| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 672577.1356 | 627321.0968 | 45256.0388 | -12008.7362 | 50665.8593 | -62674.5955 |
| Total P&L (%) | 672.5771 | 627.3211 | 45.256 | -12.0087 | 50.6659 | -62.6746 |
| Avg Daily Profit (%) | 0.3599 | 0.3357 | 0.0242 | -0.0068 | 0.0219 | -0.0527 |
| Buy And Hold Return (%) | 77.5 | 77.5 | 77.5 | 77.5 | 77.5 | 77.5 |
| Max Trade Drawdown | -217034 | -118357 | -154852 | -81154 | -21911 | -79312 |
| Profit Factor | 2.0928 | 3.4434 | 1.1262 | 0.932 | 2.1416 | 0.5263 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
| Losing Trades | 27 | 18 | 9 | 27 | 18 | 9 |
| Profitability (%) | 54.2373 | 37.931 | 70 | 54.2373 | 37.931 | 70 |
| Ratio Avg Win / Avg Loss | 1.7658 | 5.6346 | 0.4826 | 0.7864 | 3.5044 | 0.2256 |
| Largest Winning Trade | 338009 | 338009 | 49878 | 34903 | 34903 | 18938 |
| Largest Losing Trade | -88629 | -49780 | -88629 | -61945 | -13975 | -61945 |
| Avg Bars in Trades | 88 | 101 | 76 | 88 | 101 | 76 |
| Avg Bars in Winners | 94 | 123 | 79 | 94 | 123 | 79 |
| Avg Bars in Losers | 81 | 87 | 69 | 81 | 87 | 69 |
| Bars Traded | 5235 | 2929 | 2306 | 5235 | 2929 | 2306 |
| Profit Streak | 142.1969 | 142.1969 | 146.5302 | 142.1969 | 142.1969 | 146.5302 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164215 | 417821 | -406212 | -758377 | -329438 | -577270 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5606,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1604592000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758890611816,
"expiration_time": 1763717184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 249,
"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": [
[
672577.1356167609,
627321.0968144966,
45256.0388022643,
-12008.736160221,
50665.8593242404,
-62674.5954844614
],
[
672.577136,
627.321097,
45.256039,
-12.008736,
50.665859,
-62.674595
],
[
0.359923,
0.335705,
0.024218,
-0.006846,
0.021937,
-0.052724
],
[
77.5,
77.5,
77.5,
77.5,
77.5,
77.5
],
[
-217034,
-118357,
-154852,
-81154,
-21911,
-79312
],
[
2.092757,
3.44336,
1.126152,
0.932035,
2.141565,
0.52629
],
[
59,
29,
30,
59,
29,
30
],
[
32,
11,
21,
32,
11,
21
],
[
27,
18,
9,
27,
18,
9
],
[
54.237288,
37.931034,
70,
54.237288,
37.931034,
70
],
[
1.765763,
5.63459,
0.482637,
0.786404,
3.504379,
0.225553
],
[
338009,
338009,
49878,
34903,
34903,
18938
],
[
-88629,
-49780,
-88629,
-61945,
-13975,
-61945
],
[
88,
101,
76,
88,
101,
76
],
[
94,
123,
79,
94,
123,
79
],
[
81,
87,
69,
81,
87,
69
],
[
5235,
2929,
2306,
5235,
2929,
2306
],
[
142.196896,
142.196896,
146.530229,
142.196896,
142.196896,
146.530229
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164215,
417821,
-406212,
-758377,
-329438,
-577270
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5606,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1604592000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758890611816,
"expiration_time": 1763717184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 249,
"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) |
|---|