| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 453324.5874 | 410751.0453 | 42573.5421 | 168532.3783 | 192523.0053 | -23990.627 |
| Total P&L (%) | 453.3246 | 410.751 | 42.5735 | 168.5324 | 192.523 | -23.9906 |
| Avg Daily Profit (%) | 0.2422 | 0.2194 | 0.0227 | 0.0528 | 0.0574 | -0.0147 |
| Buy And Hold Return (%) | 12.7467 | 12.7467 | 12.7467 | 12.7467 | 12.7467 | 12.7467 |
| Max Trade Drawdown | -109611 | -73828 | -138300 | -77402 | -55849 | -109757 |
| Profit Factor | 1.8888 | 2.5795 | 1.1703 | 1.5867 | 2.4264 | 0.8425 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Profitability (%) | 45.1613 | 48.3871 | 41.9355 | 45.1613 | 48.3871 | 41.9355 |
| Ratio Avg Win / Avg Loss | 2.2935 | 2.7514 | 1.6204 | 1.9267 | 2.5882 | 1.1665 |
| Largest Winning Trade | 198451 | 198451 | 55788 | 128382 | 128382 | 48369 |
| Largest Losing Trade | -68921 | -49219 | -68921 | -49016 | -34188 | -49016 |
| Avg Bars in Trades | 54 | 67 | 41 | 54 | 67 | 41 |
| Avg Bars in Winners | 77 | 86 | 65 | 77 | 86 | 65 |
| Avg Bars in Losers | 36 | 49 | 24 | 36 | 49 | 24 |
| Bars Traded | 3388 | 2098 | 1290 | 3388 | 2098 | 1290 |
| Profit Streak | 76.1167 | 340.6167 | 0 | 76.1167 | 340.6167 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148256 | 481760 | -200555 | -279308 | -111033 | -582287 |
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3744,
"evaluation_days": 1872,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1606564800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759157286335,
"expiration_time": 1763999424000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 48,
"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": [
[
453324.5873883249,
410751.0453020372,
42573.5420862875,
168532.3782775289,
192523.0052911395,
-23990.6270136105
],
[
453.324587,
410.751045,
42.573542,
168.532378,
192.523005,
-23.990627
],
[
0.242161,
0.219418,
0.022742,
0.052781,
0.057355,
-0.014652
],
[
12.746711,
12.746711,
12.746711,
12.746711,
12.746711,
12.746711
],
[
-109611,
-73828,
-138300,
-77402,
-55849,
-109757
],
[
1.888785,
2.579468,
1.170299,
1.586694,
2.426444,
0.842468
],
[
62,
31,
31,
62,
31,
31
],
[
28,
15,
13,
28,
15,
13
],
[
34,
16,
18,
34,
16,
18
],
[
45.16129,
48.387097,
41.935484,
45.16129,
48.387097,
41.935484
],
[
2.293524,
2.751432,
1.620414,
1.9267,
2.588207,
1.166494
],
[
198451,
198451,
55788,
128382,
128382,
48369
],
[
-68921,
-49219,
-68921,
-49016,
-34188,
-49016
],
[
54,
67,
41,
54,
67,
41
],
[
77,
86,
65,
77,
86,
65
],
[
36,
49,
24,
36,
49,
24
],
[
3388,
2098,
1290,
3388,
2098,
1290
],
[
76.11674,
340.61674,
0,
76.11674,
340.61674,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148256,
481760,
-200555,
-279308,
-111033,
-582287
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3744,
"evaluation_days": 1872,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1606564800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759157286335,
"expiration_time": 1763999424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 48,
"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) |
|---|