| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 508916.6924 | 563300.5228 | -54383.8304 | -69013.4803 | 314691.747 | -383705.2273 |
| Total P&L (%) | 508.9167 | 563.3005 | -54.3838 | -69.0135 | 314.6917 | -383.7052 |
| Avg Daily Profit (%) | 0.2716 | 0.3006 | -0.029 | -0.0625 | 0.0759 | 0 |
| Buy And Hold Return (%) | 28.125 | 28.125 | 28.125 | 28.125 | 28.125 | 28.125 |
| Max Trade Drawdown | -367708 | -218836 | -209405 | -995413 | -476657 | -531096 |
| Profit Factor | 1.6464 | 2.2621 | 0.8405 | 0.9382 | 1.5865 | 0.3388 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
| Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Profitability (%) | 45.2055 | 38.8889 | 51.3514 | 45.2055 | 38.8889 | 51.3514 |
| Ratio Avg Win / Avg Loss | 1.9956 | 3.5547 | 0.7963 | 1.1372 | 2.4931 | 0.3209 |
| Largest Winning Trade | 382787 | 382787 | 36698 | 454847 | 454847 | 107487 |
| Largest Losing Trade | -52080 | -52052 | -52080 | -214628 | -214050 | -214628 |
| Avg Bars in Trades | 71 | 90 | 53 | 71 | 90 | 53 |
| Avg Bars in Winners | 87 | 107 | 72 | 87 | 107 | 72 |
| Avg Bars in Losers | 58 | 79 | 32 | 58 | 79 | 32 |
| Bars Traded | 5211 | 3246 | 1965 | 5211 | 3246 | 1965 |
| Profit Streak | 96.7871 | 97.4538 | 96.7871 | 96.7871 | 97.4538 | 96.7871 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -65416 | 339843 | -580037 | -656294 | -92385 | -580037 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5622,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759344809216,
"expiration_time": 1764191808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 157,
"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": [
[
508916.692383328,
563300.522808597,
-54383.8304252687,
-69013.4803069425,
314691.7469919832,
-383705.2272989254
],
[
508.916692,
563.300523,
-54.38383,
-69.01348,
314.691747,
-383.705227
],
[
0.271567,
0.300587,
-0.02902,
-0.0625,
0.075929,
0
],
[
28.125,
28.125,
28.125,
28.125,
28.125,
28.125
],
[
-367708,
-218836,
-209405,
-995413,
-476657,
-531096
],
[
1.646379,
2.2621,
0.840523,
0.938207,
1.586489,
0.338753
],
[
73,
36,
37,
73,
36,
37
],
[
33,
14,
19,
33,
14,
19
],
[
40,
22,
18,
40,
22,
18
],
[
45.205479,
38.888889,
51.351351,
45.205479,
38.888889,
51.351351
],
[
1.995611,
3.554729,
0.796285,
1.13722,
2.493055,
0.320924
],
[
382787,
382787,
36698,
454847,
454847,
107487
],
[
-52080,
-52052,
-52080,
-214628,
-214050,
-214628
],
[
71,
90,
53,
71,
90,
53
],
[
87,
107,
72,
87,
107,
72
],
[
58,
79,
32,
58,
79,
32
],
[
5211,
3246,
1965,
5211,
3246,
1965
],
[
96.787144,
97.45381,
96.787144,
96.787144,
97.45381,
96.787144
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-65416,
339843,
-580037,
-656294,
-92385,
-580037
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5622,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759344809216,
"expiration_time": 1764191808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 157,
"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) |
|---|