| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 914559.7533 | 777740.8734 | 136818.8799 | 1189421.7509 | 1722047.8615 | -532626.1107 |
| Total P&L (%) | 914.5598 | 777.7409 | 136.8189 | 1189.4218 | 1722.0479 | -532.6261 |
| Avg Daily Profit (%) | 0.4883 | 0.4152 | 0.073 | 0.1366 | 0.1551 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -213367 | -81785 | -165441 | -1747417 | -1436180 | -1250046 |
| Profit Factor | 1.6432 | 2.0961 | 1.192 | 1.1309 | 1.3708 | 0.88 |
| Total Trades | 409 | 205 | 204 | 409 | 205 | 204 |
| Winning Trades | 133 | 68 | 65 | 133 | 68 | 65 |
| Losing Trades | 276 | 137 | 139 | 276 | 137 | 139 |
| Profitability (%) | 32.5183 | 33.1707 | 31.8627 | 32.5183 | 33.1707 | 31.8627 |
| Ratio Avg Win / Avg Loss | 3.4099 | 4.223 | 2.5491 | 2.3469 | 2.7618 | 1.8819 |
| Largest Winning Trade | 348920 | 348920 | 89206 | 1925747 | 1925747 | 541909 |
| Largest Losing Trade | -26172 | -17727 | -26172 | -320346 | -320346 | -278145 |
| Avg Bars in Trades | 54 | 49 | 59 | 54 | 49 | 59 |
| Avg Bars in Winners | 116 | 103 | 130 | 116 | 103 | 130 |
| Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
| Bars Traded | 22148 | 10055 | 12093 | 22148 | 10055 | 12093 |
| Profit Streak | 23.6698 | 23.9198 | 23.6698 | 23.6698 | 23.9198 | 23.6698 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 375036 | 319218 | -109577 | -88844 | 154290 | -583995 |
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22477,
"evaluation_days": 1873.08,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598392800000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759341871613,
"expiration_time": 1765160438400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
914559.7533412833,
777740.8734324591,
136818.8799088237,
1189421.7508781238,
1722047.8615488184,
-532626.1106706944
],
[
914.559753,
777.740873,
136.81888,
1189.421751,
1722.047862,
-532.626111
],
[
0.488265,
0.41522,
0.073045,
0.136595,
0.155081,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-213367,
-81785,
-165441,
-1747417,
-1436180,
-1250046
],
[
1.643155,
2.096101,
1.192043,
1.130936,
1.370824,
0.880044
],
[
409,
205,
204,
409,
205,
204
],
[
133,
68,
65,
133,
68,
65
],
[
276,
137,
139,
276,
137,
139
],
[
32.518337,
33.170732,
31.862745,
32.518337,
33.170732,
31.862745
],
[
3.409856,
4.223028,
2.549139,
2.346904,
2.761807,
1.88194
],
[
348920,
348920,
89206,
1925747,
1925747,
541909
],
[
-26172,
-17727,
-26172,
-320346,
-320346,
-278145
],
[
54,
49,
59,
54,
49,
59
],
[
116,
103,
130,
116,
103,
130
],
[
23,
21,
25,
23,
21,
25
],
[
22148,
10055,
12093,
22148,
10055,
12093
],
[
23.66981,
23.91981,
23.66981,
23.66981,
23.91981,
23.66981
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
375036,
319218,
-109577,
-88844,
154290,
-583995
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22477,
"evaluation_days": 1873.08,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598392800000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759341871613,
"expiration_time": 1765160438400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|