Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290124.6537 | 245719.6601 | 44404.9935 | 3646.2416 | 53953.8547 | -50307.6131 |
Total P&L (%) | 290.1247 | 245.7197 | 44.405 | 3.6462 | 53.9539 | -50.3076 |
Avg Daily Profit (%) | 0.154 | 0.1304 | 0.0236 | 0.0019 | 0.0229 | -0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155733 | -98456 | -86877 | -816007 | -437808 | -455518 |
Profit Factor | 1.2996 | 1.4637 | 1.1013 | 1.0014 | 1.0416 | 0.9622 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 172 | 90 | 82 | 172 | 90 | 82 |
Losing Trades | 180 | 86 | 94 | 180 | 86 | 94 |
Profitability (%) | 48.8636 | 51.1364 | 46.5909 | 48.8636 | 51.1364 | 46.5909 |
Ratio Avg Win / Avg Loss | 1.36 | 1.3986 | 1.2624 | 1.048 | 0.9953 | 1.103 |
Largest Winning Trade | 188584 | 188584 | 46410 | 178364 | 156458 | 178364 |
Largest Losing Trade | -48558 | -40170 | -48558 | -357643 | -135966 | -357643 |
Avg Bars in Trades | 30 | 37 | 23 | 30 | 37 | 23 |
Avg Bars in Winners | 37 | 41 | 32 | 37 | 41 | 32 |
Avg Bars in Losers | 24 | 33 | 15 | 24 | 33 | 15 |
Bars Traded | 10804 | 6656 | 4147 | 10804 | 6656 | 4147 |
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 | 313470 | -17309 | -273044 | -573651 | -339277 | -579793 |
{ "trading_pair": "YFI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11304, "evaluation_days": 1884, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759828064704, "expiration_time": 1764707328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 231 } }, "second_band": { "type": "wma", "factors": { "length": 187, "offset": 231 } } }
{ "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": [ [ 290124.6536798457, 245719.6601331413, 44404.9935467046, 3646.241620279, 53953.8547449513, -50307.6131246721 ], [ 290.124654, 245.71966, 44.404994, 3.646242, 53.953855, -50.307613 ], [ 0.153994, 0.130424, 0.02357, 0.001901, 0.022905, -0.037112 ], [ 10, 10, 10, 10, 10, 10 ], [ -155733, -98456, -86877, -816007, -437808, -455518 ], [ 1.299565, 1.463693, 1.10125, 1.001388, 1.041581, 0.962182 ], [ 352, 176, 176, 352, 176, 176 ], [ 172, 90, 82, 172, 90, 82 ], [ 180, 86, 94, 180, 86, 94 ], [ 48.863636, 51.136364, 46.590909, 48.863636, 51.136364, 46.590909 ], [ 1.36001, 1.39864, 1.262408, 1.047964, 0.995288, 1.102989 ], [ 188584, 188584, 46410, 178364, 156458, 178364 ], [ -48558, -40170, -48558, -357643, -135966, -357643 ], [ 30, 37, 23, 30, 37, 23 ], [ 37, 41, 32, 37, 41, 32 ], [ 24, 33, 15, 24, 33, 15 ], [ 10804, 6656, 4147, 10804, 6656, 4147 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313470, -17309, -273044, -573651, -339277, -579793 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11304, "evaluation_days": 1884, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759828064704, "expiration_time": 1764707328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 231 } }, "second_band": { "type": "wma", "factors": { "length": 187, "offset": 231 } } }
# | 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) |
---|