| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 945033.2124 | 773748.8203 | 171284.3921 | 2737198.9392 | 1675483.8529 | 1061715.0863 |
| Total P&L (%) | 945.0332 | 773.7488 | 171.2844 | 2737.1989 | 1675.4839 | 1061.7151 |
| Avg Daily Profit (%) | 0.5015 | 0.4106 | 0.0909 | 0.1777 | 0.1528 | 0.1302 |
| Buy And Hold Return (%) | 38.118 | 38.118 | 38.118 | 38.118 | 38.118 | 38.118 |
| Max Trade Drawdown | -149987 | -113463 | -102500 | -3371423 | -1946860 | -2837248 |
| Profit Factor | 2.7629 | 3.3287 | 1.8405 | 1.3099 | 1.3249 | 1.2888 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
| Profitability (%) | 56.1644 | 51.3514 | 61.1111 | 56.1644 | 51.3514 | 61.1111 |
| Ratio Avg Win / Avg Loss | 2.1564 | 3.1535 | 1.1712 | 1.0224 | 1.2552 | 0.8202 |
| Largest Winning Trade | 452393 | 452393 | 53480 | 1175782 | 1175782 | 971195 |
| Largest Losing Trade | -57998 | -57998 | -46402 | -1423701 | -1423701 | -1406358 |
| Avg Bars in Trades | 72 | 105 | 38 | 72 | 105 | 38 |
| Avg Bars in Winners | 79 | 119 | 44 | 79 | 119 | 44 |
| Avg Bars in Losers | 63 | 90 | 27 | 63 | 90 | 27 |
| Bars Traded | 5278 | 3905 | 1373 | 5278 | 3905 | 1373 |
| Profit Streak | 0 | 0 | 130.3067 | 0 | 0 | 130.3067 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -59313 | 589785 | -69003 | -67209 | 289831 | -18386 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5653,
"evaluation_days": 1884.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1604419200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760253700859,
"expiration_time": 1765111392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 162,
"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": [
[
945033.2123842661,
773748.8202736686,
171284.3921105976,
2737198.9392189644,
1675483.8529101408,
1061715.0863088227
],
[
945.033212,
773.74882,
171.284392,
2737.198939,
1675.483853,
1061.715086
],
[
0.501522,
0.410623,
0.090899,
0.177696,
0.152779,
0.130236
],
[
38.117978,
38.117978,
38.117978,
38.117978,
38.117978,
38.117978
],
[
-149987,
-113463,
-102500,
-3371423,
-1946860,
-2837248
],
[
2.762907,
3.328685,
1.840467,
1.309889,
1.324912,
1.288815
],
[
73,
37,
36,
73,
37,
36
],
[
41,
19,
22,
41,
19,
22
],
[
32,
18,
14,
32,
18,
14
],
[
56.164384,
51.351351,
61.111111,
56.164384,
51.351351,
61.111111
],
[
2.156415,
3.153491,
1.171206,
1.022352,
1.25518,
0.820155
],
[
452393,
452393,
53480,
1175782,
1175782,
971195
],
[
-57998,
-57998,
-46402,
-1423701,
-1423701,
-1406358
],
[
72,
105,
38,
72,
105,
38
],
[
79,
119,
44,
79,
119,
44
],
[
63,
90,
27,
63,
90,
27
],
[
5278,
3905,
1373,
5278,
3905,
1373
],
[
0,
0,
130.306723,
0,
0,
130.306723
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-59313,
589785,
-69003,
-67209,
289831,
-18386
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5653,
"evaluation_days": 1884.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1604419200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760253700859,
"expiration_time": 1765111392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 162,
"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) |
|---|