| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 413898.0613 | 267475.8191 | 146422.2422 | 437386.909 | 102464.5374 | 334922.3716 |
| Total P&L (%) | 413.8981 | 267.4758 | 146.4222 | 437.3869 | 102.4645 | 334.9224 |
| Avg Daily Profit (%) | 0.2195 | 0.1419 | 0.0777 | 0.0892 | 0.0374 | 0.078 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78522 | -54177 | -102821 | -438658 | -294509 | -242111 |
| Profit Factor | 1.6759 | 1.7676 | 1.5548 | 1.2349 | 1.0924 | 1.4443 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
| Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
| Profitability (%) | 41.9355 | 35.0649 | 48.7179 | 41.9355 | 35.0649 | 48.7179 |
| Ratio Avg Win / Avg Loss | 2.3204 | 3.2733 | 1.6366 | 1.7098 | 2.023 | 1.5203 |
| Largest Winning Trade | 169832 | 169832 | 36636 | 356332 | 356332 | 188855 |
| Largest Losing Trade | -37098 | -36128 | -37098 | -234986 | -234986 | -175145 |
| Avg Bars in Trades | 47 | 50 | 43 | 47 | 50 | 43 |
| Avg Bars in Winners | 69 | 78 | 63 | 69 | 78 | 63 |
| Avg Bars in Losers | 30 | 35 | 24 | 30 | 35 | 24 |
| Bars Traded | 7293 | 3909 | 3385 | 7293 | 3909 | 3385 |
| 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 | 310999 | -48050 | -121455 | -75353 | -308409 | -121680 |
{
"trading_pair": "YFI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7541,
"evaluation_days": 1885.25,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1601035200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759949260234,
"expiration_time": 1764811368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 19,
"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": [
[
413898.0613158285,
267475.819071074,
146422.2422447546,
437386.9089911749,
102464.5374189016,
334922.3715722737
],
[
413.898061,
267.475819,
146.422242,
437.386909,
102.464537,
334.922372
],
[
0.219545,
0.141878,
0.077667,
0.089235,
0.037424,
0.078004
],
[
10,
10,
10,
10,
10,
10
],
[
-78522,
-54177,
-102821,
-438658,
-294509,
-242111
],
[
1.675879,
1.767604,
1.554778,
1.234863,
1.092437,
1.444297
],
[
155,
77,
78,
155,
77,
78
],
[
65,
27,
38,
65,
27,
38
],
[
90,
50,
40,
90,
50,
40
],
[
41.935484,
35.064935,
48.717949,
41.935484,
35.064935,
48.717949
],
[
2.320448,
3.273341,
1.636608,
1.70981,
2.023031,
1.520313
],
[
169832,
169832,
36636,
356332,
356332,
188855
],
[
-37098,
-36128,
-37098,
-234986,
-234986,
-175145
],
[
47,
50,
43,
47,
50,
43
],
[
69,
78,
63,
69,
78,
63
],
[
30,
35,
24,
30,
35,
24
],
[
7293,
3909,
3385,
7293,
3909,
3385
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310999,
-48050,
-121455,
-75353,
-308409,
-121680
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7541,
"evaluation_days": 1885.25,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1601035200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759949260234,
"expiration_time": 1764811368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 19,
"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) |
|---|