| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 479862.0165 | 445019.8091 | 34842.2074 | 231480.2447 | 319472.3662 | -87992.1215 |
| Total P&L (%) | 479.862 | 445.0198 | 34.8422 | 231.4802 | 319.4724 | -87.9921 |
| Avg Daily Profit (%) | 0.2555 | 0.2369 | 0.0186 | 0.0638 | 0.0764 | -0.1128 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -184006 | -86190 | -183244 | -216557 | -88358 | -201601 |
| Profit Factor | 1.7372 | 2.4165 | 1.1035 | 1.4632 | 2.6443 | 0.7119 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
| Profitability (%) | 44.5378 | 43.3333 | 45.7627 | 44.5378 | 43.3333 | 45.7627 |
| Ratio Avg Win / Avg Loss | 2.1633 | 3.16 | 1.3078 | 1.8221 | 3.458 | 0.8438 |
| Largest Winning Trade | 229722 | 229722 | 52156 | 150299 | 150299 | 47268 |
| Largest Losing Trade | -46709 | -46709 | -39506 | -77916 | -36640 | -77916 |
| Avg Bars in Trades | 180 | 153 | 207 | 180 | 153 | 207 |
| Avg Bars in Winners | 291 | 259 | 323 | 291 | 259 | 323 |
| Avg Bars in Losers | 91 | 73 | 110 | 91 | 73 | 110 |
| Bars Traded | 21478 | 9231 | 12247 | 21478 | 9231 | 12247 |
| Profit Streak | 260.7206 | 260.7206 | 261.8873 | 260.7206 | 260.7206 | 261.8873 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395969 | -157880 | -454439 | -105904 | -256360 | -757754 |
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22539,
"evaluation_days": 1878.25,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599638400000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759785459379,
"expiration_time": 1765622908800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 86,
"offset": 217
}
},
"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": [
[
479862.016457723,
445019.8090565368,
34842.2074011861,
231480.2446604267,
319472.366153037,
-87992.1214926102
],
[
479.862016,
445.019809,
34.842207,
231.480245,
319.472366,
-87.992121
],
[
0.255484,
0.236933,
0.01855,
0.063824,
0.076368,
-0.112786
],
[
10,
10,
10,
10,
10,
10
],
[
-184006,
-86190,
-183244,
-216557,
-88358,
-201601
],
[
1.737214,
2.416455,
1.103471,
1.463195,
2.64434,
0.711936
],
[
119,
60,
59,
119,
60,
59
],
[
53,
26,
27,
53,
26,
27
],
[
66,
34,
32,
66,
34,
32
],
[
44.537815,
43.333333,
45.762712,
44.537815,
43.333333,
45.762712
],
[
2.163323,
3.15998,
1.307817,
1.822092,
3.457983,
0.843776
],
[
229722,
229722,
52156,
150299,
150299,
47268
],
[
-46709,
-46709,
-39506,
-77916,
-36640,
-77916
],
[
180,
153,
207,
180,
153,
207
],
[
291,
259,
323,
291,
259,
323
],
[
91,
73,
110,
91,
73,
110
],
[
21478,
9231,
12247,
21478,
9231,
12247
],
[
260.720595,
260.720595,
261.887261,
260.720595,
260.720595,
261.887261
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395969,
-157880,
-454439,
-105904,
-256360,
-757754
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22539,
"evaluation_days": 1878.25,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599638400000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759785459379,
"expiration_time": 1765622908800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 86,
"offset": 217
}
},
"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) |
|---|