| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 389973.8188 | 445424.0382 | -55450.2194 | -77220.5591 | 26819.0608 | -104039.6199 |
| Total P&L (%) | 389.9738 | 445.424 | -55.4502 | -77.2206 | 26.8191 | -104.0396 |
| Avg Daily Profit (%) | 0.2071 | 0.2366 | -0.0294 | -0.0785 | 0.0126 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -210875 | -120757 | -222235 | -118279 | -27503 | -106245 |
| Profit Factor | 1.2987 | 1.7172 | 0.919 | 0.7213 | 1.2681 | 0.4124 |
| Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
| Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
| Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
| Profitability (%) | 50 | 46.0938 | 53.9063 | 50 | 46.0938 | 53.9063 |
| Ratio Avg Win / Avg Loss | 1.2987 | 2.0083 | 0.7858 | 0.7213 | 1.483 | 0.3527 |
| Largest Winning Trade | 293400 | 293400 | 42597 | 31420 | 31420 | 7822 |
| Largest Losing Trade | -84691 | -32564 | -84691 | -61488 | -14879 | -61488 |
| Avg Bars in Trades | 83 | 79 | 88 | 83 | 79 | 88 |
| Avg Bars in Winners | 94 | 100 | 89 | 94 | 100 | 89 |
| Avg Bars in Losers | 73 | 61 | 86 | 73 | 61 | 86 |
| Bars Traded | 21458 | 10187 | 11271 | 21458 | 10187 | 11271 |
| 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 | 327485 | 340356 | -580486 | -579438 | -181221 | -580486 |
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22596,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598565600000,
"last_datapoint_time": 1760191200000,
"evaluation_time": 1760194242698,
"expiration_time": 1766048083200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 153,
"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": [
[
389973.8188348734,
445424.0381947868,
-55450.2193599137,
-77220.5590930895,
26819.0607774798,
-104039.6198705692
],
[
389.973819,
445.424038,
-55.450219,
-77.220559,
26.819061,
-104.03962
],
[
0.207102,
0.23655,
-0.029448,
-0.078531,
0.012618,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-210875,
-120757,
-222235,
-118279,
-27503,
-106245
],
[
1.298665,
1.717209,
0.919012,
0.721344,
1.26805,
0.412424
],
[
256,
128,
128,
256,
128,
128
],
[
128,
59,
69,
128,
59,
69
],
[
128,
69,
59,
128,
69,
59
],
[
50,
46.09375,
53.90625,
50,
46.09375,
53.90625
],
[
1.298665,
2.008261,
0.785822,
0.721344,
1.482973,
0.352652
],
[
293400,
293400,
42597,
31420,
31420,
7822
],
[
-84691,
-32564,
-84691,
-61488,
-14879,
-61488
],
[
83,
79,
88,
83,
79,
88
],
[
94,
100,
89,
94,
100,
89
],
[
73,
61,
86,
73,
61,
86
],
[
21458,
10187,
11271,
21458,
10187,
11271
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327485,
340356,
-580486,
-579438,
-181221,
-580486
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22596,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598565600000,
"last_datapoint_time": 1760191200000,
"evaluation_time": 1760194242698,
"expiration_time": 1766048083200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 153,
"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) |
|---|