| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 199725.4467 | 328009.5821 | -128284.1354 | -89200.2894 | -26848.9901 | -62351.2992 |
| Total P&L (%) | 199.7254 | 328.0096 | -128.2841 | -89.2003 | -26.849 | -62.3513 |
| Avg Daily Profit (%) | 0.1066 | 0.175 | -0.0685 | -0.1187 | -0.0167 | -0.0521 |
| Buy And Hold Return (%) | 44.9299 | 44.9299 | 44.9299 | 44.9299 | 44.9299 | 44.9299 |
| Max Trade Drawdown | -182477 | -124022 | -215744 | -165617 | -121629 | -108579 |
| Profit Factor | 1.0982 | 1.3666 | 0.8874 | 0.8926 | 0.9325 | 0.8561 |
| Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
| Winning Trades | 209 | 108 | 101 | 209 | 108 | 101 |
| Losing Trades | 215 | 104 | 111 | 215 | 104 | 111 |
| Profitability (%) | 49.2925 | 50.9434 | 47.6415 | 49.2925 | 50.9434 | 47.6415 |
| Ratio Avg Win / Avg Loss | 1.1297 | 1.316 | 0.9753 | 0.9183 | 0.8979 | 0.9409 |
| Largest Winning Trade | 59891 | 59891 | 55439 | 25416 | 19557 | 25416 |
| Largest Losing Trade | -46352 | -44892 | -46352 | -42734 | -42734 | -32930 |
| Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
| Bars Traded | 5428 | 2713 | 2715 | 5428 | 2713 | 2715 |
| Profit Streak | 9.9231 | 9.9231 | 22.5898 | 9.9231 | 9.9231 | 22.5898 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -161737 | 342607 | -579822 | -577454 | -579159 | -579822 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5622,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602777600000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759356558995,
"expiration_time": 1764191808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 107,
"na": 0.2,
"nb": 0.1,
"nc": 0.95302
}
}
} {
"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": [
[
199725.446690994,
328009.5820731962,
-128284.1353822023,
-89200.2893659141,
-26848.9901337125,
-62351.2992322015
],
[
199.725447,
328.009582,
-128.284135,
-89.200289,
-26.84899,
-62.351299
],
[
0.106577,
0.175032,
-0.068455,
-0.118694,
-0.016682,
-0.052114
],
[
44.92986,
44.92986,
44.92986,
44.92986,
44.92986,
44.92986
],
[
-182477,
-124022,
-215744,
-165617,
-121629,
-108579
],
[
1.098179,
1.366642,
0.887437,
0.892629,
0.932454,
0.856093
],
[
424,
212,
212,
424,
212,
212
],
[
209,
108,
101,
209,
108,
101
],
[
215,
104,
111,
215,
104,
111
],
[
49.292453,
50.943396,
47.641509,
49.292453,
50.943396,
47.641509
],
[
1.129705,
1.316025,
0.975303,
0.918255,
0.897919,
0.940855
],
[
59891,
59891,
55439,
25416,
19557,
25416
],
[
-46352,
-44892,
-46352,
-42734,
-42734,
-32930
],
[
12,
12,
12,
12,
12,
12
],
[
12,
12,
12,
12,
12,
12
],
[
12,
12,
12,
12,
12,
12
],
[
5428,
2713,
2715,
5428,
2713,
2715
],
[
9.923136,
9.923136,
22.589803,
9.923136,
9.923137,
22.589803
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161737,
342607,
-579822,
-577454,
-579159,
-579822
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5622,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602777600000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759356558995,
"expiration_time": 1764191808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 107,
"na": 0.2,
"nb": 0.1,
"nc": 0.95302
}
}
}
| # | 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) |
|---|