| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 91679.4001 | 55960.6252 | 35718.7749 | 61293.2905 | 69720.1994 | -8426.9088 |
| Total P&L (%) | 91.6794 | 55.9606 | 35.7188 | 61.2933 | 69.7202 | -8.4269 |
| Avg Daily Profit (%) | 0.352 | 0.2149 | 0.1372 | 0.1837 | 0.2033 | -0.0338 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -58176 | -46348 | -69986 | -109445 | -49787 | -128261 |
| Profit Factor | 1.3134 | 1.4245 | 1.2222 | 1.143 | 1.4034 | 0.967 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 64.4628 | 63.3333 | 65.5738 | 64.4628 | 63.3333 | 65.5738 |
| Ratio Avg Win / Avg Loss | 0.724 | 0.8247 | 0.6417 | 0.6301 | 0.8125 | 0.5077 |
| Largest Winning Trade | 20041 | 15207 | 20041 | 22706 | 16861 | 22706 |
| Largest Losing Trade | -41667 | -28628 | -41667 | -63064 | -31251 | -63064 |
| Avg Bars in Trades | 200 | 203 | 197 | 200 | 203 | 197 |
| Avg Bars in Winners | 148 | 167 | 131 | 148 | 167 | 131 |
| Avg Bars in Losers | 294 | 265 | 324 | 294 | 265 | 324 |
| Bars Traded | 24254 | 12187 | 12067 | 24254 | 12187 | 12067 |
| Profit Streak | 7.9453 | 7.9453 | 11.5598 | 7.9453 | 7.9453 | 11.5598 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352018 | -162182 | -174557 | -55579 | -161492 | -740745 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736418600000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758849970548,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 129,
"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": [
[
91679.4001192972,
55960.6252250713,
35718.7748942258,
61293.2905200589,
69720.1993623802,
-8426.9088423213
],
[
91.6794,
55.960625,
35.718775,
61.293291,
69.720199,
-8.426909
],
[
0.352044,
0.214886,
0.137158,
0.183739,
0.203333,
-0.033798
],
[
10,
10,
10,
10,
10,
10
],
[
-58176,
-46348,
-69986,
-109445,
-49787,
-128261
],
[
1.313372,
1.424481,
1.222236,
1.143049,
1.403397,
0.967037
],
[
121,
60,
61,
121,
60,
61
],
[
78,
38,
40,
78,
38,
40
],
[
43,
22,
21,
43,
22,
21
],
[
64.46281,
63.333333,
65.57377,
64.46281,
63.333333,
65.57377
],
[
0.724038,
0.8247,
0.641674,
0.630143,
0.812493,
0.507694
],
[
20041,
15207,
20041,
22706,
16861,
22706
],
[
-41667,
-28628,
-41667,
-63064,
-31251,
-63064
],
[
200,
203,
197,
200,
203,
197
],
[
148,
167,
131,
148,
167,
131
],
[
294,
265,
324,
294,
265,
324
],
[
24254,
12187,
12067,
24254,
12187,
12067
],
[
7.945261,
7.945261,
11.559844,
7.945261,
7.945261,
11.559844
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352018,
-162182,
-174557,
-55579,
-161492,
-740745
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736418600000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758849970548,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 129,
"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) |
|---|