Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373057.1964 | 294048.9785 | 79008.218 | 203017.9529 | 616126.6376 | -413108.6847 |
Total P&L (%) | 373.0572 | 294.049 | 79.0082 | 203.018 | 616.1266 | -413.1087 |
Avg Daily Profit (%) | 0.1994 | 0.1572 | 0.0422 | 0.0593 | 0.1053 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188432 | -76177 | -150111 | -800728 | -192997 | -752075 |
Profit Factor | 1.2562 | 1.5482 | 1.0859 | 1.0534 | 1.4652 | 0.8332 |
Total Trades | 614 | 307 | 307 | 614 | 307 | 307 |
Winning Trades | 254 | 122 | 132 | 254 | 122 | 132 |
Losing Trades | 360 | 185 | 175 | 360 | 185 | 175 |
Profitability (%) | 41.3681 | 39.7394 | 42.9967 | 41.3681 | 39.7394 | 42.9967 |
Ratio Avg Win / Avg Loss | 1.7805 | 2.3477 | 1.4397 | 1.493 | 2.2218 | 1.1046 |
Largest Winning Trade | 110509 | 110509 | 63411 | 306883 | 306883 | 190681 |
Largest Losing Trade | -40963 | -28219 | -40963 | -218140 | -67049 | -218140 |
Avg Bars in Trades | 36 | 18 | 54 | 36 | 18 | 54 |
Avg Bars in Winners | 52 | 26 | 76 | 52 | 26 | 76 |
Avg Bars in Losers | 24 | 12 | 37 | 24 | 12 | 37 |
Bars Traded | 22233 | 5534 | 16699 | 22233 | 5534 | 16699 |
Profit Streak | 6.2017 | 6.2017 | 8.035 | 6.2017 | 6.2017 | 8.035 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344229 | 287956 | -263054 | -274511 | -51759 | -579653 |
{ "trading_pair": "YFI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22448, "evaluation_days": 1870.67, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597824000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758855026490, "expiration_time": 1764540921600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 107, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 172, "offset": 0, "std": 3.4499 } } }
{ "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": [ [ 373057.1964422447, 294048.9784790521, 79008.2179631926, 203017.9529197922, 616126.637581034, -413108.6846612418 ], [ 373.057196, 294.048978, 79.008218, 203.017953, 616.126638, -413.108685 ], [ 0.199424, 0.157189, 0.042235, 0.059281, 0.105295, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -188432, -76177, -150111, -800728, -192997, -752075 ], [ 1.256222, 1.548194, 1.085916, 1.05342, 1.465205, 0.833155 ], [ 614, 307, 307, 614, 307, 307 ], [ 254, 122, 132, 254, 122, 132 ], [ 360, 185, 175, 360, 185, 175 ], [ 41.368078, 39.739414, 42.996743, 41.368078, 39.739414, 42.996743 ], [ 1.780472, 2.347671, 1.439662, 1.493036, 2.221827, 1.104562 ], [ 110509, 110509, 63411, 306883, 306883, 190681 ], [ -40963, -28219, -40963, -218140, -67049, -218140 ], [ 36, 18, 54, 36, 18, 54 ], [ 52, 26, 76, 52, 26, 76 ], [ 24, 12, 37, 24, 12, 37 ], [ 22233, 5534, 16699, 22233, 5534, 16699 ], [ 6.201695, 6.201695, 8.035029, 6.201695, 6.201695, 8.035029 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344229, 287956, -263054, -274511, -51759, -579653 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22448, "evaluation_days": 1870.67, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597824000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758855026490, "expiration_time": 1764540921600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 107, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 172, "offset": 0, "std": 3.4499 } } }
# | 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) |
---|