| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 569721.7029 | 569199.2145 | 522.4884 | 126078.2854 | 401959.2807 | -275880.9953 |
| Total P&L (%) | 569.7217 | 569.1992 | 0.5225 | 126.0783 | 401.9593 | -275.881 |
| Avg Daily Profit (%) | 0.3025 | 0.3022 | 0.0003 | 0.0433 | 0.0857 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -217578 | -114409 | -179288 | -486862 | -219942 | -394027 |
| Profit Factor | 1.7426 | 2.4973 | 1.0014 | 1.1016 | 1.6707 | 0.57 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
| Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
| Profitability (%) | 44.1176 | 37.2549 | 50.9804 | 44.1176 | 37.2549 | 50.9804 |
| Ratio Avg Win / Avg Loss | 2.2073 | 4.206 | 0.9628 | 1.3954 | 2.8138 | 0.5481 |
| Largest Winning Trade | 277931 | 277931 | 57489 | 308251 | 308251 | 45327 |
| Largest Losing Trade | -58242 | -28460 | -58242 | -194548 | -127490 | -194548 |
| Avg Bars in Trades | 53 | 46 | 59 | 53 | 46 | 59 |
| Avg Bars in Winners | 76 | 76 | 77 | 76 | 76 | 77 |
| Avg Bars in Losers | 34 | 29 | 40 | 34 | 29 | 40 |
| Bars Traded | 5424 | 2388 | 3036 | 5424 | 2388 | 3036 |
| Profit Streak | 132.4887 | 132.4887 | 135.822 | 132.4887 | 132.4887 | 135.822 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 415887 | -170771 | -757891 | -244471 | -259816 | -759745 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5650,
"evaluation_days": 1883.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599753600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760154221200,
"expiration_time": 1765022400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 81,
"offset": 0,
"a": 0.67707
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
569721.7028686042,
569199.2144860743,
522.48838253,
126078.2854300163,
401959.2807119186,
-275880.9952819024
],
[
569.721703,
569.199214,
0.522488,
126.078285,
401.959281,
-275.880995
],
[
0.302508,
0.30223,
0.000277,
0.043322,
0.085701,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-217578,
-114409,
-179288,
-486862,
-219942,
-394027
],
[
1.742636,
2.497338,
1.00135,
1.101604,
1.670696,
0.569985
],
[
102,
51,
51,
102,
51,
51
],
[
45,
19,
26,
45,
19,
26
],
[
57,
32,
25,
57,
32,
25
],
[
44.117647,
37.254902,
50.980392,
44.117647,
37.254902,
50.980392
],
[
2.20734,
4.206043,
0.962837,
1.395365,
2.813804,
0.548063
],
[
277931,
277931,
57489,
308251,
308251,
45327
],
[
-58242,
-28460,
-58242,
-194548,
-127490,
-194548
],
[
53,
46,
59,
53,
46,
59
],
[
76,
76,
77,
76,
76,
77
],
[
34,
29,
40,
34,
29,
40
],
[
5424,
2388,
3036,
5424,
2388,
3036
],
[
132.488671,
132.488671,
135.822005,
132.488671,
132.488671,
135.822005
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415887,
-170771,
-757891,
-244471,
-259816,
-759745
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5650,
"evaluation_days": 1883.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599753600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760154221200,
"expiration_time": 1765022400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 81,
"offset": 0,
"a": 0.67707
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|