| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 457162.5051 | 566645.0047 | -109482.4995 | -83614.0182 | 237313.4031 | -320927.4213 |
| Total P&L (%) | 457.1625 | 566.645 | -109.4825 | -83.614 | 237.3134 | -320.9274 |
| Avg Daily Profit (%) | 0.244 | 0.3024 | -0.0584 | -0.0965 | 0.0649 | 0 |
| Buy And Hold Return (%) | 99.779 | 99.779 | 99.779 | 99.779 | 99.779 | 99.779 |
| Max Trade Drawdown | -376362 | -201731 | -184156 | -741052 | -415995 | -403442 |
| Profit Factor | 1.5536 | 2.3256 | 0.7252 | 0.9185 | 1.4184 | 0.3003 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
| Profitability (%) | 42.8571 | 41.0256 | 44.7368 | 42.8571 | 41.0256 | 44.7368 |
| Ratio Avg Win / Avg Loss | 2.0714 | 3.3431 | 0.8958 | 1.2247 | 2.039 | 0.371 |
| Largest Winning Trade | 458288 | 458288 | 58412 | 458288 | 458288 | 83822 |
| Largest Losing Trade | -78949 | -41169 | -78949 | -279981 | -279981 | -114963 |
| Avg Bars in Trades | 67 | 62 | 72 | 67 | 62 | 72 |
| Avg Bars in Winners | 90 | 80 | 98 | 90 | 80 | 98 |
| Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
| Bars Traded | 5191 | 2422 | 2769 | 5191 | 2422 | 2769 |
| Profit Streak | 200.9231 | 202.5898 | 200.9231 | 200.9231 | 202.5898 | 200.9231 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -38658 | 358838 | -582219 | -626805 | -111212 | -582219 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5622,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1603584000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759356559295,
"expiration_time": 1764191808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 54,
"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": [
[
457162.5051485813,
566645.0046949217,
-109482.4995463403,
-83614.0181772668,
237313.4031372301,
-320927.421314497
],
[
457.162505,
566.645005,
-109.4825,
-83.614018,
237.313403,
-320.927421
],
[
0.24395,
0.302372,
-0.058422,
-0.096471,
0.064901,
0
],
[
99.779006,
99.779006,
99.779006,
99.779006,
99.779006,
99.779006
],
[
-376362,
-201731,
-184156,
-741052,
-415995,
-403442
],
[
1.553583,
2.325615,
0.725171,
0.918493,
1.418412,
0.300309
],
[
77,
39,
38,
77,
39,
38
],
[
33,
16,
17,
33,
16,
17
],
[
44,
23,
21,
44,
23,
21
],
[
42.857143,
41.025641,
44.736842,
42.857143,
41.025641,
44.736842
],
[
2.071444,
3.343072,
0.8958,
1.224657,
2.038967,
0.370969
],
[
458288,
458288,
58412,
458288,
458288,
83822
],
[
-78949,
-41169,
-78949,
-279981,
-279981,
-114963
],
[
67,
62,
72,
67,
62,
72
],
[
90,
80,
98,
90,
80,
98
],
[
50,
49,
51,
50,
49,
51
],
[
5191,
2422,
2769,
5191,
2422,
2769
],
[
200.92314,
202.589807,
200.92314,
200.92314,
202.589807,
200.92314
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-38658,
358838,
-582219,
-626805,
-111212,
-582219
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5622,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1603584000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759356559295,
"expiration_time": 1764191808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 54,
"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) |
|---|