| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 514645.6367 | 584886.1232 | -70240.4864 | -91784.408 | -53888.1241 | -37896.2839 |
| Total P&L (%) | 514.6456 | 584.8861 | -70.2405 | -91.7844 | -53.8881 | -37.8963 |
| Avg Daily Profit (%) | 0.2757 | 0.3134 | -0.0376 | -0.1338 | -0.0415 | -0.0255 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -169709 | -145964 | -109806 | -91718 | -33997 | -35456 |
| Profit Factor | 1.4974 | 1.7703 | 0.745 | 0.6264 | 0.6966 | 0.4432 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
| Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
| Profitability (%) | 43.4426 | 34.4262 | 52.459 | 43.4426 | 34.4262 | 52.459 |
| Ratio Avg Win / Avg Loss | 1.9494 | 3.372 | 0.6752 | 0.8155 | 1.3268 | 0.4017 |
| Largest Winning Trade | 375765 | 375765 | 31076 | 34012 | 34012 | 10134 |
| Largest Losing Trade | -68930 | -68930 | -38959 | -66281 | -66281 | -12842 |
| Avg Bars in Trades | 90 | 152 | 28 | 90 | 152 | 28 |
| Avg Bars in Winners | 90 | 177 | 33 | 90 | 177 | 33 |
| Avg Bars in Losers | 90 | 138 | 23 | 90 | 138 | 23 |
| Bars Traded | 11026 | 9277 | 1749 | 11026 | 9277 | 1749 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 318947 | -155651 | -741861 | -583004 | -747125 | -741861 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599739200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758922212286,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 159,
"offset": 0,
"scalar": 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": [
[
514645.636745163,
584886.1231807652,
-70240.486435602,
-91784.4080345878,
-53888.1240887853,
-37896.2839458025
],
[
514.645637,
584.886123,
-70.240486,
-91.784408,
-53.888124,
-37.896284
],
[
0.275728,
0.31336,
-0.037632,
-0.133805,
-0.041465,
-0.025519
],
[
10,
10,
10,
10,
10,
10
],
[
-169709,
-145964,
-109806,
-91718,
-33997,
-35456
],
[
1.497361,
1.770298,
0.745001,
0.626365,
0.696562,
0.443201
],
[
122,
61,
61,
122,
61,
61
],
[
53,
21,
32,
53,
21,
32
],
[
69,
40,
29,
69,
40,
29
],
[
43.442623,
34.42623,
52.459016,
43.442623,
34.42623,
52.459016
],
[
1.949395,
3.371996,
0.675157,
0.815457,
1.326785,
0.401651
],
[
375765,
375765,
31076,
34012,
34012,
10134
],
[
-68930,
-68930,
-38959,
-66281,
-66281,
-12842
],
[
90,
152,
28,
90,
152,
28
],
[
90,
177,
33,
90,
177,
33
],
[
90,
138,
23,
90,
138,
23
],
[
11026,
9277,
1749,
11026,
9277,
1749
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318947,
-155651,
-741861,
-583004,
-747125,
-741861
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599739200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758922212286,
"expiration_time": 1763553168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 159,
"offset": 0,
"scalar": 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) |
|---|