| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 554523.0301 | 543239.111 | 11283.919 | 946709.9613 | 650631.6602 | 296078.3011 |
| Total P&L (%) | 554.523 | 543.2391 | 11.2839 | 946.71 | 650.6317 | 296.0783 |
| Avg Daily Profit (%) | 0.2945 | 0.2885 | 0.006 | 0.1248 | 0.1071 | 0.0731 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -243037 | -50164 | -290491 | -298847 | -139846 | -160251 |
| Profit Factor | 1.8764 | 3.688 | 1.0262 | 2.2364 | 2.869 | 1.7091 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 31 | 14 | 17 | 35 | 14 | 21 |
| Losing Trades | 36 | 20 | 16 | 32 | 20 | 12 |
| Profitability (%) | 46.2687 | 41.1765 | 51.5152 | 52.2388 | 41.1765 | 63.6364 |
| Ratio Avg Win / Avg Loss | 2.179 | 5.2686 | 0.9658 | 2.0447 | 4.0986 | 0.9766 |
| Largest Winning Trade | 203222 | 203222 | 66577 | 414989 | 414989 | 158111 |
| Largest Losing Trade | -134922 | -27576 | -134922 | -144869 | -109564 | -144869 |
| Avg Bars in Trades | 108 | 72 | 145 | 108 | 72 | 145 |
| Avg Bars in Winners | 156 | 121 | 185 | 136 | 108 | 154 |
| Avg Bars in Losers | 66 | 37 | 103 | 78 | 46 | 130 |
| Bars Traded | 7266 | 2455 | 4811 | 7266 | 2455 | 4811 |
| Profit Streak | 0 | 0 | 87.2893 | 0 | 0 | 87.2893 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -110321 | 438420 | -503291 | -142462 | -47551 | -92544 |
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7532,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1600106400000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760144196710,
"expiration_time": 1764999936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 124,
"offset": 0,
"a": 0.95923
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 27,
"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": [
[
554523.0300800088,
543239.1110479884,
11283.9190320205,
946709.9612850845,
650631.6601584278,
296078.3011266568
],
[
554.52303,
543.239111,
11.283919,
946.709961,
650.63166,
296.078301
],
[
0.294489,
0.288497,
0.005993,
0.124785,
0.107107,
0.073125
],
[
10,
10,
10,
10,
10,
10
],
[
-243037,
-50164,
-290491,
-298847,
-139846,
-160251
],
[
1.87638,
3.688005,
1.026202,
2.236433,
2.869006,
1.709065
],
[
67,
34,
33,
67,
34,
33
],
[
31,
14,
17,
35,
14,
21
],
[
36,
20,
16,
32,
20,
12
],
[
46.268657,
41.176471,
51.515152,
52.238806,
41.176471,
63.636364
],
[
2.179022,
5.268579,
0.965838,
2.044739,
4.09858,
0.976608
],
[
203222,
203222,
66577,
414989,
414989,
158111
],
[
-134922,
-27576,
-134922,
-144869,
-109564,
-144869
],
[
108,
72,
145,
108,
72,
145
],
[
156,
121,
185,
136,
108,
154
],
[
66,
37,
103,
78,
46,
130
],
[
7266,
2455,
4811,
7266,
2455,
4811
],
[
0,
0,
87.289314,
0,
0,
87.289314
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-110321,
438420,
-503291,
-142462,
-47551,
-92544
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7532,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1600106400000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760144196710,
"expiration_time": 1764999936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 124,
"offset": 0,
"a": 0.95923
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 27,
"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) |
|---|