| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 302534.4077 | 316981.8526 | -14447.4449 | -102051.5421 | -33027.5467 | -69023.9954 |
| Total P&L (%) | 302.5344 | 316.9819 | -14.4474 | -102.0515 | -33.0275 | -69.024 |
| Avg Daily Profit (%) | 0.161 | 0.1687 | -0.0077 | 0 | -0.0213 | -0.0624 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174373 | -80503 | -244996 | -192178 | -60206 | -186556 |
| Profit Factor | 1.2069 | 1.4996 | 0.9826 | 0.7317 | 0.7456 | 0.7245 |
| Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
| Winning Trades | 117 | 55 | 62 | 106 | 55 | 51 |
| Losing Trades | 106 | 57 | 49 | 117 | 57 | 60 |
| Profitability (%) | 52.4664 | 49.1071 | 55.8559 | 47.5336 | 49.1071 | 45.9459 |
| Ratio Avg Win / Avg Loss | 1.0934 | 1.5542 | 0.7765 | 0.8077 | 0.7727 | 0.8524 |
| Largest Winning Trade | 74055 | 74055 | 41601 | 48571 | 45893 | 48571 |
| Largest Losing Trade | -102188 | -42615 | -102188 | -111616 | -48310 | -111616 |
| Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
| Bars Traded | 3711 | 1866 | 1846 | 3711 | 1866 | 1846 |
| Profit Streak | 26.2143 | 34.7143 | 26.2143 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 361132 | 375668 | -579458 | -580292 | -581103 | -582335 |
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3758,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759770515674,
"expiration_time": 1764622368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.43839
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 31,
"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": [
[
302534.4077075325,
316981.8526427771,
-14447.4449352447,
-102051.5420672514,
-33027.5466711966,
-69023.9953960547
],
[
302.534408,
316.981853,
-14.447445,
-102.051542,
-33.027547,
-69.023995
],
[
0.161008,
0.168697,
-0.007689,
0,
-0.021333,
-0.062352
],
[
10,
10,
10,
10,
10,
10
],
[
-174373,
-80503,
-244996,
-192178,
-60206,
-186556
],
[
1.206861,
1.499627,
0.982553,
0.731721,
0.745622,
0.724518
],
[
223,
112,
111,
223,
112,
111
],
[
117,
55,
62,
106,
55,
51
],
[
106,
57,
49,
117,
57,
60
],
[
52.466368,
49.107143,
55.855856,
47.533632,
49.107143,
45.945946
],
[
1.093396,
1.554159,
0.776534,
0.807655,
0.772735,
0.852375
],
[
74055,
74055,
41601,
48571,
45893,
48571
],
[
-102188,
-42615,
-102188,
-111616,
-48310,
-111616
],
[
16,
16,
16,
16,
16,
16
],
[
16,
16,
16,
16,
16,
16
],
[
16,
16,
16,
16,
16,
16
],
[
3711,
1866,
1846,
3711,
1866,
1846
],
[
26.214302,
34.714302,
26.214302,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
361132,
375668,
-579458,
-580292,
-581103,
-582335
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3758,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759770515674,
"expiration_time": 1764622368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.43839
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 31,
"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) |
|---|