| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 645022.1425 | 574196.0596 | 70826.0829 | 608040.2307 | 450374.6368 | 157665.5939 |
| Total P&L (%) | 645.0221 | 574.1961 | 70.8261 | 608.0402 | 450.3746 | 157.6656 |
| Avg Daily Profit (%) | 0.3456 | 0.3076 | 0.0379 | 0.1049 | 0.0914 | 0.0507 |
| Buy And Hold Return (%) | 26.7442 | 26.7442 | 26.7442 | 26.7442 | 26.7442 | 26.7442 |
| Max Trade Drawdown | -115440 | -84009 | -85100 | -411661 | -397323 | -177061 |
| Profit Factor | 2.0842 | 3.0287 | 1.2271 | 1.4154 | 1.5815 | 1.2288 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 47.0588 | 44.186 | 50 | 47.0588 | 44.186 | 50 |
| Ratio Avg Win / Avg Loss | 2.3447 | 3.8257 | 1.2271 | 1.5923 | 1.9977 | 1.2288 |
| Largest Winning Trade | 286178 | 286178 | 60898 | 197548 | 197548 | 152975 |
| Largest Losing Trade | -65323 | -36334 | -65323 | -174656 | -174656 | -147299 |
| Avg Bars in Trades | 123 | 113 | 134 | 123 | 113 | 134 |
| Avg Bars in Winners | 184 | 173 | 195 | 184 | 173 | 195 |
| Avg Bars in Losers | 69 | 66 | 73 | 69 | 66 | 73 |
| Bars Traded | 10530 | 4891 | 5639 | 10530 | 4891 | 5639 |
| Profit Streak | 76.2852 | 192.1185 | 0 | 76.2852 | 192.1185 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 463889 | 486263 | -145953 | -50953 | -69244 | -126221 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1602403200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759042242544,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 184,
"offset": 160
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
645022.1424712578,
574196.0595676738,
70826.0829035839,
608040.2306893994,
450374.6367559294,
157665.5939334697
],
[
645.022142,
574.19606,
70.826083,
608.040231,
450.374637,
157.665594
],
[
0.345578,
0.307632,
0.037946,
0.104921,
0.091412,
0.050722
],
[
26.744186,
26.744186,
26.744186,
26.744186,
26.744186,
26.744186
],
[
-115440,
-84009,
-85100,
-411661,
-397323,
-177061
],
[
2.084152,
3.028666,
1.227069,
1.415403,
1.581476,
1.228767
],
[
85,
43,
42,
85,
43,
42
],
[
40,
19,
21,
40,
19,
21
],
[
45,
24,
21,
45,
24,
21
],
[
47.058824,
44.186047,
50,
47.058824,
44.186047,
50
],
[
2.344671,
3.825683,
1.227069,
1.592329,
1.997654,
1.228767
],
[
286178,
286178,
60898,
197548,
197548,
152975
],
[
-65323,
-36334,
-65323,
-174656,
-174656,
-147299
],
[
123,
113,
134,
123,
113,
134
],
[
184,
173,
195,
184,
173,
195
],
[
69,
66,
73,
69,
66,
73
],
[
10530,
4891,
5639,
10530,
4891,
5639
],
[
76.285215,
192.118548,
0,
76.285215,
192.118548,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463889,
486263,
-145953,
-50953,
-69244,
-126221
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1602403200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759042242544,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 184,
"offset": 160
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|