| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 900207.6639 | 864738.747 | 35468.917 | 62320.9621 | 628589.8999 | -566268.9379 |
| Total P&L (%) | 900.2077 | 864.7387 | 35.4689 | 62.321 | 628.5899 | -566.2689 |
| Avg Daily Profit (%) | 0.4805 | 0.4616 | 0.0189 | 0.0259 | 0.1061 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191046 | -122773 | -134994 | -1370491 | -536486 | -962345 |
| Profit Factor | 2.238 | 3.0165 | 1.1189 | 1.0247 | 1.5312 | 0.5788 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
| Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
| Profitability (%) | 49.3506 | 42.1053 | 56.4103 | 49.3506 | 42.1053 | 56.4103 |
| Ratio Avg Win / Avg Loss | 2.2969 | 4.1476 | 0.8646 | 1.0516 | 2.1054 | 0.4472 |
| Largest Winning Trade | 588327 | 588327 | 43600 | 760156 | 760156 | 239020 |
| Largest Losing Trade | -62855 | -45270 | -62855 | -497552 | -426321 | -497552 |
| Avg Bars in Trades | 67 | 85 | 50 | 67 | 85 | 50 |
| Avg Bars in Winners | 76 | 97 | 60 | 76 | 97 | 60 |
| Avg Bars in Losers | 59 | 76 | 36 | 59 | 76 | 36 |
| Bars Traded | 5205 | 3255 | 1950 | 5205 | 3255 | 1950 |
| Profit Streak | 109.3449 | 110.3449 | 109.3449 | 109.3449 | 110.3449 | 109.3449 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -30877 | 487465 | -260164 | -397816 | -50854 | -579364 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5620,
"evaluation_days": 1873.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1601510400000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759306603312,
"expiration_time": 1764132480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 142,
"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": [
[
900207.6639164175,
864738.7469577267,
35468.916958691,
62320.9620827566,
628589.8999467524,
-566268.937863996
],
[
900.207664,
864.738747,
35.468917,
62.320962,
628.5899,
-566.268938
],
[
0.480539,
0.461605,
0.018934,
0.025861,
0.106067,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-191046,
-122773,
-134994,
-1370491,
-536486,
-962345
],
[
2.238047,
3.016471,
1.118911,
1.024654,
1.531176,
0.57879
],
[
77,
38,
39,
77,
38,
39
],
[
38,
16,
22,
38,
16,
22
],
[
39,
22,
17,
39,
22,
17
],
[
49.350649,
42.105263,
56.410256,
49.350649,
42.105263,
56.410256
],
[
2.296943,
4.147648,
0.864613,
1.051619,
2.105366,
0.447247
],
[
588327,
588327,
43600,
760156,
760156,
239020
],
[
-62855,
-45270,
-62855,
-497552,
-426321,
-497552
],
[
67,
85,
50,
67,
85,
50
],
[
76,
97,
60,
76,
97,
60
],
[
59,
76,
36,
59,
76,
36
],
[
5205,
3255,
1950,
5205,
3255,
1950
],
[
109.344946,
110.344946,
109.344946,
109.344946,
110.344946,
109.344946
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-30877,
487465,
-260164,
-397816,
-50854,
-579364
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5620,
"evaluation_days": 1873.33,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1601510400000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759306603312,
"expiration_time": 1764132480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 142,
"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) |
|---|