| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 539172.6154 | 552256.1857 | -13083.5703 | 38666.4128 | 211799.0589 | -173132.6461 |
| Total P&L (%) | 539.1726 | 552.2562 | -13.0836 | 38.6664 | 211.7991 | -173.1326 |
| Avg Daily Profit (%) | 0.2878 | 0.2947 | -0.007 | 0.0174 | 0.0607 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -176742 | -98105 | -166748 | -185995 | -109697 | -190659 |
| Profit Factor | 1.5496 | 2.0495 | 0.9712 | 1.0435 | 1.476 | 0.6092 |
| Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
| Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
| Profitability (%) | 42.4 | 39.6825 | 45.1613 | 42.4 | 39.6825 | 45.1613 |
| Ratio Avg Win / Avg Loss | 2.1052 | 3.1153 | 1.1793 | 1.4176 | 2.2435 | 0.7398 |
| Largest Winning Trade | 331502 | 331502 | 38488 | 181846 | 181846 | 36262 |
| Largest Losing Trade | -45450 | -34227 | -45450 | -62500 | -51495 | -62500 |
| Avg Bars in Trades | 42 | 42 | 43 | 42 | 42 | 43 |
| Avg Bars in Winners | 60 | 64 | 56 | 60 | 64 | 56 |
| Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
| Bars Traded | 5359 | 2657 | 2702 | 5359 | 2657 | 2702 |
| Profit Streak | 0 | 0 | 131.2752 | 0 | 0 | 131.2752 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319838 | -138227 | -733822 | -347137 | -260557 | -735488 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5621,
"evaluation_days": 1873.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1600531200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759329373442,
"expiration_time": 1764162144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 33,
"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": [
[
539172.615372789,
552256.1856602182,
-13083.5702874296,
38666.4127724296,
211799.0588810214,
-173132.6461085917
],
[
539.172615,
552.256186,
-13.08357,
38.666413,
211.799059,
-173.132646
],
[
0.287763,
0.294746,
-0.006983,
0.017449,
0.060712,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-176742,
-98105,
-166748,
-185995,
-109697,
-190659
],
[
1.549647,
2.049522,
0.971229,
1.043541,
1.475966,
0.609235
],
[
125,
63,
62,
125,
63,
62
],
[
53,
25,
28,
53,
25,
28
],
[
72,
38,
34,
72,
38,
34
],
[
42.4,
39.68254,
45.16129,
42.4,
39.68254,
45.16129
],
[
2.105181,
3.115274,
1.179349,
1.41764,
2.243468,
0.739785
],
[
331502,
331502,
38488,
181846,
181846,
36262
],
[
-45450,
-34227,
-45450,
-62500,
-51495,
-62500
],
[
42,
42,
43,
42,
42,
43
],
[
60,
64,
56,
60,
64,
56
],
[
29,
27,
32,
29,
27,
32
],
[
5359,
2657,
2702,
5359,
2657,
2702
],
[
0,
0,
131.275155,
0,
0,
131.275156
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319838,
-138227,
-733822,
-347137,
-260557,
-735488
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5621,
"evaluation_days": 1873.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1600531200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759329373442,
"expiration_time": 1764162144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 33,
"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) |
|---|