| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 625994.7761 | 448509.1781 | 177485.598 | 1573453.6245 | 1402040.4236 | 171413.2009 |
| Total P&L (%) | 625.9948 | 448.5092 | 177.4856 | 1573.4536 | 1402.0404 | 171.4132 |
| Avg Daily Profit (%) | 0.3323 | 0.2381 | 0.0942 | 0.1497 | 0.1439 | 0.053 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108747 | -82301 | -61621 | -677609 | -189378 | -677609 |
| Profit Factor | 2.4626 | 2.8669 | 1.9453 | 2.0812 | 3.7531 | 1.1812 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
| Profitability (%) | 57.3529 | 50 | 64.7059 | 57.3529 | 50 | 64.7059 |
| Ratio Avg Win / Avg Loss | 1.8312 | 2.8669 | 1.0611 | 1.5475 | 3.7531 | 0.6443 |
| Largest Winning Trade | 279415 | 279415 | 61959 | 608851 | 608851 | 426592 |
| Largest Losing Trade | -43159 | -41028 | -43159 | -677609 | -158687 | -677609 |
| Avg Bars in Trades | 47 | 63 | 32 | 47 | 63 | 32 |
| Avg Bars in Winners | 63 | 96 | 38 | 63 | 96 | 38 |
| Avg Bars in Losers | 26 | 30 | 20 | 26 | 30 | 20 |
| Bars Traded | 3256 | 2162 | 1094 | 3256 | 2162 | 1094 |
| Profit Streak | 89.9334 | 128.4334 | 0 | 89.9334 | 128.4334 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -98126 | 517015 | -62724 | -100875 | 263505 | -143123 |
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3768,
"evaluation_days": 1884,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1606694400000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760221445198,
"expiration_time": 1765067328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 54,
"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": [
[
625994.7761237683,
448509.1780939279,
177485.5980298408,
1573453.6244782703,
1402040.4235744227,
171413.2009038476
],
[
625.994776,
448.509178,
177.485598,
1573.453624,
1402.040424,
171.413201
],
[
0.332269,
0.238062,
0.094207,
0.149659,
0.143915,
0.053012
],
[
10,
10,
10,
10,
10,
10
],
[
-108747,
-82301,
-61621,
-677609,
-189378,
-677609
],
[
2.462588,
2.866903,
1.945267,
2.081175,
3.753118,
1.181186
],
[
68,
34,
34,
68,
34,
34
],
[
39,
17,
22,
39,
17,
22
],
[
29,
17,
12,
29,
17,
12
],
[
57.352941,
50,
64.705882,
57.352941,
50,
64.705882
],
[
1.831156,
2.866903,
1.061055,
1.54754,
3.753118,
0.644283
],
[
279415,
279415,
61959,
608851,
608851,
426592
],
[
-43159,
-41028,
-43159,
-677609,
-158687,
-677609
],
[
47,
63,
32,
47,
63,
32
],
[
63,
96,
38,
63,
96,
38
],
[
26,
30,
20,
26,
30,
20
],
[
3256,
2162,
1094,
3256,
2162,
1094
],
[
89.933393,
128.433393,
0,
89.933393,
128.433393,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-98126,
517015,
-62724,
-100875,
263505,
-143123
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3768,
"evaluation_days": 1884,
"actual_first_datapoint_time": 1597449600000,
"first_datapoint_time": 1606694400000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760221445198,
"expiration_time": 1765067328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 54,
"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) |
|---|