| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 344257.2747 | 300235.1856 | 44022.0891 | -10416.3416 | 159829.3689 | -170245.7104 |
| Total P&L (%) | 344.2573 | 300.2352 | 44.0221 | -10.4163 | 159.8294 | -170.2457 |
| Avg Daily Profit (%) | 0.1828 | 0.1594 | 0.0234 | -0.0058 | 0.0507 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104728 | -70146 | -112705 | -669062 | -447763 | -650627 |
| Profit Factor | 1.5198 | 2.1625 | 1.109 | 0.9965 | 1.1371 | 0.9037 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 53.9474 | 52.6316 | 55.2632 | 53.9474 | 52.6316 | 55.2632 |
| Ratio Avg Win / Avg Loss | 1.2974 | 1.9462 | 0.8977 | 0.8506 | 1.0234 | 0.7316 |
| Largest Winning Trade | 133303 | 133303 | 54846 | 225334 | 206553 | 225334 |
| Largest Losing Trade | -78949 | -41400 | -78949 | -413280 | -193280 | -413280 |
| Avg Bars in Trades | 70 | 84 | 56 | 70 | 84 | 56 |
| Avg Bars in Winners | 67 | 72 | 62 | 67 | 72 | 62 |
| Avg Bars in Losers | 73 | 98 | 47 | 73 | 98 | 47 |
| Bars Traded | 5355 | 3225 | 2130 | 5355 | 3225 | 2130 |
| Profit Streak | 0 | 0 | 128.5134 | 0 | 0 | 128.5134 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -44365 | 422709 | -264594 | -634043 | -194531 | -579515 |
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5651,
"evaluation_days": 1883.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602000000000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760185155391,
"expiration_time": 1765052064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 159,
"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": [
[
344257.2746837736,
300235.1855727262,
44022.0891110475,
-10416.3415540735,
159829.3688807058,
-170245.7104347792
],
[
344.257275,
300.235186,
44.022089,
-10.416342,
159.829369,
-170.24571
],
[
0.182759,
0.159388,
0.02337,
-0.005839,
0.050704,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-104728,
-70146,
-112705,
-669062,
-447763,
-650627
],
[
1.519777,
2.162485,
1.108953,
0.99645,
1.13713,
0.903748
],
[
76,
38,
38,
76,
38,
38
],
[
41,
20,
21,
41,
20,
21
],
[
35,
18,
17,
35,
18,
17
],
[
53.947368,
52.631579,
55.263158,
53.947368,
52.631579,
55.263158
],
[
1.29737,
1.946236,
0.897724,
0.850628,
1.023417,
0.731605
],
[
133303,
133303,
54846,
225334,
206553,
225334
],
[
-78949,
-41400,
-78949,
-413280,
-193280,
-413280
],
[
70,
84,
56,
70,
84,
56
],
[
67,
72,
62,
67,
72,
62
],
[
73,
98,
47,
73,
98,
47
],
[
5355,
3225,
2130,
5355,
3225,
2130
],
[
0,
0,
128.513372,
0,
0,
128.513373
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-44365,
422709,
-264594,
-634043,
-194531,
-579515
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5651,
"evaluation_days": 1883.67,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1602000000000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760185155391,
"expiration_time": 1765052064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 159,
"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) |
|---|