| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 91091.9061 | 51721.0911 | 39370.8149 | 123239.9047 | 56400.9515 | 66838.9532 |
| Total P&L (%) | 91.0919 | 51.7211 | 39.3708 | 123.2399 | 56.401 | 66.839 |
| Avg Daily Profit (%) | 1.0493 | 0.5958 | 0.4535 | 0.9294 | 0.5165 | 0.5914 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -18631 | -16817 | -17430 | -42017 | -38063 | -20536 |
| Profit Factor | 1.4723 | 1.5675 | 1.387 | 1.3729 | 1.3403 | 1.4057 |
| Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
| Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Profitability (%) | 58.6207 | 58.4158 | 58.8235 | 58.6207 | 58.4158 | 58.8235 |
| Ratio Avg Win / Avg Loss | 1.0393 | 1.1159 | 0.9709 | 0.9691 | 0.9541 | 0.984 |
| Largest Winning Trade | 8934 | 8934 | 6118 | 13021 | 13021 | 10706 |
| Largest Losing Trade | -16657 | -9248 | -16657 | -18028 | -18028 | -16648 |
| Avg Bars in Trades | 121 | 117 | 125 | 121 | 117 | 125 |
| Avg Bars in Winners | 105 | 100 | 109 | 105 | 100 | 109 |
| Avg Bars in Losers | 143 | 140 | 146 | 143 | 140 | 146 |
| Bars Traded | 24582 | 11831 | 12751 | 24582 | 11831 | 12751 |
| Profit Streak | 0.6401 | 0 | 2.2443 | 0.6401 | 0 | 2.2443 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396841 | 373084 | 143668 | 311221 | 249935 | 264620 |
{
"trading_pair": "CRV_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752478200000,
"first_datapoint_time": 1752566100000,
"last_datapoint_time": 1759977900000,
"evaluation_time": 1759978005159,
"expiration_time": 1766457900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 78,
"offset": 0,
"a": 0.27043
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 217,
"offset": 77
}
}
} {
"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": [
[
91091.9060512981,
51721.0911215855,
39370.8149297126,
123239.9047073106,
56400.9514667359,
66838.9532405749
],
[
91.091906,
51.721091,
39.370815,
123.239905,
56.400951,
66.838953
],
[
1.049325,
0.595796,
0.453529,
0.929389,
0.516538,
0.591373
],
[
10,
10,
10,
10,
10,
10
],
[
-18631,
-16817,
-17430,
-42017,
-38063,
-20536
],
[
1.472321,
1.567532,
1.387025,
1.372906,
1.34029,
1.405721
],
[
203,
101,
102,
203,
101,
102
],
[
119,
59,
60,
119,
59,
60
],
[
84,
42,
42,
84,
42,
42
],
[
58.62069,
58.415842,
58.823529,
58.62069,
58.415842,
58.823529
],
[
1.039286,
1.11587,
0.970917,
0.96911,
0.954105,
0.984005
],
[
8934,
8934,
6118,
13021,
13021,
10706
],
[
-16657,
-9248,
-16657,
-18028,
-18028,
-16648
],
[
121,
117,
125,
121,
117,
125
],
[
105,
100,
109,
105,
100,
109
],
[
143,
140,
146,
143,
140,
146
],
[
24582,
11831,
12751,
24582,
11831,
12751
],
[
0.640106,
0,
2.244273,
0.640106,
0,
2.244273
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396841,
373084,
143668,
311221,
249935,
264620
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752478200000,
"first_datapoint_time": 1752566100000,
"last_datapoint_time": 1759977900000,
"evaluation_time": 1759978005159,
"expiration_time": 1766457900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 78,
"offset": 0,
"a": 0.27043
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 217,
"offset": 77
}
}
}
| # | 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) |
|---|