| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 404798.0033 | 507057.436 | -102259.4327 | -170318.8623 | 1026941.4035 | -1197260.2657 |
| Total P&L (%) | 404.798 | 507.0574 | -102.2594 | -170.3189 | 1026.9414 | -1197.2603 |
| Avg Daily Profit (%) | 0.2167 | 0.2714 | -0.0547 | 0 | 0.1297 | 0 |
| Buy And Hold Return (%) | 65.7292 | 65.7292 | 65.7292 | 65.7292 | 65.7292 | 65.7292 |
| Max Trade Drawdown | -334426 | -86868 | -265301 | -1751227 | -541011 | -1332163 |
| Profit Factor | 1.4729 | 2.5804 | 0.8089 | 0.9457 | 2.0587 | 0.4468 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 48 | 22 | 26 | 50 | 23 | 27 |
| Losing Trades | 39 | 21 | 18 | 37 | 20 | 17 |
| Profitability (%) | 55.1724 | 51.1628 | 59.0909 | 57.4713 | 53.4884 | 61.3636 |
| Ratio Avg Win / Avg Loss | 1.1967 | 2.4631 | 0.56 | 0.6998 | 1.7902 | 0.2813 |
| Largest Winning Trade | 288983 | 288983 | 45980 | 762540 | 762540 | 381325 |
| Largest Losing Trade | -192897 | -68014 | -192897 | -820721 | -408990 | -820721 |
| Avg Bars in Trades | 60 | 60 | 60 | 60 | 60 | 60 |
| Avg Bars in Winners | 50 | 48 | 52 | 51 | 49 | 53 |
| Avg Bars in Losers | 73 | 73 | 72 | 72 | 73 | 70 |
| Bars Traded | 5276 | 2621 | 2655 | 5276 | 2621 | 2655 |
| Profit Streak | 107.7246 | 172.3912 | 107.7246 | 0 | 0 | 0 |
| Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367339 | 530595 | -578979 | -579577 | -14978 | -579246 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5604,
"evaluation_days": 1868,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1603296000000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758849803602,
"expiration_time": 1763657856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 159,
"offset": 45
}
}
}
{
"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": [
[
404798.0033412648,
507057.4360121194,
-102259.4326708549,
-170318.8622522362,
1026941.4034579634,
-1197260.2657101993
],
[
404.798003,
507.057436,
-102.259433,
-170.318862,
1026.941403,
-1197.260266
],
[
0.216701,
0.271444,
-0.054743,
0,
0.129746,
0
],
[
65.729167,
65.729167,
65.729167,
65.729167,
65.729167,
65.729167
],
[
-334426,
-86868,
-265301,
-1751227,
-541011,
-1332163
],
[
1.472861,
2.580383,
0.808938,
0.945658,
2.058696,
0.446791
],
[
87,
43,
44,
87,
43,
44
],
[
48,
22,
26,
50,
23,
27
],
[
39,
21,
18,
37,
20,
17
],
[
55.172414,
51.162791,
59.090909,
57.471264,
53.488372,
61.363636
],
[
1.1967,
2.463093,
0.560034,
0.699787,
1.790171,
0.281313
],
[
288983,
288983,
45980,
762540,
762540,
381325
],
[
-192897,
-68014,
-192897,
-820721,
-408990,
-820721
],
[
60,
60,
60,
60,
60,
60
],
[
50,
48,
52,
51,
49,
53
],
[
73,
73,
72,
72,
73,
70
],
[
5276,
2621,
2655,
5276,
2621,
2655
],
[
107.724579,
172.391245,
107.724579,
0,
0,
0
],
[
2,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367339,
530595,
-578979,
-579577,
-14978,
-579246
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5604,
"evaluation_days": 1868,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1603296000000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758849803602,
"expiration_time": 1763657856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 159,
"offset": 45
}
}
}
| # | 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) |
|---|