| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 424664.3681 | 389524.7999 | 35139.5682 | 52546.0368 | 374817.6451 | -322271.6083 |
| Total P&L (%) | 424.6644 | 389.5248 | 35.1396 | 52.546 | 374.8176 | -322.2716 |
| Avg Daily Profit (%) | 0.227 | 0.2082 | 0.0188 | 0.0226 | 0.0833 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -178617 | -134865 | -137905 | -2978827 | -1885912 | -1670981 |
| Profit Factor | 1.1816 | 1.3272 | 1.0306 | 1.0029 | 1.0388 | 0.9625 |
| Total Trades | 1041 | 521 | 520 | 1041 | 521 | 520 |
| Winning Trades | 464 | 230 | 234 | 464 | 230 | 234 |
| Losing Trades | 577 | 291 | 286 | 577 | 291 | 286 |
| Profitability (%) | 44.5725 | 44.1459 | 45 | 44.5725 | 44.1459 | 45 |
| Ratio Avg Win / Avg Loss | 1.4693 | 1.6792 | 1.2596 | 1.2471 | 1.3143 | 1.1763 |
| Largest Winning Trade | 131114 | 131114 | 32188 | 706069 | 706069 | 453663 |
| Largest Losing Trade | -31431 | -31431 | -29239 | -625528 | -625528 | -397323 |
| Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
| Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
| Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
| Bars Traded | 22341 | 11265 | 11076 | 22341 | 11265 | 11076 |
| Profit Streak | 0 | 0 | 13.5351 | 0 | 0 | 13.5351 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -9033 | 331937 | -355289 | -377298 | -259443 | -577116 |
{
"trading_pair": "YFI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22448,
"evaluation_days": 1870.67,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597413600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758855036031,
"expiration_time": 1764540921600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 50,
"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": [
[
424664.3681468671,
389524.7999475905,
35139.5681992749,
52546.0367961471,
374817.6451287928,
-322271.6083326474
],
[
424.664368,
389.5248,
35.139568,
52.546037,
374.817645,
-322.271608
],
[
0.227012,
0.208227,
0.018784,
0.022577,
0.083308,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-178617,
-134865,
-137905,
-2978827,
-1885912,
-1670981
],
[
1.181557,
1.327175,
1.030598,
1.002879,
1.038768,
0.962452
],
[
1041,
521,
520,
1041,
521,
520
],
[
464,
230,
234,
464,
230,
234
],
[
577,
291,
286,
577,
291,
286
],
[
44.572526,
44.145873,
45,
44.572526,
44.145873,
45
],
[
1.469307,
1.679164,
1.259619,
1.247115,
1.314267,
1.17633
],
[
131114,
131114,
32188,
706069,
706069,
453663
],
[
-31431,
-31431,
-29239,
-625528,
-625528,
-397323
],
[
21,
21,
21,
21,
21,
21
],
[
27,
26,
28,
27,
26,
28
],
[
16,
17,
15,
16,
17,
15
],
[
22341,
11265,
11076,
22341,
11265,
11076
],
[
0,
0,
13.535139,
0,
0,
13.535139
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-9033,
331937,
-355289,
-377298,
-259443,
-577116
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22448,
"evaluation_days": 1870.67,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597413600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758855036031,
"expiration_time": 1764540921600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 50,
"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) |
|---|