| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 499555.0016 | 444779.9194 | 54775.0822 | 196326.4606 | 522693.2771 | -326366.8165 |
| Total P&L (%) | 499.555 | 444.7799 | 54.7751 | 196.3265 | 522.6933 | -326.3668 |
| Avg Daily Profit (%) | 0.2654 | 0.2363 | 0.0291 | 0.0577 | 0.0972 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161914 | -118649 | -115462 | -627032 | -468035 | -484590 |
| Profit Factor | 1.5819 | 2.1816 | 1.1136 | 1.0641 | 1.3904 | 0.8105 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
| Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
| Profitability (%) | 42.8571 | 41.4286 | 44.2857 | 42.8571 | 41.4286 | 44.2857 |
| Ratio Avg Win / Avg Loss | 2.1092 | 3.0843 | 1.401 | 1.4188 | 1.9657 | 1.0196 |
| Largest Winning Trade | 228120 | 228120 | 52954 | 283263 | 283263 | 110115 |
| Largest Losing Trade | -45056 | -34546 | -45056 | -219400 | -175122 | -219400 |
| Avg Bars in Trades | 51 | 57 | 45 | 51 | 57 | 45 |
| Avg Bars in Winners | 63 | 77 | 50 | 63 | 77 | 50 |
| Avg Bars in Losers | 42 | 44 | 41 | 42 | 44 | 41 |
| Bars Traded | 7264 | 4054 | 3210 | 7264 | 4054 | 3210 |
| 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 | 312869 | -85709 | -347240 | -268209 | -158800 | -675791 |
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7528,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1600516800000,
"last_datapoint_time": 1760032800000,
"evaluation_time": 1760043959811,
"expiration_time": 1764910944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 103,
"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": [
[
499555.0015999408,
444779.9193517845,
54775.0822481562,
196326.4606033917,
522693.2770838675,
-326366.8164804757
],
[
499.555002,
444.779919,
54.775082,
196.326461,
522.693277,
-326.366816
],
[
0.265438,
0.236334,
0.029105,
0.057737,
0.097225,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-161914,
-118649,
-115462,
-627032,
-468035,
-484590
],
[
1.58188,
2.181575,
1.11362,
1.064135,
1.390355,
0.810488
],
[
140,
70,
70,
140,
70,
70
],
[
60,
29,
31,
60,
29,
31
],
[
80,
41,
39,
80,
41,
39
],
[
42.857143,
41.428571,
44.285714,
42.857143,
41.428571,
44.285714
],
[
2.109173,
3.084295,
1.401006,
1.418846,
1.965674,
1.019647
],
[
228120,
228120,
52954,
283263,
283263,
110115
],
[
-45056,
-34546,
-45056,
-219400,
-175122,
-219400
],
[
51,
57,
45,
51,
57,
45
],
[
63,
77,
50,
63,
77,
50
],
[
42,
44,
41,
42,
44,
41
],
[
7264,
4054,
3210,
7264,
4054,
3210
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312869,
-85709,
-347240,
-268209,
-158800,
-675791
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7528,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1600516800000,
"last_datapoint_time": 1760032800000,
"evaluation_time": 1760043959811,
"expiration_time": 1764910944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 103,
"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) |
|---|