| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 601783.2424 | 544002.1579 | 57781.0846 | 159624.0416 | 847919.6233 | -688295.5818 |
| Total P&L (%) | 601.7832 | 544.0022 | 57.7811 | 159.624 | 847.9196 | -688.2956 |
| Avg Daily Profit (%) | 0.3202 | 0.2894 | 0.0307 | 0.0508 | 0.1197 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -241629 | -112227 | -174478 | -2426034 | -1421412 | -1109862 |
| Profit Factor | 1.7079 | 2.2036 | 1.1451 | 1.038 | 1.3607 | 0.6287 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Profitability (%) | 42.3423 | 39.2857 | 45.4545 | 42.3423 | 39.2857 | 45.4545 |
| Ratio Avg Win / Avg Loss | 2.3256 | 3.4056 | 1.3742 | 1.4134 | 2.103 | 0.7544 |
| Largest Winning Trade | 285301 | 285301 | 82148 | 1083539 | 1083539 | 299860 |
| Largest Losing Trade | -53140 | -49361 | -53140 | -869930 | -869930 | -474251 |
| Avg Bars in Trades | 99 | 92 | 107 | 99 | 92 | 107 |
| Avg Bars in Winners | 141 | 137 | 144 | 141 | 137 | 144 |
| Avg Bars in Losers | 69 | 63 | 75 | 69 | 63 | 75 |
| Bars Traded | 11065 | 5166 | 5899 | 11065 | 5166 | 5899 |
| Profit Streak | 0 | 0 | 86.2893 | 0 | 0 | 86.2893 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346255 | -171226 | -394383 | -306559 | -215410 | -761640 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11278,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599105600000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759863397928,
"expiration_time": 1764724896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 115,
"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": [
[
601783.2424170196,
544002.1578657752,
57781.084551245,
159624.0415540239,
847919.6233070033,
-688295.5817529788
],
[
601.783242,
544.002158,
57.781085,
159.624042,
847.919623,
-688.295582
],
[
0.320154,
0.289414,
0.03074,
0.05077,
0.119726,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-241629,
-112227,
-174478,
-2426034,
-1421412,
-1109862
],
[
1.70788,
2.203603,
1.145127,
1.037967,
1.360747,
0.628707
],
[
111,
56,
55,
111,
56,
55
],
[
47,
22,
25,
47,
22,
25
],
[
64,
34,
30,
64,
34,
30
],
[
42.342342,
39.285714,
45.454545,
42.342342,
39.285714,
45.454545
],
[
2.325624,
3.405568,
1.374152,
1.413402,
2.102972,
0.754448
],
[
285301,
285301,
82148,
1083539,
1083539,
299860
],
[
-53140,
-49361,
-53140,
-869930,
-869930,
-474251
],
[
99,
92,
107,
99,
92,
107
],
[
141,
137,
144,
141,
137,
144
],
[
69,
63,
75,
69,
63,
75
],
[
11065,
5166,
5899,
11065,
5166,
5899
],
[
0,
0,
86.289328,
0,
0,
86.289328
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346255,
-171226,
-394383,
-306559,
-215410,
-761640
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11278,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599105600000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759863397928,
"expiration_time": 1764724896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 115,
"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) |
|---|