| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 346286.0177 | 342870.3997 | 3415.618 | 71037.9312 | 85397.765 | -14359.8338 |
| Total P&L (%) | 346.286 | 342.8704 | 3.4156 | 71.0379 | 85.3978 | -14.3598 |
| Avg Daily Profit (%) | 0.6649 | 0.6583 | 0.0066 | 0.1031 | 0.1186 | -0.0298 |
| Buy And Hold Return (%) | 73.7698 | 73.7698 | 73.7698 | 73.7698 | 73.7698 | 73.7698 |
| Max Trade Drawdown | -122089 | -95541 | -49820 | -367710 | -284374 | -138711 |
| Profit Factor | 1.8628 | 2.1393 | 1.034 | 1.0902 | 1.1494 | 0.9336 |
| Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
| Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
| Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
| Profitability (%) | 38.4615 | 31.0345 | 45.7627 | 38.4615 | 31.0345 | 45.7627 |
| Ratio Avg Win / Avg Loss | 2.9805 | 4.7541 | 1.2255 | 1.7443 | 2.5543 | 1.1065 |
| Largest Winning Trade | 380418 | 380418 | 13041 | 342303 | 342303 | 44861 |
| Largest Losing Trade | -25730 | -25730 | -11048 | -58271 | -58271 | -48915 |
| Avg Bars in Trades | 204 | 373 | 38 | 204 | 373 | 38 |
| Avg Bars in Winners | 313 | 710 | 48 | 313 | 710 | 48 |
| Avg Bars in Losers | 137 | 221 | 31 | 137 | 221 | 31 |
| Bars Traded | 23962 | 21672 | 2290 | 23962 | 21672 | 2290 |
| 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 | 316054 | -174316 | -711843 | -346076 | -394744 | -758008 |
{
"trading_pair": "CRV_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714831200000,
"first_datapoint_time": 1715216400000,
"last_datapoint_time": 1759829400000,
"evaluation_time": 1759830930545,
"expiration_time": 1766309400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 163,
"offset": 52
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 32,
"offset": 0,
"a": 0.66448
}
}
} {
"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": [
[
346286.0176931543,
342870.3996912778,
3415.6180018766,
71037.9311893751,
85397.7649651088,
-14359.8337757338
],
[
346.286018,
342.8704,
3.415618,
71.037931,
85.397765,
-14.359834
],
[
0.664873,
0.658315,
0.006558,
0.103103,
0.118599,
-0.029759
],
[
73.769752,
73.769752,
73.769752,
73.769752,
73.769752,
73.769752
],
[
-122089,
-95541,
-49820,
-367710,
-284374,
-138711
],
[
1.862814,
2.139324,
1.034019,
1.09018,
1.14942,
0.933584
],
[
117,
58,
59,
117,
58,
59
],
[
45,
18,
27,
45,
18,
27
],
[
72,
40,
32,
72,
40,
32
],
[
38.461538,
31.034483,
45.762712,
38.461538,
31.034483,
45.762712
],
[
2.980503,
4.754053,
1.225504,
1.744287,
2.554266,
1.106469
],
[
380418,
380418,
13041,
342303,
342303,
44861
],
[
-25730,
-25730,
-11048,
-58271,
-58271,
-48915
],
[
204,
373,
38,
204,
373,
38
],
[
313,
710,
48,
313,
710,
48
],
[
137,
221,
31,
137,
221,
31
],
[
23962,
21672,
2290,
23962,
21672,
2290
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316054,
-174316,
-711843,
-346076,
-394744,
-758008
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714831200000,
"first_datapoint_time": 1715216400000,
"last_datapoint_time": 1759829400000,
"evaluation_time": 1759830930545,
"expiration_time": 1766309400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 163,
"offset": 52
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 32,
"offset": 0,
"a": 0.66448
}
}
}
| # | 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) |
|---|