],
[
248736,
248736,
56970,
206472,
206472,
59956
],
[
-42333,
-42333,
-33979,
-89436,
-89436,
-88792
],
[
244,
222,
267,
244,
222,
267
],
[
383,
360,
404,
383,
360,
404
],
[
146,
135,
159,
146,
135,
159
],
[
21279,
9770,
11509,
21279,
9770,
11509
],
[
38.054639,
38.054639,
43.304639,
38.054639,
38.054639,
43.304639
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338619,
320084,
-321590,
-120259,
-98015,
-582435
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22392,
"evaluation_days": 1866,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598536800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758950320776,
"expiration_time": 1764526406400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 110,
"offset": 0,
"a": 0.13536
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 150,
"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) |
|---|