| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 516865.7474 | 362072.8192 | 154792.9282 | 618114.7976 | 345543.324 | 272571.4737 |
| Total P&L (%) | 516.8657 | 362.0728 | 154.7929 | 618.1148 | 345.5433 | 272.5715 |
| Avg Daily Profit (%) | 0.2745 | 0.1923 | 0.0822 | 0.1048 | 0.0794 | 0.0699 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142213 | -118710 | -45465 | -177125 | -198187 | -114254 |
| Profit Factor | 2.3002 | 2.7953 | 1.7903 | 1.6045 | 1.6504 | 1.5548 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Profitability (%) | 58.8235 | 58.8235 | 58.8235 | 58.8235 | 58.8235 | 58.8235 |
| Ratio Avg Win / Avg Loss | 1.6101 | 1.9567 | 1.2532 | 1.1232 | 1.1553 | 1.0884 |
| Largest Winning Trade | 147158 | 147158 | 54043 | 253361 | 208198 | 253361 |
| Largest Losing Trade | -79560 | -64001 | -79560 | -98420 | -98420 | -83248 |
| Avg Bars in Trades | 106 | 115 | 97 | 106 | 115 | 97 |
| Avg Bars in Winners | 113 | 118 | 108 | 113 | 118 | 108 |
| Avg Bars in Losers | 96 | 110 | 81 | 96 | 110 | 81 |
| Bars Traded | 7238 | 3919 | 3319 | 7238 | 3919 | 3319 |
| Profit Streak | 25.5757 | 31.3257 | 25.5757 | 25.5757 | 31.3257 | 25.5757 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -97837 | 540575 | -79246 | -161684 | -82825 | -96330 |
{
"trading_pair": "YFI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7532,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1600992000000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759736944706,
"expiration_time": 1764611136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 183,
"offset": 0,
"a": 0.90707
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 157,
"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": [
[
516865.7473942713,
362072.8191626293,
154792.9282316422,
618114.7976364214,
345543.3239633202,
272571.4736731014
],
[
516.865747,
362.072819,
154.792928,
618.114798,
345.543324,
272.571474
],
[
0.274491,
0.192285,
0.082205,
0.104753,
0.07938,
0.069874
],
[
10,
10,
10,
10,
10,
10
],
[
-142213,
-118710,
-45465,
-177125,
-198187,
-114254
],
[
2.300156,
2.795254,
1.790332,
1.604504,
1.650424,
1.554845
],
[
68,
34,
34,
68,
34,
34
],
[
40,
20,
20,
40,
20,
20
],
[
28,
14,
14,
28,
14,
14
],
[
58.823529,
58.823529,
58.823529,
58.823529,
58.823529,
58.823529
],
[
1.610109,
1.956678,
1.253232,
1.123153,
1.155296,
1.088392
],
[
147158,
147158,
54043,
253361,
208198,
253361
],
[
-79560,
-64001,
-79560,
-98420,
-98420,
-83248
],
[
106,
115,
97,
106,
115,
97
],
[
113,
118,
108,
113,
118,
108
],
[
96,
110,
81,
96,
110,
81
],
[
7238,
3919,
3319,
7238,
3919,
3319
],
[
25.575749,
31.325749,
25.575749,
25.575749,
31.325749,
25.575749
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97837,
540575,
-79246,
-161684,
-82825,
-96330
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7532,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1600992000000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759736944706,
"expiration_time": 1764611136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 183,
"offset": 0,
"a": 0.90707
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 157,
"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) |
|---|