| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 510721.3077 | 504122.4149 | 6598.8927 | 7431.6864 | 203769.6612 | -196337.9748 |
| Total P&L (%) | 510.7213 | 504.1224 | 6.5989 | 7.4317 | 203.7697 | -196.338 |
| Avg Daily Profit (%) | 0.2718 | 0.2683 | 0.0035 | 0.0038 | 0.0592 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -205650 | -109273 | -153829 | -640529 | -380998 | -347696 |
| Profit Factor | 1.6974 | 2.3928 | 1.0178 | 1.0054 | 1.2871 | 0.7102 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 53.2468 | 50 | 56.4103 | 53.2468 | 50 | 56.4103 |
| Ratio Avg Win / Avg Loss | 1.4904 | 2.3928 | 0.7865 | 0.8828 | 1.2871 | 0.5488 |
| Largest Winning Trade | 276861 | 276861 | 39387 | 225410 | 225410 | 117048 |
| Largest Losing Trade | -57309 | -52287 | -57309 | -241921 | -241921 | -218421 |
| Avg Bars in Trades | 45 | 58 | 32 | 45 | 58 | 32 |
| Avg Bars in Winners | 50 | 66 | 36 | 50 | 66 | 36 |
| Avg Bars in Losers | 39 | 51 | 26 | 39 | 51 | 26 |
| Bars Traded | 3486 | 2234 | 1252 | 3486 | 2234 | 1252 |
| Profit Streak | 130.8339 | 175.8339 | 130.8339 | 130.8339 | 175.8339 | 130.8339 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -34140 | 495934 | -555077 | -614695 | -113338 | -579358 |
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3758,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1601553600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759780850776,
"expiration_time": 1764622368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 70,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"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": [
[
510721.3076520287,
504122.4149391078,
6598.8927129208,
7431.6863851979,
203769.6611564909,
-196337.9747712931
],
[
510.721308,
504.122415,
6.598893,
7.431686,
203.769661,
-196.337975
],
[
0.271805,
0.268293,
0.003512,
0.003815,
0.05915,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-205650,
-109273,
-153829,
-640529,
-380998,
-347696
],
[
1.697394,
2.392766,
1.017817,
1.005357,
1.287126,
0.710226
],
[
77,
38,
39,
77,
38,
39
],
[
41,
19,
22,
41,
19,
22
],
[
36,
19,
17,
36,
19,
17
],
[
53.246753,
50,
56.410256,
53.246753,
50,
56.410256
],
[
1.490394,
2.392766,
0.786495,
0.882753,
1.287126,
0.548811
],
[
276861,
276861,
39387,
225410,
225410,
117048
],
[
-57309,
-52287,
-57309,
-241921,
-241921,
-218421
],
[
45,
58,
32,
45,
58,
32
],
[
50,
66,
36,
50,
66,
36
],
[
39,
51,
26,
39,
51,
26
],
[
3486,
2234,
1252,
3486,
2234,
1252
],
[
130.833921,
175.833921,
130.833921,
130.833921,
175.833921,
130.833921
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-34140,
495934,
-555077,
-614695,
-113338,
-579358
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3758,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1601553600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759780850776,
"expiration_time": 1764622368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 70,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"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) |
|---|