| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 848867.3971 | 695730.9086 | 153136.4886 | 2289612.3966 | 2387369.3382 | -97756.9416 |
| Total P&L (%) | 848.8674 | 695.7309 | 153.1365 | 2289.6124 | 2387.3693 | -97.7569 |
| Avg Daily Profit (%) | 0.4511 | 0.3697 | 0.0814 | 0.1688 | 0.1709 | -0.2016 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111170 | -58785 | -103517 | -2201538 | -1395817 | -1934623 |
| Profit Factor | 2.0741 | 2.7758 | 1.3842 | 1.2093 | 1.4282 | 0.9818 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
| Profitability (%) | 44.697 | 40.9091 | 48.4848 | 44.697 | 40.9091 | 48.4848 |
| Ratio Avg Win / Avg Loss | 2.5662 | 4.0095 | 1.4707 | 1.4963 | 2.0629 | 1.0431 |
| Largest Winning Trade | 309830 | 309830 | 63893 | 2715895 | 2715895 | 750235 |
| Largest Losing Trade | -33078 | -33078 | -28333 | -919762 | -554131 | -919762 |
| Avg Bars in Trades | 55 | 55 | 56 | 55 | 55 | 56 |
| Avg Bars in Winners | 76 | 82 | 72 | 76 | 82 | 72 |
| Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
| Bars Traded | 7351 | 3645 | 3706 | 7351 | 3645 | 3706 |
| 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 | 446926 | -113207 | -208470 | 201176 | -118225 | -703880 |
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7527,
"evaluation_days": 1881.75,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599782400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760025432075,
"expiration_time": 1764888696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 109,
"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": [
[
848867.3971469635,
695730.9085924595,
153136.4885545042,
2289612.3965520915,
2387369.3381965323,
-97756.9416444418
],
[
848.867397,
695.730909,
153.136489,
2289.612397,
2387.369338,
-97.756942
],
[
0.451105,
0.369725,
0.08138,
0.1688,
0.170934,
-0.201594
],
[
10,
10,
10,
10,
10,
10
],
[
-111170,
-58785,
-103517,
-2201538,
-1395817,
-1934623
],
[
2.07406,
2.775841,
1.384224,
1.20931,
1.428182,
0.981773
],
[
132,
66,
66,
132,
66,
66
],
[
59,
27,
32,
59,
27,
32
],
[
73,
39,
34,
73,
39,
34
],
[
44.69697,
40.909091,
48.484848,
44.69697,
40.909091,
48.484848
],
[
2.566209,
4.009548,
1.470738,
1.496265,
2.06293,
1.043134
],
[
309830,
309830,
63893,
2715895,
2715895,
750235
],
[
-33078,
-33078,
-28333,
-919762,
-554131,
-919762
],
[
55,
55,
56,
55,
55,
56
],
[
76,
82,
72,
76,
82,
72
],
[
38,
36,
40,
38,
36,
40
],
[
7351,
3645,
3706,
7351,
3645,
3706
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
446926,
-113207,
-208470,
201176,
-118225,
-703880
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7527,
"evaluation_days": 1881.75,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1599782400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760025432075,
"expiration_time": 1764888696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 109,
"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) |
|---|