| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 389642.5678 | 395474.365 | -5831.7972 | -69085.6001 | 218101.3491 | -287186.9492 |
| Total P&L (%) | 389.6426 | 395.4744 | -5.8318 | -69.0856 | 218.1013 | -287.1869 |
| Avg Daily Profit (%) | 0.2071 | 0.2102 | -0.0031 | -0.0624 | 0.0615 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164860 | -86868 | -162457 | -536915 | -259098 | -376007 |
| Profit Factor | 1.2283 | 1.4675 | 0.9932 | 0.971 | 1.18 | 0.7554 |
| Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
| Winning Trades | 199 | 92 | 107 | 199 | 92 | 107 |
| Losing Trades | 209 | 112 | 97 | 209 | 112 | 97 |
| Profitability (%) | 48.7745 | 45.098 | 52.451 | 48.7745 | 45.098 | 52.451 |
| Ratio Avg Win / Avg Loss | 1.29 | 1.7866 | 0.9004 | 1.0198 | 1.4365 | 0.6848 |
| Largest Winning Trade | 229717 | 229717 | 46439 | 260062 | 260062 | 74179 |
| Largest Losing Trade | -43791 | -32465 | -43791 | -183753 | -183753 | -137297 |
| Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
| Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 3714 | 1846 | 1868 | 3714 | 1846 | 1868 |
| Profit Streak | 0 | 15.7782 | 0 | 0 | 15.7782 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333396 | 338061 | -579670 | -577177 | -133818 | -579670 |
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3763,
"evaluation_days": 1881.5,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759992033394,
"expiration_time": 1764844848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 30
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 101,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
389642.567759597,
395474.3649691085,
-5831.7972095112,
-69085.6000872469,
218101.3491324497,
-287186.9492196966
],
[
389.642568,
395.474365,
-5.831797,
-69.0856,
218.101349,
-287.186949
],
[
0.207091,
0.210191,
-0.0031,
-0.062375,
0.061523,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-164860,
-86868,
-162457,
-536915,
-259098,
-376007
],
[
1.228267,
1.467548,
0.993228,
0.97104,
1.180019,
0.755373
],
[
408,
204,
204,
408,
204,
204
],
[
199,
92,
107,
199,
92,
107
],
[
209,
112,
97,
209,
112,
97
],
[
48.77451,
45.098039,
52.45098,
48.77451,
45.098039,
52.45098
],
[
1.289989,
1.78658,
0.900403,
1.019836,
1.436545,
0.684777
],
[
229717,
229717,
46439,
260062,
260062,
74179
],
[
-43791,
-32465,
-43791,
-183753,
-183753,
-137297
],
[
9,
9,
9,
9,
9,
9
],
[
9,
9,
9,
9,
9,
9
],
[
8,
8,
8,
8,
8,
8
],
[
3714,
1846,
1868,
3714,
1846,
1868
],
[
0,
15.778164,
0,
0,
15.778164,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333396,
338061,
-579670,
-577177,
-133818,
-579670
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3763,
"evaluation_days": 1881.5,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759992033394,
"expiration_time": 1764844848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 30
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 101,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|