| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 300198.9382 | 320218.1598 | -20019.2216 | 22185.579 | 156799.8903 | -134614.3113 |
| Total P&L (%) | 300.1989 | 320.2182 | -20.0192 | 22.1856 | 156.7999 | -134.6143 |
| Avg Daily Profit (%) | 0.1598 | 0.1704 | -0.0107 | 0.0107 | 0.0502 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99867 | -92870 | -111614 | -104785 | -71269 | -121891 |
| Profit Factor | 1.4267 | 2.056 | 0.95 | 1.0377 | 1.6574 | 0.6161 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Profitability (%) | 42.5532 | 44.6809 | 40.4255 | 42.5532 | 44.6809 | 40.4255 |
| Ratio Avg Win / Avg Loss | 1.926 | 2.5455 | 1.4 | 1.4008 | 2.052 | 0.908 |
| Largest Winning Trade | 222393 | 222393 | 55707 | 104615 | 104615 | 37644 |
| Largest Losing Trade | -39055 | -28884 | -39055 | -43687 | -34756 | -43687 |
| Avg Bars in Trades | 114 | 92 | 135 | 114 | 92 | 135 |
| Avg Bars in Winners | 173 | 126 | 224 | 173 | 126 | 224 |
| Avg Bars in Losers | 70 | 65 | 75 | 70 | 65 | 75 |
| Bars Traded | 10732 | 4351 | 6380 | 10732 | 4351 | 6380 |
| Profit Streak | 48.9524 | 0 | 81.2857 | 48.9524 | 0 | 81.2857 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 257903 | 334414 | -582195 | -365206 | -124702 | -583862 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11272,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1600502400000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759776683127,
"expiration_time": 1764635904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 39,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
300198.938181483,
320218.1597836596,
-20019.2216021767,
22185.5790053362,
156799.8903344656,
-134614.3113291294
],
[
300.198938,
320.21816,
-20.019222,
22.185579,
156.79989,
-134.614311
],
[
0.159793,
0.170449,
-0.010656,
0.010666,
0.050214,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-99867,
-92870,
-111614,
-104785,
-71269,
-121891
],
[
1.426681,
2.055961,
0.949992,
1.037655,
1.657418,
0.616127
],
[
94,
47,
47,
94,
47,
47
],
[
40,
21,
19,
40,
21,
19
],
[
54,
26,
28,
54,
26,
28
],
[
42.553191,
44.680851,
40.425532,
42.553191,
44.680851,
40.425532
],
[
1.926019,
2.545475,
1.399988,
1.400834,
2.052041,
0.907976
],
[
222393,
222393,
55707,
104615,
104615,
37644
],
[
-39055,
-28884,
-39055,
-43687,
-34756,
-43687
],
[
114,
92,
135,
114,
92,
135
],
[
173,
126,
224,
173,
126,
224
],
[
70,
65,
75,
70,
65,
75
],
[
10732,
4351,
6380,
10732,
4351,
6380
],
[
48.952351,
0,
81.285684,
48.952351,
0,
81.285684
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
257903,
334414,
-582195,
-365206,
-124702,
-583862
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11272,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1600502400000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759776683127,
"expiration_time": 1764635904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 39,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|