| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 414768.0606 | 290148.1771 | 124619.8835 | 504633.06 | 205599.428 | 299033.6321 |
| Total P&L (%) | 414.7681 | 290.1482 | 124.6199 | 504.6331 | 205.5994 | 299.0336 |
| Avg Daily Profit (%) | 0.2196 | 0.1536 | 0.066 | 0.0953 | 0.0592 | 0.0733 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126561 | -62122 | -73836 | -711718 | -370339 | -349625 |
| Profit Factor | 1.9491 | 2.4297 | 1.5324 | 1.2451 | 1.1857 | 1.3143 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 55.6818 | 52.2727 | 59.0909 | 55.6818 | 52.2727 | 59.0909 |
| Ratio Avg Win / Avg Loss | 1.5513 | 2.2185 | 1.0609 | 0.991 | 1.0826 | 0.9099 |
| Largest Winning Trade | 181225 | 181225 | 34252 | 347599 | 347599 | 147473 |
| Largest Losing Trade | -65510 | -31811 | -65510 | -229228 | -201541 | -229228 |
| Avg Bars in Trades | 81 | 74 | 87 | 81 | 74 | 87 |
| Avg Bars in Winners | 80 | 80 | 80 | 80 | 80 | 80 |
| Avg Bars in Losers | 82 | 68 | 97 | 82 | 68 | 97 |
| Bars Traded | 7151 | 3288 | 3863 | 7151 | 3288 | 3863 |
| Profit Streak | 44.0617 | 0 | 48.8117 | 44.0617 | 0 | 48.8117 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 468570 | 439454 | -101541 | -65708 | -129847 | -94786 |
{
"trading_pair": "YFI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7556,
"evaluation_days": 1889,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1600840800000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760275728227,
"expiration_time": 1765145088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 176,
"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": [
[
414768.0606068815,
290148.1771169218,
124619.88348996,
504633.0600466817,
205599.427963262,
299033.6320834197
],
[
414.768061,
290.148177,
124.619883,
504.63306,
205.599428,
299.033632
],
[
0.21957,
0.153599,
0.065971,
0.095305,
0.059155,
0.073287
],
[
10,
10,
10,
10,
10,
10
],
[
-126561,
-62122,
-73836,
-711718,
-370339,
-349625
],
[
1.949129,
2.429734,
1.532427,
1.245144,
1.185691,
1.314339
],
[
88,
44,
44,
88,
44,
44
],
[
49,
23,
26,
49,
23,
26
],
[
39,
21,
18,
39,
21,
18
],
[
55.681818,
52.272727,
59.090909,
55.681818,
52.272727,
59.090909
],
[
1.551348,
2.218453,
1.060911,
0.991033,
1.082588,
0.909927
],
[
181225,
181225,
34252,
347599,
347599,
147473
],
[
-65510,
-31811,
-65510,
-229228,
-201541,
-229228
],
[
81,
74,
87,
81,
74,
87
],
[
80,
80,
80,
80,
80,
80
],
[
82,
68,
97,
82,
68,
97
],
[
7151,
3288,
3863,
7151,
3288,
3863
],
[
44.061669,
0,
48.811669,
44.061669,
0,
48.811669
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
468570,
439454,
-101541,
-65708,
-129847,
-94786
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7556,
"evaluation_days": 1889,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1600840800000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760275728227,
"expiration_time": 1765145088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 176,
"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) |
|---|