| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 91589.7202 | 58135.5511 | 33454.1691 | 72624.7093 | 70499.0571 | 2125.6522 |
| Total P&L (%) | 91.5897 | 58.1356 | 33.4542 | 72.6247 | 70.4991 | 2.1257 |
| Avg Daily Profit (%) | 0.3517 | 0.2232 | 0.1285 | 0.2099 | 0.2051 | 0.0081 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -50581 | -34687 | -69190 | -79358 | -35164 | -110405 |
| Profit Factor | 1.3721 | 1.5872 | 1.2274 | 1.2214 | 1.5896 | 1.0102 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 67.5 | 65 | 70 | 67.5 | 65 | 70 |
| Ratio Avg Win / Avg Loss | 0.6606 | 0.8546 | 0.526 | 0.5881 | 0.856 | 0.4329 |
| Largest Winning Trade | 21965 | 11306 | 21965 | 21217 | 15037 | 21217 |
| Largest Losing Trade | -38153 | -31504 | -38153 | -51281 | -31830 | -51281 |
| Avg Bars in Trades | 203 | 204 | 202 | 203 | 204 | 202 |
| Avg Bars in Winners | 128 | 145 | 112 | 128 | 145 | 112 |
| Avg Bars in Losers | 360 | 314 | 414 | 360 | 314 | 414 |
| Bars Traded | 24444 | 12273 | 12171 | 24444 | 12273 | 12171 |
| Profit Streak | 0 | 13.8182 | 0 | 0 | 13.8182 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 322806 | -160353 | -194337 | 246007 | -159702 | -726777 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737676800000,
"first_datapoint_time": 1737863100000,
"last_datapoint_time": 1760175900000,
"evaluation_time": 1760176388746,
"expiration_time": 1766655900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 208,
"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": [
[
91589.7201775571,
58135.5510705177,
33454.1691070395,
72624.709260374,
70499.0570756465,
2125.6521847274
],
[
91.58972,
58.135551,
33.454169,
72.624709,
70.499057,
2.125652
],
[
0.3517,
0.223238,
0.128462,
0.209862,
0.205094,
0.008077
],
[
10,
10,
10,
10,
10,
10
],
[
-50581,
-34687,
-69190,
-79358,
-35164,
-110405
],
[
1.372084,
1.587159,
1.22736,
1.221372,
1.589623,
1.010195
],
[
120,
60,
60,
120,
60,
60
],
[
81,
39,
42,
81,
39,
42
],
[
39,
21,
18,
39,
21,
18
],
[
67.5,
65,
70,
67.5,
65,
70
],
[
0.660633,
0.854624,
0.526011,
0.588068,
0.855951,
0.432941
],
[
21965,
11306,
21965,
21217,
15037,
21217
],
[
-38153,
-31504,
-38153,
-51281,
-31830,
-51281
],
[
203,
204,
202,
203,
204,
202
],
[
128,
145,
112,
128,
145,
112
],
[
360,
314,
414,
360,
314,
414
],
[
24444,
12273,
12171,
24444,
12273,
12171
],
[
0,
13.818157,
0,
0,
13.818157,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
322806,
-160353,
-194337,
246007,
-159702,
-726777
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737676800000,
"first_datapoint_time": 1737863100000,
"last_datapoint_time": 1760175900000,
"evaluation_time": 1760176388746,
"expiration_time": 1766655900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 208,
"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) |
|---|