| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 451735.1804 | 480247.4495 | -28512.2692 | -57663.4081 | -17726.208 | -39937.2001 |
| Total P&L (%) | 451.7352 | 480.2475 | -28.5123 | -57.6634 | -17.7262 | -39.9372 |
| Avg Daily Profit (%) | 0.242 | 0.2573 | -0.0153 | -0.046 | -0.0105 | -0.0273 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -206735 | -166678 | -103013 | -488430 | -447199 | -171527 |
| Profit Factor | 1.3937 | 1.6258 | 0.925 | 0.9655 | 0.9852 | 0.9162 |
| Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
| Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
| Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
| Profitability (%) | 54.251 | 52.8455 | 55.6452 | 54.251 | 52.8455 | 55.6452 |
| Ratio Avg Win / Avg Loss | 1.1753 | 1.4507 | 0.7373 | 0.8142 | 0.8791 | 0.7303 |
| Largest Winning Trade | 311479 | 311479 | 28916 | 325814 | 325814 | 29407 |
| Largest Losing Trade | -54844 | -54844 | -29361 | -184451 | -184451 | -61069 |
| Avg Bars in Trades | 29 | 53 | 5 | 29 | 53 | 5 |
| Avg Bars in Winners | 24 | 43 | 5 | 24 | 43 | 5 |
| Avg Bars in Losers | 35 | 64 | 5 | 35 | 64 | 5 |
| Bars Traded | 7251 | 6521 | 730 | 7251 | 6521 | 730 |
| Profit Streak | 12.3502 | 0 | 72.3502 | 12.3502 | 0 | 72.3502 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 409527 | 367878 | -579026 | -578038 | -580636 | -579026 |
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7467,
"evaluation_days": 1866.75,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599177600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758831861040,
"expiration_time": 1763553816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 9,
"offset": 0,
"std": 3.86543
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 81,
"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": [
[
451735.1803877471,
480247.4495414566,
-28512.2691537094,
-57663.4081252598,
-17726.2079895044,
-39937.2001357557
],
[
451.73518,
480.24745,
-28.512269,
-57.663408,
-17.726208,
-39.9372
],
[
0.24199,
0.257264,
-0.015274,
-0.046033,
-0.010452,
-0.027305
],
[
10,
10,
10,
10,
10,
10
],
[
-206735,
-166678,
-103013,
-488430,
-447199,
-171527
],
[
1.393723,
1.62583,
0.924961,
0.965509,
0.985167,
0.91624
],
[
247,
123,
124,
247,
123,
124
],
[
134,
65,
69,
134,
65,
69
],
[
113,
58,
55,
113,
58,
55
],
[
54.251012,
52.845528,
55.645161,
54.251012,
52.845528,
55.645161
],
[
1.175304,
1.45074,
0.737288,
0.814198,
0.879072,
0.730336
],
[
311479,
311479,
28916,
325814,
325814,
29407
],
[
-54844,
-54844,
-29361,
-184451,
-184451,
-61069
],
[
29,
53,
5,
29,
53,
5
],
[
24,
43,
5,
24,
43,
5
],
[
35,
64,
5,
35,
64,
5
],
[
7251,
6521,
730,
7251,
6521,
730
],
[
12.350243,
0,
72.350243,
12.350243,
0,
72.350243
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
409527,
367878,
-579026,
-578038,
-580636,
-579026
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7467,
"evaluation_days": 1866.75,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599177600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758831861040,
"expiration_time": 1763553816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 9,
"offset": 0,
"std": 3.86543
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 81,
"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) |
|---|