| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 447222.6615 | 437539.8338 | 9682.8277 | -75128.396 | -21800.4991 | -53327.8969 |
| Total P&L (%) | 447.2227 | 437.5398 | 9.6828 | -75.1284 | -21.8005 | -53.3279 |
| Avg Daily Profit (%) | 0.2397 | 0.2345 | 0.0052 | -0.0745 | -0.0132 | -0.0408 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -350406 | -184800 | -203653 | -182644 | -96247 | -126388 |
| Profit Factor | 1.3863 | 1.6571 | 1.0197 | 0.8242 | 0.9133 | 0.697 |
| Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
| Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
| Profitability (%) | 46.9799 | 40.5405 | 53.3333 | 46.9799 | 40.5405 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.5645 | 2.4304 | 0.8922 | 0.9301 | 1.3394 | 0.6099 |
| Largest Winning Trade | 319034 | 319034 | 48398 | 74016 | 74016 | 39771 |
| Largest Losing Trade | -56299 | -46428 | -56299 | -54442 | -54442 | -38943 |
| Avg Bars in Trades | 147 | 164 | 131 | 147 | 164 | 131 |
| Avg Bars in Winners | 172 | 212 | 142 | 172 | 212 | 142 |
| Avg Bars in Losers | 126 | 132 | 117 | 126 | 132 | 117 |
| Bars Traded | 22027 | 12202 | 9825 | 22027 | 12202 | 9825 |
| Profit Streak | 117.8253 | 117.8253 | 124.8253 | 117.8253 | 117.8253 | 124.8253 |
| Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 374260 | -55730 | -607345 | -580064 | -645896 | -635918 |
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22392,
"evaluation_days": 1866,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598371200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758995304412,
"expiration_time": 1764526406400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 127,
"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": [
[
447222.661485776,
437539.8338112574,
9682.8276745184,
-75128.3959689677,
-21800.4991123048,
-53327.8968566629
],
[
447.222661,
437.539834,
9.682828,
-75.128396,
-21.800499,
-53.327897
],
[
0.239669,
0.23448,
0.005189,
-0.07454,
-0.013177,
-0.040829
],
[
10,
10,
10,
10,
10,
10
],
[
-350406,
-184800,
-203653,
-182644,
-96247,
-126388
],
[
1.386295,
1.657104,
1.019686,
0.824179,
0.913253,
0.696983
],
[
149,
74,
75,
149,
74,
75
],
[
70,
30,
40,
70,
30,
40
],
[
79,
44,
35,
79,
44,
35
],
[
46.979866,
40.540541,
53.333333,
46.979866,
40.540541,
53.333333
],
[
1.564533,
2.43042,
0.892225,
0.930145,
1.339438,
0.60986
],
[
319034,
319034,
48398,
74016,
74016,
39771
],
[
-56299,
-46428,
-56299,
-54442,
-54442,
-38943
],
[
147,
164,
131,
147,
164,
131
],
[
172,
212,
142,
172,
212,
142
],
[
126,
132,
117,
126,
132,
117
],
[
22027,
12202,
9825,
22027,
12202,
9825
],
[
117.825282,
117.825282,
124.825282,
117.825283,
117.825283,
124.825283
],
[
7,
3,
4,
7,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
374260,
-55730,
-607345,
-580064,
-645896,
-635918
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22392,
"evaluation_days": 1866,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598371200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758995304412,
"expiration_time": 1764526406400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 127,
"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) |
|---|