| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 499408.6768 | 454019.1895 | 45389.4873 | 148048.8114 | 959199.6389 | -811150.8275 |
| Total P&L (%) | 499.4087 | 454.0192 | 45.3895 | 148.0488 | 959.1996 | -811.1508 |
| Avg Daily Profit (%) | 0.2652 | 0.2411 | 0.0241 | 0.0483 | 0.1254 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -195213 | -126798 | -142271 | -2623601 | -917225 | -2122451 |
| Profit Factor | 1.3874 | 1.702 | 1.0707 | 1.0199 | 1.271 | 0.7921 |
| Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
| Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
| Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
| Profitability (%) | 55.4545 | 53.6364 | 57.2727 | 55.4545 | 53.6364 | 57.2727 |
| Ratio Avg Win / Avg Loss | 1.1145 | 1.4712 | 0.7987 | 0.8193 | 1.0987 | 0.5909 |
| Largest Winning Trade | 96128 | 96128 | 33714 | 436971 | 436971 | 348462 |
| Largest Losing Trade | -44390 | -44390 | -43978 | -815906 | -422121 | -815906 |
| Avg Bars in Trades | 32 | 38 | 26 | 32 | 38 | 26 |
| Avg Bars in Winners | 25 | 28 | 22 | 25 | 28 | 22 |
| Avg Bars in Losers | 40 | 50 | 30 | 40 | 50 | 30 |
| Bars Traded | 7117 | 4236 | 2882 | 7117 | 4236 | 2882 |
| Profit Streak | 27.7574 | 27.7574 | 69.0074 | 27.7574 | 27.7574 | 69.0074 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436311 | 390137 | -304544 | -325446 | -24510 | -578439 |
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7532,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1600473600000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760141441295,
"expiration_time": 1764999936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 140,
"offset": 0,
"multiplier": 3.21391
}
}
} {
"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": [
[
499408.6768339589,
454019.1895028099,
45389.4873311491,
148048.811390296,
959199.6389370132,
-811150.8275467176
],
[
499.408677,
454.01919,
45.389487,
148.048811,
959.199639,
-811.150828
],
[
0.26522,
0.241115,
0.024105,
0.048257,
0.125416,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-195213,
-126798,
-142271,
-2623601,
-917225,
-2122451
],
[
1.387398,
1.702025,
1.070655,
1.019898,
1.271047,
0.792101
],
[
220,
110,
110,
220,
110,
110
],
[
122,
59,
63,
122,
59,
63
],
[
98,
51,
47,
98,
51,
47
],
[
55.454545,
53.636364,
57.272727,
55.454545,
53.636364,
57.272727
],
[
1.114468,
1.471242,
0.798743,
0.819262,
1.098702,
0.590932
],
[
96128,
96128,
33714,
436971,
436971,
348462
],
[
-44390,
-44390,
-43978,
-815906,
-422121,
-815906
],
[
32,
38,
26,
32,
38,
26
],
[
25,
28,
22,
25,
28,
22
],
[
40,
50,
30,
40,
50,
30
],
[
7117,
4236,
2882,
7117,
4236,
2882
],
[
27.757422,
27.757422,
69.007422,
27.757422,
27.757422,
69.007422
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436311,
390137,
-304544,
-325446,
-24510,
-578439
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7532,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1600473600000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760141441295,
"expiration_time": 1764999936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 140,
"offset": 0,
"multiplier": 3.21391
}
}
}
| # | 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) |
|---|