| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 569155.8927 | 469444.724 | 99711.1688 | -73355.2046 | 337022.6867 | -410377.8914 |
| Total P&L (%) | 569.1559 | 469.4447 | 99.7112 | -73.3552 | 337.0227 | -410.3779 |
| Avg Daily Profit (%) | 0.3019 | 0.249 | 0.0529 | -0.0701 | 0.0783 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113349 | -60052 | -133427 | -426845 | -94161 | -429121 |
| Profit Factor | 1.7004 | 2.4269 | 1.2062 | 0.9295 | 2.1442 | 0.4499 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 58.1633 | 55.102 | 61.2245 | 58.1633 | 55.102 | 61.2245 |
| Ratio Avg Win / Avg Loss | 1.2231 | 1.9775 | 0.7639 | 0.6686 | 1.7471 | 0.2849 |
| Largest Winning Trade | 148762 | 148762 | 52168 | 201190 | 201190 | 35565 |
| Largest Losing Trade | -94455 | -51690 | -94455 | -420905 | -51446 | -420905 |
| Avg Bars in Trades | 112 | 123 | 101 | 112 | 123 | 101 |
| Avg Bars in Winners | 107 | 119 | 95 | 107 | 119 | 95 |
| Avg Bars in Losers | 120 | 127 | 111 | 120 | 127 | 111 |
| Bars Traded | 11033 | 6036 | 4997 | 11033 | 6036 | 4997 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 444193 | 483177 | -122893 | -579458 | -83628 | -579226 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11312,
"evaluation_days": 1885.33,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1600372800000,
"last_datapoint_time": 1760342400000,
"evaluation_time": 1760354685694,
"expiration_time": 1765229184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 208,
"offset": 0,
"std": 1.80269
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 203,
"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": [
[
569155.8927246842,
469444.7239706405,
99711.1687540441,
-73355.2046479945,
337022.6867185529,
-410377.8913665474
],
[
569.155893,
469.444724,
99.711169,
-73.355205,
337.022687,
-410.377891
],
[
0.301887,
0.248999,
0.052888,
-0.070126,
0.078256,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-113349,
-60052,
-133427,
-426845,
-94161,
-429121
],
[
1.700385,
2.426896,
1.20617,
0.929504,
2.14422,
0.44991
],
[
98,
49,
49,
98,
49,
49
],
[
57,
27,
30,
57,
27,
30
],
[
41,
22,
19,
41,
22,
19
],
[
58.163265,
55.102041,
61.22449,
58.163265,
55.102041,
61.22449
],
[
1.223084,
1.977471,
0.763908,
0.668591,
1.747143,
0.284943
],
[
148762,
148762,
52168,
201190,
201190,
35565
],
[
-94455,
-51690,
-94455,
-420905,
-51446,
-420905
],
[
112,
123,
101,
112,
123,
101
],
[
107,
119,
95,
107,
119,
95
],
[
120,
127,
111,
120,
127,
111
],
[
11033,
6036,
4997,
11033,
6036,
4997
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
444193,
483177,
-122893,
-579458,
-83628,
-579226
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11312,
"evaluation_days": 1885.33,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1600372800000,
"last_datapoint_time": 1760342400000,
"evaluation_time": 1760354685694,
"expiration_time": 1765229184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 208,
"offset": 0,
"std": 1.80269
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 203,
"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) |
|---|