| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 316346.1786 | 391667.0242 | -75320.8456 | -85776.0185 | -18442.6471 | -67333.3714 |
| Total P&L (%) | 316.3462 | 391.667 | -75.3208 | -85.776 | -18.4426 | -67.3334 |
| Avg Daily Profit (%) | 0.1685 | 0.2087 | -0.0401 | -0.1038 | -0.0109 | -0.0596 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -232583 | -145883 | -172901 | -129551 | -107873 | -121596 |
| Profit Factor | 1.1751 | 1.5153 | 0.928 | 0.8418 | 0.9271 | 0.7674 |
| Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
| Winning Trades | 201 | 105 | 96 | 201 | 105 | 96 |
| Losing Trades | 184 | 88 | 96 | 184 | 88 | 96 |
| Profitability (%) | 52.2078 | 54.4041 | 50 | 52.2078 | 54.4041 | 50 |
| Ratio Avg Win / Avg Loss | 1.0757 | 1.27 | 0.928 | 0.7706 | 0.777 | 0.7674 |
| Largest Winning Trade | 126061 | 126061 | 42854 | 42097 | 42097 | 24932 |
| Largest Losing Trade | -71491 | -51693 | -71491 | -94169 | -52486 | -94169 |
| Avg Bars in Trades | 9 | 9 | 8 | 9 | 9 | 8 |
| Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
| Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
| Bars Traded | 3508 | 1819 | 1689 | 3508 | 1819 | 1689 |
| Profit Streak | 38.652 | 38.652 | 56.652 | 38.652 | 38.652 | 56.652 |
| Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -16432 | 425846 | -578528 | -576634 | -578043 | -578528 |
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3754,
"evaluation_days": 1877,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1607299200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759592335265,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 7,
"offset": 111
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 224,
"offset": 5
}
}
} {
"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": [
[
316346.1786135547,
391667.0241952109,
-75320.8455816563,
-85776.0185189681,
-18442.647133496,
-67333.3713854721
],
[
316.346179,
391.667024,
-75.320846,
-85.776019,
-18.442647,
-67.333371
],
[
0.168538,
0.208667,
-0.040128,
-0.103848,
-0.010861,
-0.059589
],
[
10,
10,
10,
10,
10,
10
],
[
-232583,
-145883,
-172901,
-129551,
-107873,
-121596
],
[
1.17509,
1.515314,
0.928041,
0.841832,
0.927058,
0.767392
],
[
385,
193,
192,
385,
193,
192
],
[
201,
105,
96,
201,
105,
96
],
[
184,
88,
96,
184,
88,
96
],
[
52.207792,
54.404145,
50,
52.207792,
54.404145,
50
],
[
1.075704,
1.269978,
0.928041,
0.770633,
0.776963,
0.767392
],
[
126061,
126061,
42854,
42097,
42097,
24932
],
[
-71491,
-51693,
-71491,
-94169,
-52486,
-94169
],
[
9,
9,
8,
9,
9,
8
],
[
9,
9,
9,
9,
9,
9
],
[
9,
9,
8,
9,
9,
8
],
[
3508,
1819,
1689,
3508,
1819,
1689
],
[
38.652028,
38.652028,
56.652028,
38.652028,
38.652029,
56.652029
],
[
6,
3,
5,
6,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16432,
425846,
-578528,
-576634,
-578043,
-578528
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3754,
"evaluation_days": 1877,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1607299200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759592335265,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 7,
"offset": 111
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 224,
"offset": 5
}
}
}
| # | 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) |
|---|