| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 377652.9141 | 405352.3031 | -27699.3889 | -40180.7484 | 183122.2034 | -223302.9518 |
| Total P&L (%) | 377.6529 | 405.3523 | -27.6994 | -40.1807 | 183.1222 | -223.303 |
| Avg Daily Profit (%) | 0.2023 | 0.2171 | -0.0148 | -0.0275 | 0.0558 | 0 |
| Buy And Hold Return (%) | 34.6958 | 34.6958 | 34.6958 | 34.6958 | 34.6958 | 34.6958 |
| Max Trade Drawdown | -217225 | -110245 | -161877 | -348255 | -124120 | -264877 |
| Profit Factor | 1.4659 | 2.0092 | 0.9323 | 0.9379 | 1.687 | 0.4131 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 48.0392 | 41.1765 | 54.902 | 48.0392 | 41.1765 | 54.902 |
| Ratio Avg Win / Avg Loss | 1.5856 | 2.8703 | 0.7658 | 1.0145 | 2.4099 | 0.3393 |
| Largest Winning Trade | 242943 | 242943 | 52584 | 164239 | 164239 | 25521 |
| Largest Losing Trade | -53662 | -40601 | -53662 | -107367 | -107367 | -96874 |
| Avg Bars in Trades | 68 | 97 | 38 | 68 | 97 | 38 |
| Avg Bars in Winners | 81 | 120 | 51 | 81 | 120 | 51 |
| Avg Bars in Losers | 56 | 82 | 22 | 56 | 82 | 22 |
| Bars Traded | 6964 | 4992 | 1971 | 6964 | 4992 | 1971 |
| Profit Streak | 0 | 0 | 89.0685 | 0 | 0 | 89.0685 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336913 | -171901 | -759237 | -579602 | -299891 | -759237 |
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7467,
"evaluation_days": 1866.75,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602093600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758785921493,
"expiration_time": 1763553816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 216,
"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": [
[
377652.9141193827,
405352.3030510597,
-27699.388931677,
-40180.7484062958,
183122.2033995077,
-223302.9518058039
],
[
377.652914,
405.352303,
-27.699389,
-40.180748,
183.122203,
-223.302952
],
[
0.202305,
0.217143,
-0.014838,
-0.027522,
0.055765,
0
],
[
34.695817,
34.695817,
34.695817,
34.695817,
34.695817,
34.695817
],
[
-217225,
-110245,
-161877,
-348255,
-124120,
-264877
],
[
1.465929,
2.009232,
0.932258,
0.9379,
1.686964,
0.413088
],
[
102,
51,
51,
102,
51,
51
],
[
49,
21,
28,
49,
21,
28
],
[
53,
30,
23,
53,
30,
23
],
[
48.039216,
41.176471,
54.901961,
48.039216,
41.176471,
54.901961
],
[
1.585597,
2.870331,
0.765783,
1.014464,
2.409949,
0.339322
],
[
242943,
242943,
52584,
164239,
164239,
25521
],
[
-53662,
-40601,
-53662,
-107367,
-107367,
-96874
],
[
68,
97,
38,
68,
97,
38
],
[
81,
120,
51,
81,
120,
51
],
[
56,
82,
22,
56,
82,
22
],
[
6964,
4992,
1971,
6964,
4992,
1971
],
[
0,
0,
89.068536,
0,
0,
89.068536
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336913,
-171901,
-759237,
-579602,
-299891,
-759237
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7467,
"evaluation_days": 1866.75,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602093600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758785921493,
"expiration_time": 1763553816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 216,
"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) |
|---|