| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 37305.0664 | 9804.8055 | 27500.2609 | 42856.3999 | 11178.9574 | 31677.4425 |
| Total P&L (%) | 37.3051 | 9.8048 | 27.5003 | 42.8564 | 11.179 | 31.6774 |
| Avg Daily Profit (%) | 2.1489 | 0.5648 | 1.5841 | 2.0758 | 0.6123 | 1.5978 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -5377 | -4855 | -5401 | -7978 | -5750 | -6298 |
| Profit Factor | 2.1248 | 1.707 | 2.425 | 2.0944 | 1.6914 | 2.3778 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 53.2468 | 48.7179 | 57.8947 | 53.2468 | 48.7179 | 57.8947 |
| Ratio Avg Win / Avg Loss | 1.8656 | 1.7968 | 1.7636 | 1.839 | 1.7804 | 1.7293 |
| Largest Winning Trade | 9369 | 4198 | 9369 | 10786 | 4411 | 10786 |
| Largest Losing Trade | -3933 | -3933 | -2846 | -4676 | -4676 | -4292 |
| Avg Bars in Trades | 315 | 173 | 461 | 315 | 173 | 461 |
| Avg Bars in Winners | 333 | 224 | 428 | 333 | 224 | 428 |
| Avg Bars in Losers | 295 | 126 | 506 | 295 | 126 | 506 |
| Bars Traded | 24316 | 6785 | 17531 | 24316 | 6785 | 17531 |
| 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 | -32246 | -153893 | 499107 | -31875 | -116839 | 509620 |
{
"trading_pair": "CRV_USDT",
"interval": "1m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 17.36,
"actual_first_datapoint_time": 1757547660000,
"first_datapoint_time": 1757559780000,
"last_datapoint_time": 1759047600000,
"evaluation_time": 1759122473616,
"expiration_time": 1765527600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 203,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
37305.0663947216,
9804.8054560762,
27500.2609386454,
42856.3999156683,
11178.9574053359,
31677.4425103324
],
[
37.305066,
9.804805,
27.500261,
42.8564,
11.178957,
31.677443
],
[
2.148909,
0.564793,
1.584116,
2.0758,
0.612299,
1.597798
],
[
10,
10,
10,
10,
10,
10
],
[
-5377,
-4855,
-5401,
-7978,
-5750,
-6298
],
[
2.124765,
1.706985,
2.424994,
2.09436,
1.691371,
2.377766
],
[
77,
39,
38,
77,
39,
38
],
[
41,
19,
22,
41,
19,
22
],
[
36,
20,
16,
36,
20,
16
],
[
53.246753,
48.717949,
57.894737,
53.246753,
48.717949,
57.894737
],
[
1.865647,
1.796826,
1.763632,
1.83895,
1.78039,
1.729284
],
[
9369,
4198,
9369,
10786,
4411,
10786
],
[
-3933,
-3933,
-2846,
-4676,
-4676,
-4292
],
[
315,
173,
461,
315,
173,
461
],
[
333,
224,
428,
333,
224,
428
],
[
295,
126,
506,
295,
126,
506
],
[
24316,
6785,
17531,
24316,
6785,
17531
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-32246,
-153893,
499107,
-31875,
-116839,
509620
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "1m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 17.36,
"actual_first_datapoint_time": 1757547660000,
"first_datapoint_time": 1757559780000,
"last_datapoint_time": 1759047600000,
"evaluation_time": 1759122473616,
"expiration_time": 1765527600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 203,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|