| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 74151.1606 | 49327.2714 | 24823.8892 | 23607.5359 | 41525.7101 | -17918.1742 |
| Total P&L (%) | 74.1512 | 49.3273 | 24.8239 | 23.6075 | 41.5257 | -17.9182 |
| Avg Daily Profit (%) | 0.2847 | 0.1894 | 0.0953 | 0.0814 | 0.1335 | -0.0758 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87448 | -40437 | -94955 | -126415 | -43438 | -132711 |
| Profit Factor | 1.2098 | 1.346 | 1.1177 | 1.0586 | 1.2744 | 0.9287 |
| Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
| Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
| Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
| Profitability (%) | 58.1633 | 54.0816 | 62.2449 | 58.1633 | 54.0816 | 62.2449 |
| Ratio Avg Win / Avg Loss | 0.8702 | 1.1428 | 0.678 | 0.7615 | 1.0821 | 0.5633 |
| Largest Winning Trade | 21705 | 15853 | 21705 | 23050 | 16327 | 23050 |
| Largest Losing Trade | -45789 | -29256 | -45789 | -55088 | -34798 | -55088 |
| Avg Bars in Trades | 123 | 118 | 129 | 123 | 118 | 129 |
| Avg Bars in Winners | 101 | 99 | 102 | 101 | 99 | 102 |
| Avg Bars in Losers | 154 | 139 | 173 | 154 | 139 | 173 |
| Bars Traded | 24242 | 11570 | 12671 | 24242 | 11570 | 12671 |
| Profit Streak | 6.8105 | 9.8418 | 6.8105 | 6.8105 | 9.8418 | 6.8105 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305015 | 247938 | -161484 | -244152 | -16640 | -580192 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737164700000,
"first_datapoint_time": 1737349200000,
"last_datapoint_time": 1759663800000,
"evaluation_time": 1759664527422,
"expiration_time": 1766143800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 25,
"offset": 181
}
}
} {
"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": [
[
74151.1605978764,
49327.2714389986,
24823.8891588778,
23607.535874927,
41525.7100773861,
-17918.1742024592
],
[
74.151161,
49.327271,
24.823889,
23.607536,
41.52571,
-17.918174
],
[
0.284737,
0.189414,
0.095323,
0.081418,
0.133455,
-0.075792
],
[
10,
10,
10,
10,
10,
10
],
[
-87448,
-40437,
-94955,
-126415,
-43438,
-132711
],
[
1.209812,
1.345988,
1.117733,
1.058648,
1.274421,
0.928671
],
[
196,
98,
98,
196,
98,
98
],
[
114,
53,
61,
114,
53,
61
],
[
82,
45,
37,
82,
45,
37
],
[
58.163265,
54.081633,
62.244898,
58.163265,
54.081633,
62.244898
],
[
0.870215,
1.14282,
0.677969,
0.761484,
1.082056,
0.563292
],
[
21705,
15853,
21705,
23050,
16327,
23050
],
[
-45789,
-29256,
-45789,
-55088,
-34798,
-55088
],
[
123,
118,
129,
123,
118,
129
],
[
101,
99,
102,
101,
99,
102
],
[
154,
139,
173,
154,
139,
173
],
[
24242,
11570,
12671,
24242,
11570,
12671
],
[
6.810502,
9.841752,
6.810502,
6.810503,
9.841753,
6.810503
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305015,
247938,
-161484,
-244152,
-16640,
-580192
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737164700000,
"first_datapoint_time": 1737349200000,
"last_datapoint_time": 1759663800000,
"evaluation_time": 1759664527422,
"expiration_time": 1766143800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 25,
"offset": 181
}
}
}
| # | 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) |
|---|