| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 515619.7344 | 535137.7141 | -19517.9797 | -7516.8067 | 67160.6169 | -74677.4236 |
| Total P&L (%) | 515.6197 | 535.1377 | -19.518 | -7.5168 | 67.1606 | -74.6774 |
| Avg Daily Profit (%) | 0.2753 | 0.2858 | -0.0104 | -0.0042 | 0.0274 | -0.0733 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -216466 | -73180 | -207595 | -88727 | -42390 | -97729 |
| Profit Factor | 1.3547 | 1.7986 | 0.9751 | 0.9899 | 1.1962 | 0.8127 |
| Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
| Winning Trades | 156 | 76 | 80 | 156 | 76 | 80 |
| Losing Trades | 181 | 93 | 88 | 181 | 93 | 88 |
| Profitability (%) | 46.2908 | 44.9704 | 47.619 | 46.2908 | 44.9704 | 47.619 |
| Ratio Avg Win / Avg Loss | 1.5718 | 2.2009 | 1.0726 | 1.1485 | 1.4637 | 0.894 |
| Largest Winning Trade | 319098 | 319098 | 42419 | 84330 | 84330 | 22107 |
| Largest Losing Trade | -42140 | -29270 | -42140 | -22789 | -16377 | -22789 |
| Avg Bars in Trades | 63 | 58 | 69 | 63 | 58 | 69 |
| Avg Bars in Winners | 87 | 82 | 92 | 87 | 82 | 92 |
| Avg Bars in Losers | 43 | 38 | 48 | 43 | 38 | 48 |
| Bars Traded | 21524 | 9824 | 11700 | 21524 | 9824 | 11700 |
| Profit Streak | 0 | 0 | 19.1732 | 0 | 0 | 19.1732 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 379089 | 380016 | -578647 | -578791 | -162784 | -580314 |
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22473,
"evaluation_days": 1872.75,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598479200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759313368349,
"expiration_time": 1765130601600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 142,
"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": [
[
515619.7343616812,
535137.7140725653,
-19517.9797108836,
-7516.8066838616,
67160.6168663811,
-74677.4235502426
],
[
515.619734,
535.137714,
-19.51798,
-7.516807,
67.160617,
-74.677424
],
[
0.275328,
0.28575,
-0.010422,
-0.004173,
0.027439,
-0.073313
],
[
10,
10,
10,
10,
10,
10
],
[
-216466,
-73180,
-207595,
-88727,
-42390,
-97729
],
[
1.354673,
1.798616,
0.975095,
0.989856,
1.196163,
0.812686
],
[
337,
169,
168,
337,
169,
168
],
[
156,
76,
80,
156,
76,
80
],
[
181,
93,
88,
181,
93,
88
],
[
46.290801,
44.970414,
47.619048,
46.290801,
44.970414,
47.619048
],
[
1.571768,
2.200938,
1.072605,
1.148487,
1.463726,
0.893954
],
[
319098,
319098,
42419,
84330,
84330,
22107
],
[
-42140,
-29270,
-42140,
-22789,
-16377,
-22789
],
[
63,
58,
69,
63,
58,
69
],
[
87,
82,
92,
87,
82,
92
],
[
43,
38,
48,
43,
38,
48
],
[
21524,
9824,
11700,
21524,
9824,
11700
],
[
0,
0,
19.173245,
0,
0,
19.173245
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
379089,
380016,
-578647,
-578791,
-162784,
-580314
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22473,
"evaluation_days": 1872.75,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598479200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759313368349,
"expiration_time": 1765130601600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 142,
"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) |
|---|