| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 363745.7207 | 298412.3368 | 65333.3839 | 357863.6544 | 475534.7666 | -117671.1122 |
| Total P&L (%) | 363.7457 | 298.4123 | 65.3334 | 357.8637 | 475.5348 | -117.6711 |
| Avg Daily Profit (%) | 0.3492 | 0.2865 | 0.0627 | 0.1462 | 0.1682 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110844 | -75160 | -84706 | -752582 | -480509 | -708018 |
| Profit Factor | 1.6002 | 1.9068 | 1.2359 | 1.1042 | 1.2571 | 0.9258 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
| Losing Trades | 95 | 55 | 40 | 95 | 55 | 40 |
| Profitability (%) | 46.0227 | 37.5 | 54.5455 | 46.0227 | 37.5 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.8768 | 3.1779 | 1.0299 | 1.295 | 2.0952 | 0.7715 |
| Largest Winning Trade | 214512 | 214512 | 32944 | 798790 | 798790 | 223987 |
| Largest Losing Trade | -32230 | -26477 | -32230 | -268190 | -161923 | -268190 |
| Avg Bars in Trades | 138 | 136 | 140 | 138 | 136 | 140 |
| Avg Bars in Winners | 169 | 192 | 153 | 169 | 192 | 153 |
| Avg Bars in Losers | 111 | 102 | 123 | 111 | 102 | 123 |
| Bars Traded | 24335 | 12006 | 12329 | 24335 | 12006 | 12329 |
| Profit Streak | 1.6595 | 0 | 10.3262 | 1.6595 | 0 | 10.3262 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321243 | 244816 | -108872 | -106879 | 111659 | -579851 |
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670248800000,
"first_datapoint_time": 1671105600000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760251781695,
"expiration_time": 1766728800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 165,
"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": [
[
363745.7206974844,
298412.3368016962,
65333.3838957882,
357863.6544172784,
475534.7666305773,
-117671.112213299
],
[
363.745721,
298.412337,
65.333384,
357.863654,
475.534767,
-117.671112
],
[
0.349195,
0.286475,
0.06272,
0.146161,
0.168153,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-110844,
-75160,
-84706,
-752582,
-480509,
-708018
],
[
1.600223,
1.906763,
1.235928,
1.104158,
1.257096,
0.925813
],
[
176,
88,
88,
176,
88,
88
],
[
81,
33,
48,
81,
33,
48
],
[
95,
55,
40,
95,
55,
40
],
[
46.022727,
37.5,
54.545455,
46.022727,
37.5,
54.545455
],
[
1.876805,
3.177938,
1.02994,
1.295,
2.095161,
0.771511
],
[
214512,
214512,
32944,
798790,
798790,
223987
],
[
-32230,
-26477,
-32230,
-268190,
-161923,
-268190
],
[
138,
136,
140,
138,
136,
140
],
[
169,
192,
153,
169,
192,
153
],
[
111,
102,
123,
111,
102,
123
],
[
24335,
12006,
12329,
24335,
12006,
12329
],
[
1.65951,
0,
10.326177,
1.65951,
0,
10.326177
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321243,
244816,
-108872,
-106879,
111659,
-579851
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670248800000,
"first_datapoint_time": 1671105600000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760251781695,
"expiration_time": 1766728800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 165,
"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) |
|---|