| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 164456.4966 | 159893.7417 | 4562.755 | 87611.8281 | 212030.2465 | -124418.4184 |
| Total P&L (%) | 164.4565 | 159.8937 | 4.5628 | 87.6118 | 212.0302 | -124.4184 |
| Avg Daily Profit (%) | 0.3158 | 0.307 | 0.0088 | 0.1209 | 0.2187 | 0 |
| Buy And Hold Return (%) | 19.1711 | 19.1711 | 19.1711 | 19.1711 | 19.1711 | 19.1711 |
| Max Trade Drawdown | -86930 | -49015 | -61992 | -280716 | -160920 | -236041 |
| Profit Factor | 1.1812 | 1.3747 | 1.0095 | 1.0446 | 1.2283 | 0.8796 |
| Total Trades | 505 | 252 | 253 | 505 | 252 | 253 |
| Winning Trades | 273 | 138 | 135 | 273 | 138 | 135 |
| Losing Trades | 232 | 114 | 118 | 232 | 114 | 118 |
| Profitability (%) | 54.0594 | 54.7619 | 53.3597 | 54.0594 | 54.7619 | 53.3597 |
| Ratio Avg Win / Avg Loss | 1.0038 | 1.1356 | 0.8824 | 0.8878 | 1.0147 | 0.7689 |
| Largest Winning Trade | 39976 | 39976 | 34128 | 82558 | 82558 | 78896 |
| Largest Losing Trade | -31172 | -14555 | -31172 | -109070 | -44165 | -109070 |
| Avg Bars in Trades | 48 | 42 | 54 | 48 | 42 | 54 |
| Avg Bars in Winners | 38 | 36 | 40 | 38 | 36 | 40 |
| Avg Bars in Losers | 59 | 48 | 70 | 59 | 48 | 70 |
| Bars Traded | 24483 | 10638 | 13845 | 24483 | 10638 | 13845 |
| Profit Streak | 0 | 3.04 | 0 | 0 | 3.04 | 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 | -9966 | 315958 | -558020 | -203835 | 256594 | -580143 |
{
"trading_pair": "CRV_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715256000000,
"first_datapoint_time": 1715693400000,
"last_datapoint_time": 1760254200000,
"evaluation_time": 1760255855270,
"expiration_time": 1766734200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 244,
"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": [
[
164456.4966483905,
159893.7416899787,
4562.7549584119,
87611.8281369216,
212030.2465403888,
-124418.4184034674
],
[
164.456497,
159.893742,
4.562755,
87.611828,
212.030247,
-124.418418
],
[
0.315758,
0.306998,
0.008761,
0.120881,
0.218723,
0
],
[
19.17111,
19.17111,
19.17111,
19.17111,
19.17111,
19.17111
],
[
-86930,
-49015,
-61992,
-280716,
-160920,
-236041
],
[
1.181231,
1.374669,
1.009492,
1.044645,
1.228292,
0.879631
],
[
505,
252,
253,
505,
252,
253
],
[
273,
138,
135,
273,
138,
135
],
[
232,
114,
118,
232,
114,
118
],
[
54.059406,
54.761905,
53.359684,
54.059406,
54.761905,
53.359684
],
[
1.00383,
1.135596,
0.882371,
0.887757,
1.014676,
0.768863
],
[
39976,
39976,
34128,
82558,
82558,
78896
],
[
-31172,
-14555,
-31172,
-109070,
-44165,
-109070
],
[
48,
42,
54,
48,
42,
54
],
[
38,
36,
40,
38,
36,
40
],
[
59,
48,
70,
59,
48,
70
],
[
24483,
10638,
13845,
24483,
10638,
13845
],
[
0,
3.039991,
0,
0,
3.039992,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-9966,
315958,
-558020,
-203835,
256594,
-580143
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715256000000,
"first_datapoint_time": 1715693400000,
"last_datapoint_time": 1760254200000,
"evaluation_time": 1760255855270,
"expiration_time": 1766734200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 244,
"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) |
|---|