| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 745505.2884 | 570775.8938 | 174729.3946 | 1442988.3501 | 1835834.2408 | -392845.8907 |
| Total P&L (%) | 745.5053 | 570.7759 | 174.7294 | 1442.9884 | 1835.8342 | -392.8459 |
| Avg Daily Profit (%) | 0.3962 | 0.3034 | 0.0929 | 0.1455 | 0.1576 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160751 | -80102 | -136823 | -1610959 | -920948 | -1701863 |
| Profit Factor | 1.7085 | 2.0936 | 1.3295 | 1.2422 | 1.682 | 0.8797 |
| Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
| Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
| Losing Trades | 122 | 62 | 60 | 122 | 62 | 60 |
| Profitability (%) | 44.0367 | 43.1193 | 44.9541 | 44.0367 | 43.1193 | 44.9541 |
| Ratio Avg Win / Avg Loss | 2.1713 | 2.7618 | 1.628 | 1.5787 | 2.2188 | 1.0772 |
| Largest Winning Trade | 303919 | 303919 | 78903 | 1186439 | 1186439 | 609459 |
| Largest Losing Trade | -45827 | -41223 | -45827 | -868049 | -425583 | -868049 |
| Avg Bars in Trades | 51 | 44 | 57 | 51 | 44 | 57 |
| Avg Bars in Winners | 73 | 60 | 86 | 73 | 60 | 86 |
| Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
| Bars Traded | 11145 | 4857 | 6288 | 11145 | 4857 | 6288 |
| 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 | 423887 | 358637 | -69834 | 47700 | 285193 | -581337 |
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11289,
"evaluation_days": 1881.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598659200000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760019749293,
"expiration_time": 1764888048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 84,
"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": [
[
745505.2884406396,
570775.893836302,
174729.3946043373,
1442988.3500667897,
1835834.2407829883,
-392845.8907161994
],
[
745.505288,
570.775894,
174.729395,
1442.98835,
1835.834241,
-392.845891
],
[
0.396229,
0.303362,
0.092867,
0.145538,
0.157611,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-160751,
-80102,
-136823,
-1610959,
-920948,
-1701863
],
[
1.708547,
2.093628,
1.329522,
1.242243,
1.681982,
0.879675
],
[
218,
109,
109,
218,
109,
109
],
[
96,
47,
49,
96,
47,
49
],
[
122,
62,
60,
122,
62,
60
],
[
44.036697,
43.119266,
44.954128,
44.036697,
43.119266,
44.954128
],
[
2.171278,
2.761807,
1.627987,
1.578683,
2.218785,
1.077153
],
[
303919,
303919,
78903,
1186439,
1186439,
609459
],
[
-45827,
-41223,
-45827,
-868049,
-425583,
-868049
],
[
51,
44,
57,
51,
44,
57
],
[
73,
60,
86,
73,
60,
86
],
[
33,
32,
34,
33,
32,
34
],
[
11145,
4857,
6288,
11145,
4857,
6288
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
423887,
358637,
-69834,
47700,
285193,
-581337
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11289,
"evaluation_days": 1881.5,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1598659200000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760019749293,
"expiration_time": 1764888048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 84,
"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) |
|---|