| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 464462.1162 | 404083.1377 | 60378.9785 | -136287.0219 | 368381.9629 | -504668.9847 |
| Total P&L (%) | 464.4621 | 404.0831 | 60.379 | -136.287 | 368.382 | -504.669 |
| Avg Daily Profit (%) | 0.2488 | 0.2165 | 0.0323 | 0 | 0.0828 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151784 | -104691 | -127787 | -450659 | -104670 | -554601 |
| Profit Factor | 1.6538 | 2.2846 | 1.1526 | 0.8999 | 1.9326 | 0.4782 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 38 | 17 | 21 | 36 | 18 | 18 |
| Losing Trades | 37 | 20 | 17 | 39 | 19 | 20 |
| Profitability (%) | 50.6667 | 45.9459 | 55.2632 | 48 | 48.6486 | 47.3684 |
| Ratio Avg Win / Avg Loss | 1.6103 | 2.6877 | 0.933 | 0.9749 | 2.04 | 0.5313 |
| Largest Winning Trade | 255668 | 255668 | 56636 | 222742 | 222742 | 92355 |
| Largest Losing Trade | -106207 | -49921 | -106207 | -380965 | -62811 | -380965 |
| Avg Bars in Trades | 145 | 166 | 124 | 145 | 166 | 124 |
| Avg Bars in Winners | 126 | 137 | 116 | 123 | 139 | 106 |
| Avg Bars in Losers | 164 | 190 | 133 | 165 | 192 | 139 |
| Bars Traded | 10877 | 6156 | 4721 | 10877 | 6156 | 4721 |
| Profit Streak | 157.9574 | 174.124 | 157.9574 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -48638 | 414335 | -203043 | -642833 | -79306 | -581788 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599422400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758855517666,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 137,
"offset": 0,
"a": 0.25172
}
}
}
{
"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": [
[
464462.116172874,
404083.1377146345,
60378.9784582395,
-136287.0218746176,
368381.9628626858,
-504668.9847373034
],
[
464.462116,
404.083138,
60.378978,
-136.287022,
368.381963,
-504.668985
],
[
0.248841,
0.216492,
0.032349,
0,
0.082762,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-151784,
-104691,
-127787,
-450659,
-104670,
-554601
],
[
1.653837,
2.284562,
1.152551,
0.899945,
1.932635,
0.478179
],
[
75,
37,
38,
75,
37,
38
],
[
38,
17,
21,
36,
18,
18
],
[
37,
20,
17,
39,
19,
20
],
[
50.666667,
45.945946,
55.263158,
48,
48.648649,
47.368421
],
[
1.610315,
2.68772,
0.933017,
0.97494,
2.040003,
0.53131
],
[
255668,
255668,
56636,
222742,
222742,
92355
],
[
-106207,
-49921,
-106207,
-380965,
-62811,
-380965
],
[
145,
166,
124,
145,
166,
124
],
[
126,
137,
116,
123,
139,
106
],
[
164,
190,
133,
165,
192,
139
],
[
10877,
6156,
4721,
10877,
6156,
4721
],
[
157.95738,
174.124047,
157.95738,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-48638,
414335,
-203043,
-642833,
-79306,
-581788
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599422400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758855517666,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 137,
"offset": 0,
"a": 0.25172
}
}
}
| # | 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) |
|---|