| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 573236.5264 | 553420.8132 | 19815.7133 | -44434.6708 | 23373.9572 | -67808.628 |
| Total P&L (%) | 573.2365 | 553.4208 | 19.8157 | -44.4347 | 23.374 | -67.8086 |
| Avg Daily Profit (%) | 0.3053 | 0.2947 | 0.0106 | -0.0313 | 0.0112 | -0.0603 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147307 | -73740 | -186867 | -58052 | -28397 | -61008 |
| Profit Factor | 1.5562 | 2.068 | 1.0387 | 0.8801 | 1.1323 | 0.6504 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
| Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
| Profitability (%) | 41.6 | 37.0968 | 46.0317 | 41.6 | 37.0968 | 46.0317 |
| Ratio Avg Win / Avg Loss | 2.1846 | 3.5066 | 1.2177 | 1.2355 | 1.92 | 0.7625 |
| Largest Winning Trade | 368254 | 368254 | 75890 | 43348 | 43348 | 19389 |
| Largest Losing Trade | -59294 | -59294 | -43983 | -37232 | -37217 | -37232 |
| Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
| Avg Bars in Winners | 70 | 73 | 67 | 70 | 73 | 67 |
| Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
| Bars Traded | 5583 | 2659 | 2924 | 5583 | 2659 | 2924 |
| Profit Streak | 48.4059 | 48.4059 | 54.0725 | 48.4059 | 48.4059 | 54.0725 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 366488 | -146135 | -510983 | -580629 | -415290 | -728017 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5633,
"evaluation_days": 1877.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1597852800000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759657465632,
"expiration_time": 1764518112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 78,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 15,
"offset": 0,
"a": 0.69508
}
}
} {
"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": [
[
573236.5264385246,
553420.8131593632,
19815.7132791614,
-44434.6708000107,
23373.9572405447,
-67808.6280405553
],
[
573.236526,
553.420813,
19.815713,
-44.434671,
23.373957,
-67.808628
],
[
0.305291,
0.294738,
0.010553,
-0.03129,
0.011187,
-0.060348
],
[
10,
10,
10,
10,
10,
10
],
[
-147307,
-73740,
-186867,
-58052,
-28397,
-61008
],
[
1.556172,
2.068018,
1.038664,
0.880094,
1.132336,
0.650385
],
[
125,
62,
63,
125,
62,
63
],
[
52,
23,
29,
52,
23,
29
],
[
73,
39,
34,
73,
39,
34
],
[
41.6,
37.096774,
46.031746,
41.6,
37.096774,
46.031746
],
[
2.184626,
3.50664,
1.217744,
1.235516,
1.920047,
0.76252
],
[
368254,
368254,
75890,
43348,
43348,
19389
],
[
-59294,
-59294,
-43983,
-37232,
-37217,
-37232
],
[
44,
42,
46,
44,
42,
46
],
[
70,
73,
67,
70,
73,
67
],
[
26,
24,
28,
26,
24,
28
],
[
5583,
2659,
2924,
5583,
2659,
2924
],
[
48.405852,
48.405852,
54.072519,
48.405852,
48.405852,
54.072519
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
366488,
-146135,
-510983,
-580629,
-415290,
-728017
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5633,
"evaluation_days": 1877.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1597852800000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759657465632,
"expiration_time": 1764518112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 78,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 15,
"offset": 0,
"a": 0.69508
}
}
}
| # | 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) |
|---|