| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 91779.6863 | 63698.9166 | 28080.7697 | -33860.9326 | 85583.4123 | -119444.3449 |
| Total P&L (%) | 91.7797 | 63.6989 | 28.0808 | -33.8609 | 85.5834 | -119.4443 |
| Avg Daily Profit (%) | 0.3524 | 0.2446 | 0.1078 | -0.1586 | 0.2377 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86061 | -30568 | -86061 | -249360 | -34324 | -249360 |
| Profit Factor | 1.3722 | 1.7246 | 1.177 | 0.9289 | 1.7798 | 0.6743 |
| Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
| Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
| Profitability (%) | 74.7573 | 70.5882 | 78.8462 | 74.7573 | 70.5882 | 78.8462 |
| Ratio Avg Win / Avg Loss | 0.4633 | 0.7186 | 0.3158 | 0.3137 | 0.7416 | 0.1809 |
| Largest Winning Trade | 18422 | 11583 | 18422 | 22557 | 16899 | 22557 |
| Largest Losing Trade | -86061 | -30568 | -86061 | -249360 | -34324 | -249360 |
| Avg Bars in Trades | 238 | 250 | 226 | 238 | 250 | 226 |
| Avg Bars in Winners | 132 | 139 | 126 | 132 | 139 | 126 |
| Avg Bars in Losers | 553 | 519 | 601 | 553 | 519 | 601 |
| Bars Traded | 24593 | 12793 | 11800 | 24593 | 12793 | 11800 |
| Profit Streak | 0 | 9.8711 | 0 | 0 | 9.8711 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365329 | -170044 | -257550 | -578412 | -169576 | -758489 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737450900000,
"first_datapoint_time": 1737547200000,
"last_datapoint_time": 1759950000000,
"evaluation_time": 1759950562238,
"expiration_time": 1766430000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 108,
"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": [
[
91779.6863100133,
63698.9166375471,
28080.7696724661,
-33860.9325550387,
85583.4123028418,
-119444.3448578805
],
[
91.779686,
63.698917,
28.08077,
-33.860933,
85.583412,
-119.444345
],
[
0.352429,
0.244601,
0.107829,
-0.158622,
0.237719,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-86061,
-30568,
-86061,
-249360,
-34324,
-249360
],
[
1.372214,
1.724623,
1.176974,
0.928932,
1.779809,
0.674277
],
[
103,
51,
52,
103,
51,
52
],
[
77,
36,
41,
77,
36,
41
],
[
26,
15,
11,
26,
15,
11
],
[
74.757282,
70.588235,
78.846154,
74.757282,
70.588235,
78.846154
],
[
0.463345,
0.718593,
0.315774,
0.313665,
0.741587,
0.180904
],
[
18422,
11583,
18422,
22557,
16899,
22557
],
[
-86061,
-30568,
-86061,
-249360,
-34324,
-249360
],
[
238,
250,
226,
238,
250,
226
],
[
132,
139,
126,
132,
139,
126
],
[
553,
519,
601,
553,
519,
601
],
[
24593,
12793,
11800,
24593,
12793,
11800
],
[
0,
9.871091,
0,
0,
9.871091,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365329,
-170044,
-257550,
-578412,
-169576,
-758489
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737450900000,
"first_datapoint_time": 1737547200000,
"last_datapoint_time": 1759950000000,
"evaluation_time": 1759950562238,
"expiration_time": 1766430000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 108,
"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) |
|---|