| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 589728.1223 | 523511.8095 | 66216.3129 | -10914.9073 | 54221.4785 | -65136.3859 |
| Total P&L (%) | 589.7281 | 523.5118 | 66.2163 | -10.9149 | 54.2215 | -65.1364 |
| Avg Daily Profit (%) | 0.3151 | 0.2797 | 0.0354 | -0.0062 | 0.0232 | -0.0563 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -251037 | -129723 | -269224 | -454403 | -307100 | -252862 |
| Profit Factor | 1.3472 | 1.6214 | 1.0774 | 0.9944 | 1.0508 | 0.9261 |
| Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
| Winning Trades | 192 | 92 | 100 | 192 | 92 | 100 |
| Losing Trades | 149 | 79 | 70 | 149 | 79 | 70 |
| Profitability (%) | 56.305 | 53.8012 | 58.8235 | 56.305 | 53.8012 | 58.8235 |
| Ratio Avg Win / Avg Loss | 1.0455 | 1.3923 | 0.7542 | 0.7717 | 0.9023 | 0.6483 |
| Largest Winning Trade | 375410 | 375410 | 55574 | 399746 | 399746 | 96771 |
| Largest Losing Trade | -53102 | -32049 | -53102 | -128495 | -128495 | -61989 |
| Avg Bars in Trades | 21 | 21 | 22 | 21 | 21 | 22 |
| Avg Bars in Winners | 23 | 22 | 25 | 23 | 22 | 25 |
| Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
| Bars Traded | 7415 | 3657 | 3759 | 7415 | 3657 | 3759 |
| 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 | 441799 | 424379 | -281215 | -577899 | -328214 | -579021 |
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7486,
"evaluation_days": 1871.5,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1598119200000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759137185480,
"expiration_time": 1763976528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 32,
"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": [
[
589728.1223485406,
523511.8094879277,
66216.312860613,
-10914.9073279367,
54221.4785425575,
-65136.3858704944
],
[
589.728122,
523.511809,
66.216313,
-10.914907,
54.221479,
-65.136386
],
[
0.31511,
0.279728,
0.035381,
-0.006176,
0.023151,
-0.056288
],
[
10,
10,
10,
10,
10,
10
],
[
-251037,
-129723,
-269224,
-454403,
-307100,
-252862
],
[
1.347241,
1.621393,
1.077369,
0.994401,
1.050781,
0.926127
],
[
341,
171,
170,
341,
171,
170
],
[
192,
92,
100,
192,
92,
100
],
[
149,
79,
70,
149,
79,
70
],
[
56.304985,
53.80117,
58.823529,
56.304985,
53.80117,
58.823529
],
[
1.045515,
1.392283,
0.754159,
0.771697,
0.902301,
0.648289
],
[
375410,
375410,
55574,
399746,
399746,
96771
],
[
-53102,
-32049,
-53102,
-128495,
-128495,
-61989
],
[
21,
21,
22,
21,
21,
22
],
[
23,
22,
25,
23,
22,
25
],
[
18,
19,
17,
18,
19,
17
],
[
7415,
3657,
3759,
7415,
3657,
3759
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
441799,
424379,
-281215,
-577899,
-328214,
-579021
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7486,
"evaluation_days": 1871.5,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1598119200000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759137185480,
"expiration_time": 1763976528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 32,
"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) |
|---|