| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 617623.841 | 569450.0596 | 48173.7814 | 244590.6242 | 296803.1444 | -52212.5202 |
| Total P&L (%) | 617.6238 | 569.4501 | 48.1738 | 244.5906 | 296.8031 | -52.2125 |
| Avg Daily Profit (%) | 0.3296 | 0.3039 | 0.0257 | 0.066 | 0.0736 | -0.0394 |
| Buy And Hold Return (%) | 27.6649 | 27.6649 | 27.6649 | 27.6649 | 27.6649 | 27.6649 |
| Max Trade Drawdown | -133711 | -99953 | -101063 | -195636 | -90826 | -156522 |
| Profit Factor | 1.929 | 2.6477 | 1.1509 | 1.5061 | 2.2824 | 0.7927 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Profitability (%) | 55.6962 | 51.2821 | 60 | 55.6962 | 51.2821 | 60 |
| Ratio Avg Win / Avg Loss | 1.5344 | 2.5153 | 0.7673 | 1.198 | 2.1683 | 0.5285 |
| Largest Winning Trade | 320508 | 320508 | 63319 | 134390 | 134390 | 35705 |
| Largest Losing Trade | -51095 | -50822 | -51095 | -95081 | -45884 | -95081 |
| Avg Bars in Trades | 43 | 52 | 34 | 43 | 52 | 34 |
| Avg Bars in Winners | 52 | 66 | 39 | 52 | 66 | 39 |
| Avg Bars in Losers | 33 | 38 | 27 | 33 | 38 | 27 |
| Bars Traded | 3455 | 2057 | 1398 | 3455 | 2057 | 1398 |
| Profit Streak | 215.1783 | 215.1783 | 402.6783 | 215.1783 | 215.1783 | 402.6783 |
| Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -16273 | 558745 | -220596 | -132491 | -88817 | -578019 |
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3748,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602158400000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759335400922,
"expiration_time": 1764177408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 110,
"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": [
[
617623.8410058321,
569450.0596450816,
48173.7813607503,
244590.6241843588,
296803.1444076975,
-52212.5202233387
],
[
617.623841,
569.45006,
48.173781,
244.590624,
296.803144,
-52.21252
],
[
0.329575,
0.303869,
0.025706,
0.06604,
0.073574,
-0.039395
],
[
27.664884,
27.664884,
27.664884,
27.664884,
27.664884,
27.664884
],
[
-133711,
-99953,
-101063,
-195636,
-90826,
-156522
],
[
1.928964,
2.647731,
1.150894,
1.506085,
2.282383,
0.792686
],
[
79,
39,
40,
79,
39,
40
],
[
44,
20,
24,
44,
20,
24
],
[
35,
19,
16,
35,
19,
16
],
[
55.696203,
51.282051,
60,
55.696203,
51.282051,
60
],
[
1.534403,
2.515344,
0.767263,
1.198022,
2.168264,
0.528458
],
[
320508,
320508,
63319,
134390,
134390,
35705
],
[
-51095,
-50822,
-51095,
-95081,
-45884,
-95081
],
[
43,
52,
34,
43,
52,
34
],
[
52,
66,
39,
52,
66,
39
],
[
33,
38,
27,
33,
38,
27
],
[
3455,
2057,
1398,
3455,
2057,
1398
],
[
215.178251,
215.178251,
402.678251,
215.178251,
215.178251,
402.678251
],
[
7,
3,
8,
7,
3,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16273,
558745,
-220596,
-132491,
-88817,
-578019
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3748,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602158400000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759335400922,
"expiration_time": 1764177408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 110,
"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) |
|---|