| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 109828.8319 | 67456.5384 | 42372.2934 | 75239.5214 | 53951.1702 | 21288.3512 |
| Total P&L (%) | 109.8288 | 67.4565 | 42.3723 | 75.2395 | 53.9512 | 21.2884 |
| Avg Daily Profit (%) | 0.4217 | 0.259 | 0.1627 | 0.2156 | 0.1658 | 0.0741 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72630 | -38358 | -72346 | -120806 | -49913 | -116889 |
| Profit Factor | 1.2636 | 1.35 | 1.1892 | 1.1182 | 1.181 | 1.0629 |
| Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
| Winning Trades | 182 | 89 | 93 | 182 | 89 | 93 |
| Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
| Profitability (%) | 71.9368 | 70.0787 | 73.8095 | 71.9368 | 70.0787 | 73.8095 |
| Ratio Avg Win / Avg Loss | 0.4929 | 0.5764 | 0.422 | 0.4362 | 0.5043 | 0.3772 |
| Largest Winning Trade | 10698 | 9507 | 10698 | 13601 | 11458 | 13601 |
| Largest Losing Trade | -50973 | -26578 | -50973 | -75248 | -35130 | -75248 |
| Avg Bars in Trades | 98 | 102 | 94 | 98 | 102 | 94 |
| Avg Bars in Winners | 49 | 50 | 49 | 49 | 50 | 49 |
| Avg Bars in Losers | 222 | 223 | 221 | 222 | 223 | 221 |
| Bars Traded | 24856 | 12980 | 11876 | 24856 | 12980 | 11876 |
| Profit Streak | 0 | 0 | 6.6515 | 0 | 0 | 6.6515 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377373 | 276084 | -6374 | -81643 | -15795 | -250567 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736347500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758858786894,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 219,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
109828.8318684587,
67456.5384258657,
42372.2934425931,
75239.52140381,
53951.170196075,
21288.351207735
],
[
109.828832,
67.456538,
42.372293,
75.239521,
53.95117,
21.288351
],
[
0.421737,
0.25903,
0.162708,
0.215647,
0.165818,
0.074139
],
[
10,
10,
10,
10,
10,
10
],
[
-72630,
-38358,
-72346,
-120806,
-49913,
-116889
],
[
1.263558,
1.350003,
1.189174,
1.118203,
1.181045,
1.062885
],
[
253,
127,
126,
253,
127,
126
],
[
182,
89,
93,
182,
89,
93
],
[
71,
38,
33,
71,
38,
33
],
[
71.936759,
70.07874,
73.809524,
71.936759,
70.07874,
73.809524
],
[
0.492926,
0.576406,
0.421965,
0.436222,
0.504266,
0.377153
],
[
10698,
9507,
10698,
13601,
11458,
13601
],
[
-50973,
-26578,
-50973,
-75248,
-35130,
-75248
],
[
98,
102,
94,
98,
102,
94
],
[
49,
50,
49,
49,
50,
49
],
[
222,
223,
221,
222,
223,
221
],
[
24856,
12980,
11876,
24856,
12980,
11876
],
[
0,
0,
6.651469,
0,
0,
6.651469
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377373,
276084,
-6374,
-81643,
-15795,
-250567
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736347500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758858786894,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 219,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|