| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 376534.194 | 393699.8179 | -17165.6239 | -84264.0162 | 188013.1579 | -272277.1741 |
| Total P&L (%) | 376.5342 | 393.6998 | -17.1656 | -84.264 | 188.0132 | -272.2772 |
| Avg Daily Profit (%) | 0.2011 | 0.2103 | -0.0092 | -0.0987 | 0.0565 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -328809 | -169849 | -238917 | -283572 | -37358 | -356317 |
| Profit Factor | 1.4827 | 2.03 | 0.9569 | 0.82 | 3.0867 | 0.2798 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
| Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
| Profitability (%) | 57.7586 | 51.7241 | 63.7931 | 57.7586 | 51.7241 | 63.7931 |
| Ratio Avg Win / Avg Loss | 1.0844 | 1.8946 | 0.5431 | 0.5997 | 2.881 | 0.1588 |
| Largest Winning Trade | 306163 | 306163 | 77999 | 214625 | 214625 | 77999 |
| Largest Losing Trade | -77633 | -63758 | -77633 | -207998 | -37358 | -207998 |
| Avg Bars in Trades | 31 | 37 | 25 | 31 | 37 | 25 |
| Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
| Avg Bars in Losers | 43 | 49 | 35 | 43 | 49 | 35 |
| Bars Traded | 3681 | 2195 | 1486 | 3681 | 2195 | 1486 |
| Profit Streak | 29.6167 | 30.6167 | 29.6167 | 29.6167 | 30.6167 | 29.6167 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 417984 | -167263 | -758227 | -577998 | -290374 | -758227 |
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3744,
"evaluation_days": 1872,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1597449600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759157285588,
"expiration_time": 1763999424000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
376534.1939626152,
393699.8178795007,
-17165.6239168855,
-84264.016174101,
188013.1578857052,
-272277.174059806
],
[
376.534194,
393.699818,
-17.165624,
-84.264016,
188.013158,
-272.277174
],
[
0.20114,
0.21031,
-0.00917,
-0.098734,
0.056524,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-328809,
-169849,
-238917,
-283572,
-37358,
-356317
],
[
1.4827,
2.029968,
0.95685,
0.820016,
3.086742,
0.279833
],
[
116,
58,
58,
116,
58,
58
],
[
67,
30,
37,
67,
30,
37
],
[
49,
28,
21,
49,
28,
21
],
[
57.758621,
51.724138,
63.793103,
57.758621,
51.724138,
63.793103
],
[
1.084363,
1.894637,
0.543077,
0.599713,
2.88096,
0.158824
],
[
306163,
306163,
77999,
214625,
214625,
77999
],
[
-77633,
-63758,
-77633,
-207998,
-37358,
-207998
],
[
31,
37,
25,
31,
37,
25
],
[
23,
27,
19,
23,
27,
19
],
[
43,
49,
35,
43,
49,
35
],
[
3681,
2195,
1486,
3681,
2195,
1486
],
[
29.616731,
30.616731,
29.616731,
29.616731,
30.616731,
29.616731
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417984,
-167263,
-758227,
-577998,
-290374,
-758227
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3744,
"evaluation_days": 1872,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1597449600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759157285588,
"expiration_time": 1763999424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|