| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 633277.3271 | 603658.2943 | 29619.0328 | 6790.686 | 135760.7547 | -128970.0687 |
| Total P&L (%) | 633.2773 | 603.6583 | 29.619 | 6.7907 | 135.7608 | -128.9701 |
| Avg Daily Profit (%) | 0.3376 | 0.3218 | 0.0158 | 0.0035 | 0.0457 | 0 |
| Buy And Hold Return (%) | 108.5942 | 108.5942 | 108.5942 | 108.5942 | 108.5942 | 108.5942 |
| Max Trade Drawdown | -276151 | -100881 | -294330 | -140998 | -5515 | -161324 |
| Profit Factor | 1.9092 | 3.3509 | 1.0674 | 1.0325 | 12.216 | 0.3448 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 52 | 24 | 28 | 58 | 26 | 32 |
| Losing Trades | 37 | 20 | 17 | 31 | 18 | 13 |
| Profitability (%) | 58.427 | 54.5455 | 62.2222 | 65.1685 | 59.0909 | 71.1111 |
| Ratio Avg Win / Avg Loss | 1.3584 | 2.7924 | 0.648 | 0.5519 | 8.4573 | 0.1401 |
| Largest Winning Trade | 317023 | 317023 | 58678 | 45129 | 45129 | 16845 |
| Largest Losing Trade | -160257 | -24156 | -160257 | -140349 | -5515 | -140349 |
| Avg Bars in Trades | 60 | 62 | 58 | 60 | 62 | 58 |
| Avg Bars in Winners | 68 | 68 | 69 | 66 | 64 | 67 |
| Avg Bars in Losers | 48 | 55 | 39 | 49 | 59 | 36 |
| Bars Traded | 5372 | 2750 | 2622 | 5372 | 2750 | 2622 |
| Profit Streak | 328.0552 | 333.0552 | 328.0552 | 328.0552 | 333.0552 | 328.0552 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 494103 | 595346 | -482625 | -536428 | -208655 | -576610 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5628,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1603152000000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759540769947,
"expiration_time": 1764369792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 177,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 198,
"na": 0.13631,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
633277.3270607445,
603658.2942807875,
29619.0327799568,
6790.686043215,
135760.7547144419,
-128970.068671227
],
[
633.277327,
603.658294,
29.619033,
6.790686,
135.760755,
-128.970069
],
[
0.337568,
0.321779,
0.015788,
0.003502,
0.045727,
0
],
[
108.594164,
108.594164,
108.594164,
108.594164,
108.594164,
108.594164
],
[
-276151,
-100881,
-294330,
-140998,
-5515,
-161324
],
[
1.909162,
3.3509,
1.067351,
1.032502,
12.216044,
0.344763
],
[
89,
44,
45,
89,
44,
45
],
[
52,
24,
28,
58,
26,
32
],
[
37,
20,
17,
31,
18,
13
],
[
58.426966,
54.545455,
62.222222,
65.168539,
59.090909,
71.111111
],
[
1.358442,
2.792416,
0.648034,
0.551854,
8.457261,
0.14006
],
[
317023,
317023,
58678,
45129,
45129,
16845
],
[
-160257,
-24156,
-160257,
-140349,
-5515,
-140349
],
[
60,
62,
58,
60,
62,
58
],
[
68,
68,
69,
66,
64,
67
],
[
48,
55,
39,
49,
59,
36
],
[
5372,
2750,
2622,
5372,
2750,
2622
],
[
328.055208,
333.055208,
328.055208,
328.055208,
333.055208,
328.055208
],
[
8,
4,
4,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
494103,
595346,
-482625,
-536428,
-208655,
-576610
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5628,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1603152000000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759540769947,
"expiration_time": 1764369792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 177,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 198,
"na": 0.13631,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|