| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 170544.5686 | 163403.2002 | 7141.3685 | 48019.2274 | 55457.3205 | -7438.093 |
| Total P&L (%) | 170.5446 | 163.4032 | 7.1414 | 48.0192 | 55.4573 | -7.4381 |
| Avg Daily Profit (%) | 0.1637 | 0.1569 | 0.0069 | 0.0377 | 0.0424 | -0.0074 |
| Buy And Hold Return (%) | 15.3909 | 15.3909 | 15.3909 | 15.3909 | 15.3909 | 15.3909 |
| Max Trade Drawdown | -88228 | -78809 | -53701 | -123345 | -105829 | -73238 |
| Profit Factor | 1.2444 | 1.3491 | 1.0311 | 1.0609 | 1.1033 | 0.9704 |
| Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
| Winning Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Losing Trades | 112 | 55 | 57 | 112 | 55 | 57 |
| Profitability (%) | 52.7426 | 53.3898 | 52.1008 | 52.7426 | 53.3898 | 52.1008 |
| Ratio Avg Win / Avg Loss | 1.115 | 1.1778 | 0.9479 | 0.9506 | 0.9632 | 0.8922 |
| Largest Winning Trade | 47531 | 47531 | 29740 | 60094 | 60094 | 30002 |
| Largest Losing Trade | -46555 | -46555 | -12853 | -55036 | -55036 | -17984 |
| Avg Bars in Trades | 103 | 168 | 39 | 103 | 168 | 39 |
| Avg Bars in Winners | 72 | 105 | 39 | 72 | 105 | 39 |
| Avg Bars in Losers | 138 | 240 | 39 | 138 | 240 | 39 |
| Bars Traded | 24586 | 19894 | 4692 | 24586 | 19894 | 4692 |
| Profit Streak | 14.7392 | 0 | 68.5309 | 14.7392 | 0 | 68.5309 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 332623 | 282074 | -536462 | -298613 | -247250 | -579774 |
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669132800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759023865928,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 113,
"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": [
[
170544.568644298,
163403.2001848781,
7141.3684594197,
48019.2274482559,
55457.3204930548,
-7438.0930447989
],
[
170.544569,
163.4032,
7.141368,
48.019227,
55.45732,
-7.438093
],
[
0.16373,
0.156874,
0.006856,
0.037657,
0.042366,
-0.00742
],
[
15.390879,
15.390879,
15.390879,
15.390879,
15.390879,
15.390879
],
[
-88228,
-78809,
-53701,
-123345,
-105829,
-73238
],
[
1.244364,
1.349137,
1.031064,
1.060907,
1.103307,
0.970435
],
[
237,
118,
119,
237,
118,
119
],
[
125,
63,
62,
125,
63,
62
],
[
112,
55,
57,
112,
55,
57
],
[
52.742616,
53.389831,
52.10084,
52.742616,
53.389831,
52.10084
],
[
1.11495,
1.177818,
0.947914,
0.950572,
0.963204,
0.892174
],
[
47531,
47531,
29740,
60094,
60094,
30002
],
[
-46555,
-46555,
-12853,
-55036,
-55036,
-17984
],
[
103,
168,
39,
103,
168,
39
],
[
72,
105,
39,
72,
105,
39
],
[
138,
240,
39,
138,
240,
39
],
[
24586,
19894,
4692,
24586,
19894,
4692
],
[
14.739189,
0,
68.530856,
14.739189,
0,
68.530856
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
332623,
282074,
-536462,
-298613,
-247250,
-579774
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669132800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759023865928,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 113,
"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) |
|---|