| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 400603.9323 | 473678.2394 | -73074.3071 | -77285.0041 | 138354.8075 | -215639.8116 |
| Total P&L (%) | 400.6039 | 473.6782 | -73.0743 | -77.285 | 138.3548 | -215.6398 |
| Avg Daily Profit (%) | 0.2138 | 0.2528 | -0.039 | -0.0791 | 0.0464 | 0 |
| Buy And Hold Return (%) | 21.1765 | 21.1765 | 21.1765 | 21.1765 | 21.1765 | 21.1765 |
| Max Trade Drawdown | -370810 | -176812 | -201180 | -271266 | -81182 | -205595 |
| Profit Factor | 1.5508 | 2.4888 | 0.8214 | 0.8116 | 2.1763 | 0.2629 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Profitability (%) | 49.2308 | 43.75 | 54.5455 | 49.2308 | 43.75 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.5992 | 3.1999 | 0.6845 | 0.8369 | 2.7981 | 0.2191 |
| Largest Winning Trade | 274089 | 274089 | 63724 | 166160 | 166160 | 26622 |
| Largest Losing Trade | -70668 | -50381 | -70668 | -92634 | -76322 | -92634 |
| Avg Bars in Trades | 80 | 82 | 78 | 80 | 82 | 78 |
| Avg Bars in Winners | 100 | 101 | 99 | 100 | 101 | 99 |
| Avg Bars in Losers | 61 | 67 | 53 | 61 | 67 | 53 |
| Bars Traded | 5228 | 2637 | 2591 | 5228 | 2637 | 2591 |
| Profit Streak | 241.3659 | 241.3659 | 645.3659 | 241.3659 | 241.3659 | 645.3659 |
| Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -124431 | 407703 | -578783 | -715676 | -128643 | -578783 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5621,
"evaluation_days": 1873.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602316800000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759337212466,
"expiration_time": 1764162144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 121,
"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": [
[
400603.9323321558,
473678.2394036561,
-73074.3070715002,
-77285.0041201844,
138354.807477007,
-215639.8115971915
],
[
400.603932,
473.678239,
-73.074307,
-77.285004,
138.354807,
-215.639812
],
[
0.213807,
0.252808,
-0.039001,
-0.079073,
0.046368,
0
],
[
21.176471,
21.176471,
21.176471,
21.176471,
21.176471,
21.176471
],
[
-370810,
-176812,
-201180,
-271266,
-81182,
-205595
],
[
1.550759,
2.488782,
0.821422,
0.81157,
2.176333,
0.262861
],
[
65,
32,
33,
65,
32,
33
],
[
32,
14,
18,
32,
14,
18
],
[
33,
18,
15,
33,
18,
15
],
[
49.230769,
43.75,
54.545455,
49.230769,
43.75,
54.545455
],
[
1.59922,
3.199863,
0.684519,
0.836931,
2.798142,
0.219051
],
[
274089,
274089,
63724,
166160,
166160,
26622
],
[
-70668,
-50381,
-70668,
-92634,
-76322,
-92634
],
[
80,
82,
78,
80,
82,
78
],
[
100,
101,
99,
100,
101,
99
],
[
61,
67,
53,
61,
67,
53
],
[
5228,
2637,
2591,
5228,
2637,
2591
],
[
241.365885,
241.365885,
645.365885,
241.365885,
241.365885,
645.365885
],
[
5,
2,
9,
5,
2,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-124431,
407703,
-578783,
-715676,
-128643,
-578783
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5621,
"evaluation_days": 1873.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602316800000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759337212466,
"expiration_time": 1764162144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 121,
"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) |
|---|