| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 439433.2262 | 372091.123 | 67342.1033 | 382969.3198 | 421633.7094 | -38664.3896 |
| Total P&L (%) | 439.4332 | 372.0911 | 67.3421 | 382.9693 | 421.6337 | -38.6644 |
| Avg Daily Profit (%) | 0.4219 | 0.3572 | 0.0646 | 0.1513 | 0.1587 | -0.0469 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101974 | -70917 | -62042 | -715741 | -462248 | -351049 |
| Profit Factor | 1.7828 | 2.266 | 1.2518 | 1.1643 | 1.3419 | 0.9648 |
| Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
| Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
| Losing Trades | 135 | 71 | 64 | 135 | 71 | 64 |
| Profitability (%) | 35.7143 | 32.381 | 39.0476 | 35.7143 | 32.381 | 39.0476 |
| Ratio Avg Win / Avg Loss | 3.209 | 4.7319 | 1.954 | 2.0957 | 2.8023 | 1.506 |
| Largest Winning Trade | 320725 | 320725 | 28407 | 779658 | 779658 | 153465 |
| Largest Losing Trade | -15826 | -12419 | -15826 | -110417 | -81256 | -110417 |
| Avg Bars in Trades | 116 | 108 | 124 | 116 | 108 | 124 |
| Avg Bars in Winners | 222 | 209 | 232 | 222 | 209 | 232 |
| Avg Bars in Losers | 57 | 59 | 55 | 57 | 59 | 55 |
| Bars Traded | 24487 | 11376 | 13111 | 24487 | 11376 | 13111 |
| 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 | 303911 | 221466 | -110419 | -35977 | 57341 | -582534 |
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669262400000,
"first_datapoint_time": 1670122800000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759266865589,
"expiration_time": 1765742400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
439433.2262121846,
372091.1229572811,
67342.1032549036,
382969.3197785006,
421633.7093807579,
-38664.3896022574
],
[
439.433226,
372.091123,
67.342103,
382.96932,
421.633709,
-38.66439
],
[
0.421855,
0.357206,
0.064648,
0.151293,
0.158698,
-0.046915
],
[
10,
10,
10,
10,
10,
10
],
[
-101974,
-70917,
-62042,
-715741,
-462248,
-351049
],
[
1.782758,
2.265982,
1.251769,
1.164264,
1.341922,
0.964796
],
[
210,
105,
105,
210,
105,
105
],
[
75,
34,
41,
75,
34,
41
],
[
135,
71,
64,
135,
71,
64
],
[
35.714286,
32.380952,
39.047619,
35.714286,
32.380952,
39.047619
],
[
3.208965,
4.731903,
1.953981,
2.095675,
2.80225,
1.506023
],
[
320725,
320725,
28407,
779658,
779658,
153465
],
[
-15826,
-12419,
-15826,
-110417,
-81256,
-110417
],
[
116,
108,
124,
116,
108,
124
],
[
222,
209,
232,
222,
209,
232
],
[
57,
59,
55,
57,
59,
55
],
[
24487,
11376,
13111,
24487,
11376,
13111
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303911,
221466,
-110419,
-35977,
57341,
-582534
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669262400000,
"first_datapoint_time": 1670122800000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759266865589,
"expiration_time": 1765742400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|