| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 163725.4547 | 98607.3776 | 65118.0771 | 263471.8144 | 195006.6624 | 68465.152 |
| Total P&L (%) | 163.7255 | 98.6074 | 65.1181 | 263.4718 | 195.0067 | 68.4652 |
| Avg Daily Profit (%) | 0.6287 | 0.3786 | 0.2501 | 0.4968 | 0.4163 | 0.2005 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -60167 | -44476 | -49427 | -229185 | -170061 | -156803 |
| Profit Factor | 1.393 | 1.4139 | 1.3652 | 1.2152 | 1.2832 | 1.1278 |
| Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
| Winning Trades | 261 | 134 | 127 | 261 | 134 | 127 |
| Losing Trades | 100 | 46 | 54 | 100 | 46 | 54 |
| Profitability (%) | 72.2992 | 74.4444 | 70.1657 | 72.2992 | 74.4444 | 70.1657 |
| Ratio Avg Win / Avg Loss | 0.5337 | 0.4854 | 0.5805 | 0.4656 | 0.4405 | 0.4795 |
| Largest Winning Trade | 9140 | 9140 | 7949 | 25179 | 25179 | 15659 |
| Largest Losing Trade | -25758 | -24664 | -25758 | -75501 | -56524 | -75501 |
| Avg Bars in Trades | 67 | 98 | 36 | 67 | 98 | 36 |
| Avg Bars in Winners | 38 | 54 | 21 | 38 | 54 | 21 |
| Avg Bars in Losers | 143 | 226 | 74 | 143 | 226 | 74 |
| Bars Traded | 24359 | 17673 | 6687 | 24359 | 17673 | 6687 |
| Profit Streak | 0.8163 | 0 | 7.2121 | 0.8163 | 0 | 7.2121 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 378429 | 375167 | 353443 | 298714 | 358004 | -70821 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737674100000,
"first_datapoint_time": 1737797400000,
"last_datapoint_time": 1760173200000,
"evaluation_time": 1760173528989,
"expiration_time": 1766653200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 28,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 138,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
163725.4547029997,
98607.3775915109,
65118.0771114887,
263471.8143994502,
195006.6624376026,
68465.151961848
],
[
163.725455,
98.607378,
65.118077,
263.471814,
195.006662,
68.465152
],
[
0.628698,
0.378647,
0.25005,
0.496788,
0.416281,
0.200477
],
[
10,
10,
10,
10,
10,
10
],
[
-60167,
-44476,
-49427,
-229185,
-170061,
-156803
],
[
1.393049,
1.413857,
1.365242,
1.215198,
1.283207,
1.127792
],
[
361,
180,
181,
361,
180,
181
],
[
261,
134,
127,
261,
134,
127
],
[
100,
46,
54,
100,
46,
54
],
[
72.299169,
74.444444,
70.165746,
72.299169,
74.444444,
70.165746
],
[
0.533735,
0.485354,
0.580497,
0.465593,
0.440504,
0.479534
],
[
9140,
9140,
7949,
25179,
25179,
15659
],
[
-25758,
-24664,
-25758,
-75501,
-56524,
-75501
],
[
67,
98,
36,
67,
98,
36
],
[
38,
54,
21,
38,
54,
21
],
[
143,
226,
74,
143,
226,
74
],
[
24359,
17673,
6687,
24359,
17673,
6687
],
[
0.816308,
0,
7.212141,
0.816308,
0,
7.212141
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
378429,
375167,
353443,
298714,
358004,
-70821
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737674100000,
"first_datapoint_time": 1737797400000,
"last_datapoint_time": 1760173200000,
"evaluation_time": 1760173528989,
"expiration_time": 1766653200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 28,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 138,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|