| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 185059.2121 | 108311.8469 | 76747.3653 | 328862.6219 | 184909.2839 | 143953.338 |
| Total P&L (%) | 185.0592 | 108.3118 | 76.7474 | 328.8626 | 184.9093 | 143.9533 |
| Avg Daily Profit (%) | 0.7106 | 0.4159 | 0.2947 | 0.5607 | 0.4029 | 0.343 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48703 | -31469 | -46416 | -99472 | -66988 | -90260 |
| Profit Factor | 1.5677 | 1.7079 | 1.4437 | 1.4814 | 1.5984 | 1.3848 |
| Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
| Winning Trades | 129 | 60 | 69 | 129 | 60 | 69 |
| Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
| Profitability (%) | 52.439 | 48.7805 | 56.0976 | 52.439 | 48.7805 | 56.0976 |
| Ratio Avg Win / Avg Loss | 1.4218 | 1.7933 | 1.1298 | 1.3436 | 1.6783 | 1.0838 |
| Largest Winning Trade | 47270 | 47270 | 23096 | 60496 | 60496 | 32767 |
| Largest Losing Trade | -25861 | -25861 | -21682 | -34272 | -27752 | -34272 |
| Avg Bars in Trades | 99 | 103 | 96 | 99 | 103 | 96 |
| Avg Bars in Winners | 101 | 119 | 85 | 101 | 119 | 85 |
| Avg Bars in Losers | 98 | 88 | 109 | 98 | 88 | 109 |
| Bars Traded | 24559 | 12727 | 11832 | 24559 | 12727 | 11832 |
| 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 | 500858 | 381802 | 308145 | 435742 | 369927 | 310076 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737590400000,
"first_datapoint_time": 1737791100000,
"last_datapoint_time": 1760089500000,
"evaluation_time": 1760090317797,
"expiration_time": 1766569500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 224,
"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": [
[
185059.2121256553,
108311.8468660047,
76747.3652596504,
328862.6219023967,
184909.2839339544,
143953.3379684423
],
[
185.059212,
108.311847,
76.747365,
328.862622,
184.909284,
143.953338
],
[
0.710618,
0.415912,
0.294706,
0.56065,
0.402852,
0.343036
],
[
10,
10,
10,
10,
10,
10
],
[
-48703,
-31469,
-46416,
-99472,
-66988,
-90260
],
[
1.567662,
1.707864,
1.443651,
1.481425,
1.59835,
1.38483
],
[
246,
123,
123,
246,
123,
123
],
[
129,
60,
69,
129,
60,
69
],
[
117,
63,
54,
117,
63,
54
],
[
52.439024,
48.780488,
56.097561,
52.439024,
48.780488,
56.097561
],
[
1.421833,
1.793258,
1.129814,
1.343618,
1.678267,
1.08378
],
[
47270,
47270,
23096,
60496,
60496,
32767
],
[
-25861,
-25861,
-21682,
-34272,
-27752,
-34272
],
[
99,
103,
96,
99,
103,
96
],
[
101,
119,
85,
101,
119,
85
],
[
98,
88,
109,
98,
88,
109
],
[
24559,
12727,
11832,
24559,
12727,
11832
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
500858,
381802,
308145,
435742,
369927,
310076
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737590400000,
"first_datapoint_time": 1737791100000,
"last_datapoint_time": 1760089500000,
"evaluation_time": 1760090317797,
"expiration_time": 1766569500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 224,
"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) |
|---|