| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 316660.5215 | 374623.4911 | -57962.9695 | -54241.1749 | 78423.8913 | -132665.0662 |
| Total P&L (%) | 316.6605 | 374.6235 | -57.963 | -54.2412 | 78.4239 | -132.6651 |
| Avg Daily Profit (%) | 0.1692 | 0.2002 | -0.031 | -0.0418 | 0.031 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168173 | -111369 | -166623 | -102701 | -53356 | -107441 |
| Profit Factor | 1.3692 | 1.9435 | 0.8742 | 0.8787 | 1.3956 | 0.467 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 44.3299 | 42.8571 | 45.8333 | 44.3299 | 42.8571 | 45.8333 |
| Ratio Avg Win / Avg Loss | 1.7194 | 2.5913 | 1.0331 | 1.1035 | 1.8608 | 0.552 |
| Largest Winning Trade | 223080 | 223080 | 46227 | 38853 | 38853 | 19473 |
| Largest Losing Trade | -50977 | -36053 | -50977 | -34435 | -28483 | -34435 |
| Avg Bars in Trades | 107 | 90 | 124 | 107 | 90 | 124 |
| Avg Bars in Winners | 150 | 124 | 175 | 150 | 124 | 175 |
| Avg Bars in Losers | 73 | 65 | 81 | 73 | 65 | 81 |
| Bars Traded | 10436 | 4451 | 5985 | 10436 | 4451 | 5985 |
| Profit Streak | 0 | 0 | 76.8494 | 0 | 0 | 76.8494 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 253054 | 310773 | -580085 | -581057 | -152442 | -581751 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11226,
"evaluation_days": 1871,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1600372800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759119784710,
"expiration_time": 1763953632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 95,
"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": [
[
316660.5215452021,
374623.4910802951,
-57962.9695350932,
-54241.1749172154,
78423.8912505209,
-132665.0661677364
],
[
316.660522,
374.623491,
-57.96297,
-54.241175,
78.423891,
-132.665066
],
[
0.169247,
0.200226,
-0.03098,
-0.041776,
0.03095,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-168173,
-111369,
-166623,
-102701,
-53356,
-107441
],
[
1.36917,
1.94346,
0.874182,
0.878702,
1.395577,
0.467043
],
[
97,
49,
48,
97,
49,
48
],
[
43,
21,
22,
43,
21,
22
],
[
54,
28,
26,
54,
28,
26
],
[
44.329897,
42.857143,
45.833333,
44.329897,
42.857143,
45.833333
],
[
1.719423,
2.59128,
1.033124,
1.103487,
1.860769,
0.55196
],
[
223080,
223080,
46227,
38853,
38853,
19473
],
[
-50977,
-36053,
-50977,
-34435,
-28483,
-34435
],
[
107,
90,
124,
107,
90,
124
],
[
150,
124,
175,
150,
124,
175
],
[
73,
65,
81,
73,
65,
81
],
[
10436,
4451,
5985,
10436,
4451,
5985
],
[
0,
0,
76.84936,
0,
0,
76.84936
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
253054,
310773,
-580085,
-581057,
-152442,
-581751
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11226,
"evaluation_days": 1871,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1600372800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759119784710,
"expiration_time": 1763953632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 95,
"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) |
|---|