| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 492149.0093 | 499818.9257 | -7669.9164 | -77675.8241 | 19787.4422 | -97463.2663 |
| Total P&L (%) | 492.149 | 499.8189 | -7.6699 | -77.6758 | 19.7874 | -97.4633 |
| Avg Daily Profit (%) | 0.2623 | 0.2664 | -0.0041 | -0.0799 | 0.0096 | -0.1957 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -371835 | -170744 | -266319 | -498240 | -287111 | -324604 |
| Profit Factor | 1.298 | 1.5725 | 0.9902 | 0.9307 | 1.0317 | 0.8035 |
| Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
| Winning Trades | 158 | 69 | 89 | 158 | 69 | 89 |
| Losing Trades | 210 | 115 | 95 | 210 | 115 | 95 |
| Profitability (%) | 42.9348 | 37.5 | 48.3696 | 42.9348 | 37.5 | 48.3696 |
| Ratio Avg Win / Avg Loss | 1.7252 | 2.6209 | 1.0569 | 1.237 | 1.7195 | 0.8576 |
| Largest Winning Trade | 321166 | 321166 | 52171 | 365423 | 365423 | 63605 |
| Largest Losing Trade | -45534 | -45534 | -39713 | -92398 | -85777 | -92398 |
| Avg Bars in Trades | 15 | 16 | 13 | 15 | 16 | 13 |
| Avg Bars in Winners | 20 | 24 | 17 | 20 | 24 | 17 |
| Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
| Bars Traded | 5578 | 3098 | 2479 | 5578 | 3098 | 2479 |
| Profit Streak | 0 | 12.0552 | 0 | 0 | 12.0552 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316461 | 269875 | -579059 | -579657 | -375113 | -580726 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5628,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1598544000000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759540773277,
"expiration_time": 1764369792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 39,
"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": [
[
492149.009312242,
499818.9256926455,
-7669.9163804036,
-77675.824073126,
19787.4422417613,
-97463.2663148872
],
[
492.149009,
499.818926,
-7.669916,
-77.675824,
19.787442,
-97.463266
],
[
0.26234,
0.266428,
-0.004088,
-0.079899,
0.009625,
-0.195666
],
[
10,
10,
10,
10,
10,
10
],
[
-371835,
-170744,
-266319,
-498240,
-287111,
-324604
],
[
1.297977,
1.572536,
0.99015,
0.930664,
1.03169,
0.803453
],
[
368,
184,
184,
368,
184,
184
],
[
158,
69,
89,
158,
69,
89
],
[
210,
115,
95,
210,
115,
95
],
[
42.934783,
37.5,
48.369565,
42.934783,
37.5,
48.369565
],
[
1.72516,
2.620894,
1.056901,
1.236959,
1.719483,
0.857619
],
[
321166,
321166,
52171,
365423,
365423,
63605
],
[
-45534,
-45534,
-39713,
-92398,
-85777,
-92398
],
[
15,
16,
13,
15,
16,
13
],
[
20,
24,
17,
20,
24,
17
],
[
10,
11,
9,
10,
11,
9
],
[
5578,
3098,
2479,
5578,
3098,
2479
],
[
0,
12.055246,
0,
0,
12.055246,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316461,
269875,
-579059,
-579657,
-375113,
-580726
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5628,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1598544000000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759540773277,
"expiration_time": 1764369792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 39,
"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) |
|---|