| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 382622.9306 | 225180.1384 | 157442.7922 | 434880.4002 | 118220.0773 | 316660.323 |
| Total P&L (%) | 382.6229 | 225.1801 | 157.4428 | 434.8804 | 118.2201 | 316.6603 |
| Avg Daily Profit (%) | 0.2028 | 0.1193 | 0.0834 | 0.0889 | 0.0414 | 0.0757 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75627 | -64603 | -85390 | -703148 | -457908 | -419017 |
| Profit Factor | 1.5709 | 1.632 | 1.5016 | 1.1663 | 1.0805 | 1.2759 |
| Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
| Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
| Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
| Profitability (%) | 43.9153 | 40.4255 | 47.3684 | 43.9153 | 40.4255 | 47.3684 |
| Ratio Avg Win / Avg Loss | 2.0063 | 2.4051 | 1.6684 | 1.4894 | 1.5924 | 1.4176 |
| Largest Winning Trade | 124831 | 124831 | 51730 | 491579 | 491579 | 258255 |
| Largest Losing Trade | -39584 | -29013 | -39584 | -252598 | -201559 | -252598 |
| Avg Bars in Trades | 58 | 61 | 55 | 58 | 61 | 55 |
| Avg Bars in Winners | 87 | 93 | 81 | 87 | 93 | 81 |
| Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
| Bars Traded | 11016 | 5743 | 5273 | 11016 | 5743 | 5273 |
| 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 | 328282 | -34618 | -80446 | -113280 | -272501 | -93309 |
{
"trading_pair": "YFI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11321,
"evaluation_days": 1886.83,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1599465600000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760074391206,
"expiration_time": 1764959472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 24,
"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": [
[
382622.9306319561,
225180.1384325855,
157442.792199371,
434880.4002454322,
118220.0772735998,
316660.3229718322
],
[
382.622931,
225.180138,
157.442792,
434.8804,
118.220077,
316.660323
],
[
0.202786,
0.119343,
0.083443,
0.088912,
0.041365,
0.075663
],
[
10,
10,
10,
10,
10,
10
],
[
-75627,
-64603,
-85390,
-703148,
-457908,
-419017
],
[
1.570934,
1.632028,
1.501588,
1.166255,
1.08054,
1.275858
],
[
189,
94,
95,
189,
94,
95
],
[
83,
38,
45,
83,
38,
45
],
[
106,
56,
50,
106,
56,
50
],
[
43.915344,
40.425532,
47.368421,
43.915344,
40.425532,
47.368421
],
[
2.006253,
2.405094,
1.668431,
1.489434,
1.592375,
1.41762
],
[
124831,
124831,
51730,
491579,
491579,
258255
],
[
-39584,
-29013,
-39584,
-252598,
-201559,
-252598
],
[
58,
61,
55,
58,
61,
55
],
[
87,
93,
81,
87,
93,
81
],
[
35,
38,
31,
35,
38,
31
],
[
11016,
5743,
5273,
11016,
5743,
5273
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328282,
-34618,
-80446,
-113280,
-272501,
-93309
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11321,
"evaluation_days": 1886.83,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1599465600000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760074391206,
"expiration_time": 1764959472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 24,
"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) |
|---|