| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 318675.8898 | 305134.0437 | 13541.8462 | -8393.0006 | 73459.7296 | -81852.7302 |
| Total P&L (%) | 318.6759 | 305.134 | 13.5418 | -8.393 | 73.4597 | -81.8527 |
| Avg Daily Profit (%) | 0.1692 | 0.162 | 0.0072 | -0.0047 | 0.0292 | -0.0906 |
| Buy And Hold Return (%) | 25.3367 | 25.3367 | 25.3367 | 25.3367 | 25.3367 | 25.3367 |
| Max Trade Drawdown | -141989 | -91331 | -91015 | -110379 | -47555 | -79139 |
| Profit Factor | 1.59 | 1.9353 | 1.0633 | 0.9722 | 1.4994 | 0.4728 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
| Profitability (%) | 50 | 43.75 | 56.25 | 50 | 43.75 | 56.25 |
| Ratio Avg Win / Avg Loss | 1.59 | 2.4882 | 0.827 | 0.9722 | 1.9278 | 0.3678 |
| Largest Winning Trade | 169599 | 169599 | 44832 | 69490 | 69490 | 23155 |
| Largest Losing Trade | -52893 | -52893 | -50001 | -61125 | -34673 | -61125 |
| Avg Bars in Trades | 81 | 107 | 55 | 81 | 107 | 55 |
| Avg Bars in Winners | 116 | 176 | 69 | 116 | 176 | 69 |
| Avg Bars in Losers | 47 | 54 | 37 | 47 | 54 | 37 |
| Bars Traded | 5230 | 3453 | 1777 | 5230 | 3453 | 1777 |
| 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 | -133174 | 306317 | -500765 | -724277 | -157057 | -580000 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5650,
"evaluation_days": 1883.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1604246400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760159830294,
"expiration_time": 1765022400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 219,
"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": [
[
318675.8898377328,
305134.0436583956,
13541.8461793372,
-8393.0006052989,
73459.7296006337,
-81852.7302059326
],
[
318.67589,
305.134044,
13.541846,
-8.393001,
73.45973,
-81.85273
],
[
0.169209,
0.162018,
0.00719,
-0.004655,
0.029249,
-0.090578
],
[
25.336658,
25.336658,
25.336658,
25.336658,
25.336658,
25.336658
],
[
-141989,
-91331,
-91015,
-110379,
-47555,
-79139
],
[
1.589996,
1.935257,
1.063316,
0.972242,
1.499397,
0.472829
],
[
64,
32,
32,
64,
32,
32
],
[
32,
14,
18,
32,
14,
18
],
[
32,
18,
14,
32,
18,
14
],
[
50,
43.75,
56.25,
50,
43.75,
56.25
],
[
1.589996,
2.488188,
0.827024,
0.972242,
1.927796,
0.367756
],
[
169599,
169599,
44832,
69490,
69490,
23155
],
[
-52893,
-52893,
-50001,
-61125,
-34673,
-61125
],
[
81,
107,
55,
81,
107,
55
],
[
116,
176,
69,
116,
176,
69
],
[
47,
54,
37,
47,
54,
37
],
[
5230,
3453,
1777,
5230,
3453,
1777
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133174,
306317,
-500765,
-724277,
-157057,
-580000
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5650,
"evaluation_days": 1883.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1604246400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760159830294,
"expiration_time": 1765022400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 219,
"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) |
|---|