| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 97675.0774 | 63658.5393 | 34016.5381 | 83174.3933 | 79129.9086 | 4044.4847 |
| Total P&L (%) | 97.6751 | 63.6585 | 34.0165 | 83.1744 | 79.1299 | 4.0445 |
| Avg Daily Profit (%) | 0.3751 | 0.2444 | 0.1306 | 0.2327 | 0.2241 | 0.0152 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -53513 | -53953 | -50897 | -112660 | -78525 | -110255 |
| Profit Factor | 1.2515 | 1.2705 | 1.2222 | 1.1194 | 1.1953 | 1.0139 |
| Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
| Winning Trades | 197 | 104 | 93 | 197 | 104 | 93 |
| Losing Trades | 84 | 36 | 48 | 84 | 36 | 48 |
| Profitability (%) | 70.1068 | 74.2857 | 65.9574 | 70.1068 | 74.2857 | 65.9574 |
| Ratio Avg Win / Avg Loss | 0.5336 | 0.4398 | 0.6308 | 0.4773 | 0.4138 | 0.5233 |
| Largest Winning Trade | 10537 | 10537 | 9591 | 17661 | 17661 | 11707 |
| Largest Losing Trade | -33904 | -33904 | -27134 | -54380 | -37103 | -54380 |
| Avg Bars in Trades | 86 | 139 | 33 | 86 | 139 | 33 |
| Avg Bars in Winners | 42 | 63 | 18 | 42 | 63 | 18 |
| Avg Bars in Losers | 189 | 357 | 62 | 189 | 357 | 62 |
| Bars Traded | 24213 | 19500 | 4713 | 24213 | 19500 | 4713 |
| Profit Streak | 6.3587 | 6.3587 | 7.8795 | 6.3587 | 6.3587 | 7.8795 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 413949 | 290764 | -21829 | -78690 | 98047 | -543583 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736368200000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758939689051,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 157,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
97675.0773799977,
63658.5392979311,
34016.5380820666,
83174.3933360751,
79129.9085872529,
4044.4847488222
],
[
97.675077,
63.658539,
34.016538,
83.174393,
79.129909,
4.044485
],
[
0.375067,
0.244446,
0.130622,
0.23269,
0.224097,
0.015226
],
[
10,
10,
10,
10,
10,
10
],
[
-53513,
-53953,
-50897,
-112660,
-78525,
-110255
],
[
1.251497,
1.270529,
1.222237,
1.119402,
1.195299,
1.013879
],
[
281,
140,
141,
281,
140,
141
],
[
197,
104,
93,
197,
104,
93
],
[
84,
36,
48,
84,
36,
48
],
[
70.106762,
74.285714,
65.957447,
70.106762,
74.285714,
65.957447
],
[
0.533633,
0.439799,
0.630832,
0.477308,
0.413757,
0.523292
],
[
10537,
10537,
9591,
17661,
17661,
11707
],
[
-33904,
-33904,
-27134,
-54380,
-37103,
-54380
],
[
86,
139,
33,
86,
139,
33
],
[
42,
63,
18,
42,
63,
18
],
[
189,
357,
62,
189,
357,
62
],
[
24213,
19500,
4713,
24213,
19500,
4713
],
[
6.358669,
6.358669,
7.879503,
6.35867,
6.35867,
7.879503
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
413949,
290764,
-21829,
-78690,
98047,
-543583
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736368200000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758939689051,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 157,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|