| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 68694.7 | 20474.858 | 48219.842 | 84474.7095 | 16231.0511 | 68243.6584 |
| Total P&L (%) | 68.6947 | 20.4749 | 48.2198 | 84.4747 | 16.2311 | 68.2437 |
| Avg Daily Profit (%) | 0.7913 | 0.2359 | 0.5555 | 0.7079 | 0.1734 | 0.6011 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -30051 | -23598 | -13053 | -61591 | -48197 | -25244 |
| Profit Factor | 1.6602 | 1.2678 | 2.7485 | 1.468 | 1.1234 | 2.3942 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Profitability (%) | 71.875 | 70.8333 | 72.9167 | 71.875 | 70.8333 | 72.9167 |
| Ratio Avg Win / Avg Loss | 0.6497 | 0.522 | 1.0209 | 0.5744 | 0.4626 | 0.8893 |
| Largest Winning Trade | 7239 | 7239 | 6047 | 9417 | 8741 | 9417 |
| Largest Losing Trade | -13141 | -13141 | -8217 | -24675 | -24675 | -14755 |
| Avg Bars in Trades | 252 | 336 | 167 | 252 | 336 | 167 |
| Avg Bars in Winners | 157 | 200 | 115 | 157 | 200 | 115 |
| Avg Bars in Losers | 494 | 666 | 308 | 494 | 666 | 308 |
| Bars Traded | 24212 | 16152 | 8060 | 24212 | 16152 | 8060 |
| Profit Streak | 2.3579 | 0 | 8.1183 | 2.3579 | 0 | 8.1183 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454690 | 15052 | 578264 | 398920 | -87640 | 557168 |
{
"trading_pair": "CRV_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752761400000,
"first_datapoint_time": 1752828000000,
"last_datapoint_time": 1760261100000,
"evaluation_time": 1760261420151,
"expiration_time": 1766741100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 223,
"offset": 0,
"scalar": 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": [
[
68694.6999822545,
20474.8579773901,
48219.8420048643,
84474.7094973513,
16231.051108811,
68243.6583885404
],
[
68.6947,
20.474858,
48.219842,
84.474709,
16.231051,
68.243658
],
[
0.791322,
0.235858,
0.555464,
0.707876,
0.173413,
0.601089
],
[
10,
10,
10,
10,
10,
10
],
[
-30051,
-23598,
-13053,
-61591,
-48197,
-25244
],
[
1.660248,
1.267765,
2.748493,
1.467995,
1.12338,
2.39416
],
[
96,
48,
48,
96,
48,
48
],
[
69,
34,
35,
69,
34,
35
],
[
27,
14,
13,
27,
14,
13
],
[
71.875,
70.833333,
72.916667,
71.875,
70.833333,
72.916667
],
[
0.649662,
0.522021,
1.020869,
0.574433,
0.462568,
0.88926
],
[
7239,
7239,
6047,
9417,
8741,
9417
],
[
-13141,
-13141,
-8217,
-24675,
-24675,
-14755
],
[
252,
336,
167,
252,
336,
167
],
[
157,
200,
115,
157,
200,
115
],
[
494,
666,
308,
494,
666,
308
],
[
24212,
16152,
8060,
24212,
16152,
8060
],
[
2.357872,
0,
8.118289,
2.357872,
0,
8.118289
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454690,
15052,
578264,
398920,
-87640,
557168
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752761400000,
"first_datapoint_time": 1752828000000,
"last_datapoint_time": 1760261100000,
"evaluation_time": 1760261420151,
"expiration_time": 1766741100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 223,
"offset": 0,
"scalar": 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) |
|---|