| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 416253.171 | 408209.7698 | 8043.4012 | -34482.5193 | 185025.0589 | -219507.5782 |
| Total P&L (%) | 416.2532 | 408.2098 | 8.0434 | -34.4825 | 185.0251 | -219.5076 |
| Avg Daily Profit (%) | 0.2211 | 0.2169 | 0.0043 | -0.0225 | 0.0557 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -230485 | -79005 | -242749 | -238084 | -140825 | -310452 |
| Profit Factor | 1.1194 | 1.2499 | 1.0043 | 0.9904 | 1.1114 | 0.8854 |
| Total Trades | 1412 | 706 | 706 | 1412 | 706 | 706 |
| Winning Trades | 650 | 317 | 333 | 650 | 317 | 333 |
| Losing Trades | 762 | 389 | 373 | 762 | 389 | 373 |
| Profitability (%) | 46.034 | 44.9009 | 47.1671 | 46.034 | 44.9009 | 47.1671 |
| Ratio Avg Win / Avg Loss | 1.3123 | 1.5338 | 1.125 | 1.161 | 1.3638 | 0.9917 |
| Largest Winning Trade | 117164 | 117164 | 48457 | 118585 | 118585 | 59139 |
| Largest Losing Trade | -30028 | -21033 | -30028 | -62266 | -28753 | -62266 |
| Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
| Avg Bars in Winners | 4 | 4 | 5 | 4 | 4 | 5 |
| Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
| Bars Traded | 5559 | 2749 | 2810 | 5559 | 2749 | 2810 |
| Profit Streak | 0 | 0 | 9.294 | 0 | 0 | 9.294 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -75723 | 362921 | -565659 | -573500 | -215195 | -577802 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5647,
"evaluation_days": 1882.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599667200000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760079798467,
"expiration_time": 1764933408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
416253.1709501985,
408209.7697999353,
8043.4011502642,
-34482.5193212061,
185025.0588718971,
-219507.5781931025
],
[
416.253171,
408.20977,
8.043401,
-34.482519,
185.025059,
-219.507578
],
[
0.221137,
0.216864,
0.004273,
-0.022462,
0.05566,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-230485,
-79005,
-242749,
-238084,
-140825,
-310452
],
[
1.119447,
1.249888,
1.004345,
0.990358,
1.111361,
0.885372
],
[
1412,
706,
706,
1412,
706,
706
],
[
650,
317,
333,
650,
317,
333
],
[
762,
389,
373,
762,
389,
373
],
[
46.033994,
44.90085,
47.167139,
46.033994,
44.90085,
47.167139
],
[
1.312336,
1.533774,
1.124987,
1.161005,
1.363784,
0.991723
],
[
117164,
117164,
48457,
118585,
118585,
59139
],
[
-30028,
-21033,
-30028,
-62266,
-28753,
-62266
],
[
3,
3,
3,
3,
3,
3
],
[
4,
4,
5,
4,
4,
5
],
[
3,
3,
3,
3,
3,
3
],
[
5559,
2749,
2810,
5559,
2749,
2810
],
[
0,
0,
9.293963,
0,
0,
9.293964
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-75723,
362921,
-565659,
-573500,
-215195,
-577802
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5647,
"evaluation_days": 1882.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599667200000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760079798467,
"expiration_time": 1764933408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|