| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 257627.088 | 320136.9896 | -62509.9016 | -85034.2281 | 418645.3926 | -503679.6207 |
| Total P&L (%) | 257.6271 | 320.137 | -62.5099 | -85.0342 | 418.6454 | -503.6796 |
| Avg Daily Profit (%) | 0.1371 | 0.1704 | -0.0333 | -0.1011 | 0.0877 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -260337 | -112189 | -199802 | -554295 | -267547 | -614441 |
| Profit Factor | 1.1771 | 1.4969 | 0.9229 | 0.9686 | 1.369 | 0.6803 |
| Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
| Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Profitability (%) | 48.9177 | 48.6957 | 49.1379 | 48.9177 | 48.6957 | 49.1379 |
| Ratio Avg Win / Avg Loss | 1.2292 | 1.5771 | 0.9552 | 1.0115 | 1.4423 | 0.7042 |
| Largest Winning Trade | 80355 | 80355 | 47511 | 252875 | 252875 | 88216 |
| Largest Losing Trade | -64975 | -59068 | -64975 | -368780 | -114683 | -368780 |
| Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
| Bars Traded | 5480 | 2729 | 2751 | 5480 | 2729 | 2751 |
| Profit Streak | 15.2903 | 0 | 23.2903 | 15.2903 | 0 | 23.2903 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -34017 | 334384 | -580535 | -577461 | -75904 | -580535 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5636,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759762677910,
"expiration_time": 1764607104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.05231,
"nb": 0.27017,
"nc": 0.11213
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 115,
"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": [
[
257627.0879948937,
320136.9896423375,
-62509.901647444,
-85034.2280680905,
418645.3926166557,
-503679.6206847458
],
[
257.627088,
320.13699,
-62.509902,
-85.034228,
418.645393,
-503.679621
],
[
0.137133,
0.170406,
-0.033273,
-0.101053,
0.087656,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-260337,
-112189,
-199802,
-554295,
-267547,
-614441
],
[
1.177111,
1.496895,
0.922859,
0.968624,
1.368966,
0.680308
],
[
231,
115,
116,
231,
115,
116
],
[
113,
56,
57,
113,
56,
57
],
[
118,
59,
59,
118,
59,
59
],
[
48.917749,
48.695652,
49.137931,
48.917749,
48.695652,
49.137931
],
[
1.229196,
1.577086,
0.95524,
1.011483,
1.442303,
0.704178
],
[
80355,
80355,
47511,
252875,
252875,
88216
],
[
-64975,
-59068,
-64975,
-368780,
-114683,
-368780
],
[
23,
23,
23,
23,
23,
23
],
[
23,
23,
23,
23,
23,
23
],
[
23,
23,
23,
23,
23,
23
],
[
5480,
2729,
2751,
5480,
2729,
2751
],
[
15.290253,
0,
23.290253,
15.290254,
0,
23.290254
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-34017,
334384,
-580535,
-577461,
-75904,
-580535
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5636,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759762677910,
"expiration_time": 1764607104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.05231,
"nb": 0.27017,
"nc": 0.11213
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 115,
"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) |
|---|