| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 686920.8508 | 562985.4652 | 123935.3856 | 877935.2128 | 534478.2526 | 343456.9601 |
| Total P&L (%) | 686.9209 | 562.9855 | 123.9354 | 877.9352 | 534.4783 | 343.457 |
| Avg Daily Profit (%) | 0.3663 | 0.3002 | 0.0661 | 0.1217 | 0.0986 | 0.0795 |
| Buy And Hold Return (%) | 100.6631 | 100.6631 | 100.6631 | 100.6631 | 100.6631 | 100.6631 |
| Max Trade Drawdown | -146381 | -95092 | -122472 | -351077 | -268171 | -154892 |
| Profit Factor | 2.0167 | 2.5135 | 1.4081 | 1.6468 | 1.6574 | 1.6309 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
| Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
| Profitability (%) | 52.5862 | 46.5517 | 58.6207 | 52.5862 | 46.5517 | 58.6207 |
| Ratio Avg Win / Avg Loss | 1.8183 | 2.8858 | 0.994 | 1.4848 | 1.9029 | 1.1512 |
| Largest Winning Trade | 256299 | 256299 | 37895 | 406547 | 406547 | 146215 |
| Largest Losing Trade | -63525 | -44135 | -63525 | -195587 | -195587 | -85554 |
| Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
| Avg Bars in Winners | 56 | 55 | 56 | 56 | 55 | 56 |
| Avg Bars in Losers | 33 | 35 | 30 | 33 | 35 | 30 |
| Bars Traded | 5266 | 2625 | 2641 | 5266 | 2625 | 2641 |
| Profit Streak | 0 | 0 | 85.9489 | 0 | 0 | 85.9489 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 497427 | -168649 | -377844 | -27516 | -240344 | -266015 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5626,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1603152000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759473985290,
"expiration_time": 1764310464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
686920.8508448221,
562985.465217255,
123935.3856275674,
877935.2127612615,
534478.2526397421,
343456.9601215195
],
[
686.920851,
562.985465,
123.935386,
877.935213,
534.478253,
343.45696
],
[
0.366293,
0.300206,
0.066087,
0.121667,
0.098572,
0.079454
],
[
100.66313,
100.66313,
100.66313,
100.66313,
100.66313,
100.66313
],
[
-146381,
-95092,
-122472,
-351077,
-268171,
-154892
],
[
2.016703,
2.513472,
1.408148,
1.646759,
1.657379,
1.630897
],
[
116,
58,
58,
116,
58,
58
],
[
61,
27,
34,
61,
27,
34
],
[
55,
31,
24,
55,
31,
24
],
[
52.586207,
46.551724,
58.62069,
52.586207,
46.551724,
58.62069
],
[
1.818339,
2.885838,
0.993987,
1.484782,
1.902916,
1.151222
],
[
256299,
256299,
37895,
406547,
406547,
146215
],
[
-63525,
-44135,
-63525,
-195587,
-195587,
-85554
],
[
45,
45,
45,
45,
45,
45
],
[
56,
55,
56,
56,
55,
56
],
[
33,
35,
30,
33,
35,
30
],
[
5266,
2625,
2641,
5266,
2625,
2641
],
[
0,
0,
85.948904,
0,
0,
85.948904
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
497427,
-168649,
-377844,
-27516,
-240344,
-266015
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5626,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1603152000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759473985290,
"expiration_time": 1764310464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|