Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436520.397 | 411983.301 | 24537.096 | 3201.3314 | 76351.9888 | -73150.6574 |
Total P&L (%) | 436.5204 | 411.9833 | 24.5371 | 3.2013 | 76.352 | -73.1507 |
Avg Daily Profit (%) | 0.2318 | 0.2188 | 0.013 | 0.0017 | 0.0301 | -0.0698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210917 | -174311 | -202217 | -1656802 | -926796 | -1040696 |
Profit Factor | 1.167 | 1.3342 | 1.0178 | 1.0006 | 1.0279 | 0.9744 |
Total Trades | 1198 | 599 | 599 | 1198 | 599 | 599 |
Winning Trades | 583 | 287 | 296 | 583 | 287 | 296 |
Losing Trades | 615 | 312 | 303 | 615 | 312 | 303 |
Profitability (%) | 48.6644 | 47.9132 | 49.4157 | 48.6644 | 47.9132 | 49.4157 |
Ratio Avg Win / Avg Loss | 1.231 | 1.4504 | 1.0418 | 1.0555 | 1.1175 | 0.9975 |
Largest Winning Trade | 132146 | 132146 | 37107 | 442776 | 442776 | 296969 |
Largest Losing Trade | -76663 | -23069 | -76663 | -450767 | -187507 | -450767 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 22526 | 11313 | 11212 | 22526 | 11313 | 11212 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22965 | 364112 | -377660 | -570259 | -340409 | -578153 |
{ "trading_pair": "YFI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22599, "evaluation_days": 1883.25, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597212000000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759811538777, "expiration_time": 1765667260800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.30869 } } }
{ "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": [ [ 436520.3969978469, 411983.3010170812, 24537.0959807659, 3201.3314410483, 76351.9888088712, -73150.6573678232 ], [ 436.520397, 411.983301, 24.537096, 3.201331, 76.351989, -73.150657 ], [ 0.231791, 0.218762, 0.013029, 0.001673, 0.030129, -0.069798 ], [ 10, 10, 10, 10, 10, 10 ], [ -210917, -174311, -202217, -1656802, -926796, -1040696 ], [ 1.16698, 1.33415, 1.017764, 1.000572, 1.02792, 0.974407 ], [ 1198, 599, 599, 1198, 599, 599 ], [ 583, 287, 296, 583, 287, 296 ], [ 615, 312, 303, 615, 312, 303 ], [ 48.664441, 47.913189, 49.415693, 48.664441, 47.913189, 49.415693 ], [ 1.231034, 1.450365, 1.041833, 1.055492, 1.117461, 0.997451 ], [ 132146, 132146, 37107, 442776, 442776, 296969 ], [ -76663, -23069, -76663, -450767, -187507, -450767 ], [ 18, 18, 18, 18, 18, 18 ], [ 18, 19, 18, 18, 19, 18 ], [ 18, 18, 18, 18, 18, 18 ], [ 22526, 11313, 11212, 22526, 11313, 11212 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -22965, 364112, -377660, -570259, -340409, -578153 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22599, "evaluation_days": 1883.25, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597212000000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759811538777, "expiration_time": 1765667260800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.30869 } } }
# | 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) |
---|