| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 143276.9722 | 92167.623 | 51109.3492 | 37516.4752 | 172581.3021 | -135064.8269 |
| Total P&L (%) | 143.277 | 92.1676 | 51.1093 | 37.5165 | 172.5813 | -135.0648 |
| Avg Daily Profit (%) | 0.5502 | 0.3539 | 0.1963 | 0.1224 | 0.3858 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82454 | -26510 | -82454 | -375046 | -30814 | -375046 |
| Profit Factor | 1.7655 | 2.6396 | 1.3903 | 1.0677 | 3.0287 | 0.712 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
| Profitability (%) | 75 | 76.3158 | 73.6842 | 75 | 76.3158 | 73.6842 |
| Ratio Avg Win / Avg Loss | 0.5885 | 0.8192 | 0.4965 | 0.3559 | 0.9399 | 0.2543 |
| Largest Winning Trade | 20449 | 13323 | 20449 | 36451 | 23803 | 36451 |
| Largest Losing Trade | -82454 | -26510 | -82454 | -375046 | -30814 | -375046 |
| Avg Bars in Trades | 320 | 344 | 297 | 320 | 344 | 297 |
| Avg Bars in Winners | 214 | 252 | 174 | 214 | 252 | 174 |
| Avg Bars in Losers | 640 | 639 | 641 | 640 | 639 | 641 |
| Bars Traded | 24390 | 13086 | 11304 | 24390 | 13086 | 11304 |
| Profit Streak | 0 | 13.2857 | 0 | 0 | 13.2857 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -40470 | 497779 | 251499 | -231401 | 534620 | -579090 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737758700000,
"first_datapoint_time": 1737918000000,
"last_datapoint_time": 1760257800000,
"evaluation_time": 1760258185895,
"expiration_time": 1766737800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 178,
"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": [
[
143276.9722333925,
92167.6230275596,
51109.349205833,
37516.4751940373,
172581.3020501758,
-135064.8268561383
],
[
143.276972,
92.167623,
51.109349,
37.516475,
172.581302,
-135.064827
],
[
0.550177,
0.353919,
0.196257,
0.122406,
0.3858,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-82454,
-26510,
-82454,
-375046,
-30814,
-375046
],
[
1.765453,
2.639582,
1.390251,
1.067717,
3.028665,
0.711985
],
[
76,
38,
38,
76,
38,
38
],
[
57,
29,
28,
57,
29,
28
],
[
19,
9,
10,
19,
9,
10
],
[
75,
76.315789,
73.684211,
75,
76.315789,
73.684211
],
[
0.588484,
0.819181,
0.496518,
0.355906,
0.939931,
0.25428
],
[
20449,
13323,
20449,
36451,
23803,
36451
],
[
-82454,
-26510,
-82454,
-375046,
-30814,
-375046
],
[
320,
344,
297,
320,
344,
297
],
[
214,
252,
174,
214,
252,
174
],
[
640,
639,
641,
640,
639,
641
],
[
24390,
13086,
11304,
24390,
13086,
11304
],
[
0,
13.285716,
0,
0,
13.285716,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-40470,
497779,
251499,
-231401,
534620,
-579090
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737758700000,
"first_datapoint_time": 1737918000000,
"last_datapoint_time": 1760257800000,
"evaluation_time": 1760258185895,
"expiration_time": 1766737800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 178,
"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) |
|---|