| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 485407.9056 | 443469.2821 | 41938.6235 | 79908.4612 | 128246.4978 | -48338.0366 |
| Total P&L (%) | 485.4079 | 443.4693 | 41.9386 | 79.9085 | 128.2465 | -48.338 |
| Avg Daily Profit (%) | 0.2576 | 0.2353 | 0.0223 | 0.0312 | 0.0438 | -0.035 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -114900 | -65282 | -175755 | -172236 | -110867 | -193529 |
| Profit Factor | 1.5237 | 1.9676 | 1.0895 | 1.0783 | 1.2421 | 0.9016 |
| Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
| Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
| Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
| Profitability (%) | 51.1765 | 49.4118 | 52.9412 | 51.1765 | 49.4118 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.4536 | 2.0144 | 0.9684 | 1.0287 | 1.2717 | 0.8014 |
| Largest Winning Trade | 238918 | 238918 | 41060 | 156006 | 156006 | 55327 |
| Largest Losing Trade | -63596 | -52917 | -63596 | -101398 | -46852 | -101398 |
| Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
| Avg Bars in Winners | 49 | 47 | 50 | 49 | 47 | 50 |
| Avg Bars in Losers | 37 | 43 | 30 | 37 | 43 | 30 |
| Bars Traded | 7345 | 3859 | 3486 | 7345 | 3859 | 3486 |
| Profit Streak | 38.3275 | 38.3275 | 77.5775 | 38.3275 | 38.3275 | 77.5775 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436090 | 435372 | -287454 | -283136 | -134241 | -579305 |
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7538,
"evaluation_days": 1884.5,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599825600000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760255496569,
"expiration_time": 1765133424000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 82,
"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": [
[
485407.9056245132,
443469.282078006,
41938.6235465074,
79908.4611763808,
128246.4977980999,
-48338.0366217191
],
[
485.407906,
443.469282,
41.938624,
79.908461,
128.246498,
-48.338037
],
[
0.257579,
0.235325,
0.022255,
0.031168,
0.043801,
-0.03504
],
[
10,
10,
10,
10,
10,
10
],
[
-114900,
-65282,
-175755,
-172236,
-110867,
-193529
],
[
1.523672,
1.96755,
1.0895,
1.078264,
1.242098,
0.901609
],
[
170,
85,
85,
170,
85,
85
],
[
87,
42,
45,
87,
42,
45
],
[
83,
43,
40,
83,
43,
40
],
[
51.176471,
49.411765,
52.941176,
51.176471,
49.411765,
52.941176
],
[
1.453618,
2.014397,
0.968444,
1.028688,
1.271672,
0.801431
],
[
238918,
238918,
41060,
156006,
156006,
55327
],
[
-63596,
-52917,
-63596,
-101398,
-46852,
-101398
],
[
43,
45,
41,
43,
45,
41
],
[
49,
47,
50,
49,
47,
50
],
[
37,
43,
30,
37,
43,
30
],
[
7345,
3859,
3486,
7345,
3859,
3486
],
[
38.327506,
38.327506,
77.577506,
38.327507,
38.327507,
77.577507
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436090,
435372,
-287454,
-283136,
-134241,
-579305
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7538,
"evaluation_days": 1884.5,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599825600000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760255496569,
"expiration_time": 1765133424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 82,
"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) |
|---|