| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 595210.3693 | 521764.2892 | 73446.0801 | 431658.0309 | 662616.5215 | -230958.4906 |
| Total P&L (%) | 595.2104 | 521.7643 | 73.4461 | 431.658 | 662.6165 | -230.9585 |
| Avg Daily Profit (%) | 0.3167 | 0.2776 | 0.0391 | 0.0889 | 0.1081 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98866 | -76354 | -107020 | -859962 | -529000 | -408506 |
| Profit Factor | 1.5845 | 2.0284 | 1.1438 | 1.1768 | 1.5279 | 0.8052 |
| Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
| Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
| Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
| Profitability (%) | 54.2553 | 52.1277 | 56.383 | 54.2553 | 52.1277 | 56.383 |
| Ratio Avg Win / Avg Loss | 1.336 | 1.8628 | 0.8848 | 0.9922 | 1.4031 | 0.6229 |
| Largest Winning Trade | 264316 | 264316 | 42857 | 879881 | 879881 | 178565 |
| Largest Losing Trade | -57175 | -34734 | -57175 | -284757 | -284757 | -225968 |
| Avg Bars in Trades | 57 | 50 | 63 | 57 | 50 | 63 |
| Avg Bars in Winners | 63 | 57 | 68 | 63 | 57 | 68 |
| Avg Bars in Losers | 49 | 42 | 57 | 49 | 42 | 57 |
| Bars Traded | 10723 | 4718 | 6005 | 10723 | 4718 | 6005 |
| 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 | 446166 | 451024 | -204249 | -100379 | -46754 | -580253 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11278,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599206400000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759863400038,
"expiration_time": 1764724896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 17,
"offset": 0,
"a": 0.51131
}
}
} {
"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": [
[
595210.3693056797,
521764.2892467701,
73446.0800589095,
431658.0309195789,
662616.5215308007,
-230958.4906112214
],
[
595.210369,
521.764289,
73.44608,
431.658031,
662.616522,
-230.958491
],
[
0.316657,
0.277583,
0.039074,
0.088929,
0.10814,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-98866,
-76354,
-107020,
-859962,
-529000,
-408506
],
[
1.584533,
2.028414,
1.143753,
1.17683,
1.527855,
0.805227
],
[
188,
94,
94,
188,
94,
94
],
[
102,
49,
53,
102,
49,
53
],
[
86,
45,
41,
86,
45,
41
],
[
54.255319,
52.12766,
56.382979,
54.255319,
52.12766,
56.382979
],
[
1.335979,
1.862829,
0.88479,
0.99223,
1.403132,
0.622912
],
[
264316,
264316,
42857,
879881,
879881,
178565
],
[
-57175,
-34734,
-57175,
-284757,
-284757,
-225968
],
[
57,
50,
63,
57,
50,
63
],
[
63,
57,
68,
63,
57,
68
],
[
49,
42,
57,
49,
42,
57
],
[
10723,
4718,
6005,
10723,
4718,
6005
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
446166,
451024,
-204249,
-100379,
-46754,
-580253
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11278,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1599206400000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759863400038,
"expiration_time": 1764724896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 17,
"offset": 0,
"a": 0.51131
}
}
}
| # | 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) |
|---|