| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 708264.7281 | 668763.5741 | 39501.154 | 402657.8625 | 482594.8283 | -79936.9657 |
| Total P&L (%) | 708.2647 | 668.7636 | 39.5012 | 402.6579 | 482.5948 | -79.937 |
| Avg Daily Profit (%) | 0.3784 | 0.3573 | 0.0211 | 0.0863 | 0.0942 | -0.0858 |
| Buy And Hold Return (%) | 27.7164 | 27.7164 | 27.7164 | 27.7164 | 27.7164 | 27.7164 |
| Max Trade Drawdown | -289419 | -185916 | -143514 | -652204 | -437221 | -237417 |
| Profit Factor | 2.1147 | 2.7609 | 1.1546 | 1.4785 | 1.8872 | 0.7313 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 44.9275 | 42.8571 | 47.0588 | 44.9275 | 42.8571 | 47.0588 |
| Ratio Avg Win / Avg Loss | 2.5922 | 3.6811 | 1.2989 | 1.8124 | 2.5163 | 0.8227 |
| Largest Winning Trade | 323178 | 323178 | 45796 | 276483 | 276483 | 60032 |
| Largest Losing Trade | -47637 | -41166 | -47637 | -181242 | -181242 | -108272 |
| Avg Bars in Trades | 100 | 104 | 97 | 100 | 104 | 97 |
| Avg Bars in Winners | 137 | 158 | 118 | 137 | 158 | 118 |
| Avg Bars in Losers | 71 | 63 | 79 | 71 | 63 | 79 |
| Bars Traded | 6967 | 3653 | 3314 | 6967 | 3653 | 3314 |
| Profit Streak | 323.6341 | 361.8841 | 323.6341 | 323.6341 | 361.8841 | 323.6341 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -93279 | 475419 | -248876 | -182293 | -65054 | -580972 |
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7486,
"evaluation_days": 1871.5,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759137186210,
"expiration_time": 1763976528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 100,
"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": [
[
708264.728137891,
668763.5741123159,
39501.1540255752,
402657.8625303697,
482594.8282549507,
-79936.965724581
],
[
708.264728,
668.763574,
39.501154,
402.657863,
482.594828,
-79.936966
],
[
0.378448,
0.357341,
0.021107,
0.086318,
0.094211,
-0.085792
],
[
27.71639,
27.71639,
27.71639,
27.71639,
27.71639,
27.71639
],
[
-289419,
-185916,
-143514,
-652204,
-437221,
-237417
],
[
2.114706,
2.760857,
1.15455,
1.478526,
1.887195,
0.731304
],
[
69,
35,
34,
69,
35,
34
],
[
31,
15,
16,
31,
15,
16
],
[
38,
20,
18,
38,
20,
18
],
[
44.927536,
42.857143,
47.058824,
44.927536,
42.857143,
47.058824
],
[
2.59222,
3.681142,
1.298869,
1.812386,
2.51626,
0.822717
],
[
323178,
323178,
45796,
276483,
276483,
60032
],
[
-47637,
-41166,
-47637,
-181242,
-181242,
-108272
],
[
100,
104,
97,
100,
104,
97
],
[
137,
158,
118,
137,
158,
118
],
[
71,
63,
79,
71,
63,
79
],
[
6967,
3653,
3314,
6967,
3653,
3314
],
[
323.6341,
361.8841,
323.6341,
323.6341,
361.8841,
323.6341
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-93279,
475419,
-248876,
-182293,
-65054,
-580972
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7486,
"evaluation_days": 1871.5,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759137186210,
"expiration_time": 1763976528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 100,
"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) |
|---|