| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 364262.9299 | 272963.2273 | 91299.7026 | 74599.6865 | -600421.1284 | 675020.8149 |
| Total P&L (%) | 364.2629 | 272.9632 | 91.2997 | 74.5997 | -600.4211 | 675.0208 |
| Avg Daily Profit (%) | 0.1932 | 0.1448 | 0.0484 | 0.0296 | 0 | 0.1087 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128075 | -124300 | -75747 | -1579747 | -1638002 | -423239 |
| Profit Factor | 1.29 | 1.3323 | 1.21 | 1.0097 | 0.892 | 1.3187 |
| Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
| Winning Trades | 243 | 112 | 131 | 243 | 112 | 131 |
| Losing Trades | 159 | 89 | 70 | 159 | 89 | 70 |
| Profitability (%) | 60.4478 | 55.7214 | 65.1741 | 60.4478 | 55.7214 | 65.1741 |
| Ratio Avg Win / Avg Loss | 0.8441 | 1.0587 | 0.6466 | 0.6607 | 0.7088 | 0.7046 |
| Largest Winning Trade | 84396 | 84396 | 36394 | 268179 | 268179 | 181943 |
| Largest Losing Trade | -53619 | -43079 | -53619 | -536295 | -536295 | -245763 |
| Avg Bars in Trades | 18 | 30 | 6 | 18 | 30 | 6 |
| Avg Bars in Winners | 13 | 22 | 5 | 13 | 22 | 5 |
| Avg Bars in Losers | 26 | 41 | 7 | 26 | 41 | 7 |
| Bars Traded | 7458 | 6196 | 1262 | 7458 | 6196 | 1262 |
| Profit Streak | 6.876 | 0 | 7.126 | 6.876 | 0 | 7.126 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 372177 | 64472 | -126934 | -360467 | -579539 | -45512 |
{
"trading_pair": "YFI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7540,
"evaluation_days": 1885,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1598097600000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759914083501,
"expiration_time": 1764789120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 5,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 49,
"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": [
[
364262.9298872212,
272963.2272528039,
91299.7026344173,
74599.6864665201,
-600421.1284269434,
675020.8148934626
],
[
364.26293,
272.963227,
91.299703,
74.599686,
-600.421128,
675.020815
],
[
0.193243,
0.144808,
0.048435,
0.029571,
0,
0.108691
],
[
10,
10,
10,
10,
10,
10
],
[
-128075,
-124300,
-75747,
-1579747,
-1638002,
-423239
],
[
1.289987,
1.332331,
1.209994,
1.009714,
0.892033,
1.31865
],
[
402,
201,
201,
402,
201,
201
],
[
243,
112,
131,
243,
112,
131
],
[
159,
89,
70,
159,
89,
70
],
[
60.447761,
55.721393,
65.174129,
60.447761,
55.721393,
65.174129
],
[
0.844066,
1.058727,
0.646562,
0.660677,
0.708848,
0.704622
],
[
84396,
84396,
36394,
268179,
268179,
181943
],
[
-53619,
-43079,
-53619,
-536295,
-536295,
-245763
],
[
18,
30,
6,
18,
30,
6
],
[
13,
22,
5,
13,
22,
5
],
[
26,
41,
7,
26,
41,
7
],
[
7458,
6196,
1262,
7458,
6196,
1262
],
[
6.875966,
0,
7.125966,
6.875966,
0,
7.125966
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
372177,
64472,
-126934,
-360467,
-579539,
-45512
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7540,
"evaluation_days": 1885,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1598097600000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759914083501,
"expiration_time": 1764789120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 5,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 49,
"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) |
|---|