Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285937.8425 | 184155.0963 | 101782.7462 | 77895.6475 | 42887.8373 | 35007.8102 |
Total P&L (%) | 285.9378 | 184.1551 | 101.7827 | 77.8956 | 42.8878 | 35.0078 |
Avg Daily Profit (%) | 0.1527 | 0.0983 | 0.0543 | 0.0308 | 0.0191 | 0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131370 | -120872 | -71941 | -552982 | -459523 | -309118 |
Profit Factor | 1.2802 | 1.3047 | 1.2446 | 1.0281 | 1.0265 | 1.0304 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 158 | 82 | 76 | 158 | 82 | 76 |
Profitability (%) | 44.7552 | 42.6573 | 46.8531 | 44.7552 | 42.6573 | 46.8531 |
Ratio Avg Win / Avg Loss | 1.5803 | 1.7539 | 1.4118 | 1.2691 | 1.3798 | 1.1688 |
Largest Winning Trade | 68735 | 68735 | 32591 | 124201 | 124201 | 113352 |
Largest Losing Trade | -69528 | -69528 | -25124 | -189858 | -189858 | -97044 |
Avg Bars in Trades | 19 | 28 | 9 | 19 | 28 | 9 |
Avg Bars in Winners | 15 | 21 | 11 | 15 | 21 | 11 |
Avg Bars in Losers | 22 | 34 | 8 | 22 | 34 | 8 |
Bars Traded | 5527 | 4103 | 1424 | 5527 | 4103 | 1424 |
Profit Streak | 6.7065 | 0 | 8.0398 | 6.7065 | 0 | 8.0398 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313634 | -63240 | -121051 | -340998 | -363528 | -361666 |
{ "trading_pair": "YFI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597046400000, "first_datapoint_time": 1598515200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758877039844, "expiration_time": 1763699616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 52, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 285937.8425422478, 184155.0962934297, 101782.7462488183, 77895.6474851682, 42887.8372516415, 35007.8102335266 ], [ 285.937843, 184.155096, 101.782746, 77.895647, 42.887837, 35.00781 ], [ 0.152663, 0.098321, 0.054342, 0.030759, 0.019056, 0.016027 ], [ 10, 10, 10, 10, 10, 10 ], [ -131370, -120872, -71941, -552982, -459523, -309118 ], [ 1.280206, 1.304714, 1.24461, 1.028092, 1.026469, 1.030373 ], [ 286, 143, 143, 286, 143, 143 ], [ 128, 61, 67, 128, 61, 67 ], [ 158, 82, 76, 158, 82, 76 ], [ 44.755245, 42.657343, 46.853147, 44.755245, 42.657343, 46.853147 ], [ 1.580254, 1.753877, 1.411796, 1.269051, 1.379844, 1.168781 ], [ 68735, 68735, 32591, 124201, 124201, 113352 ], [ -69528, -69528, -25124, -189858, -189858, -97044 ], [ 19, 28, 9, 19, 28, 9 ], [ 15, 21, 11, 15, 21, 11 ], [ 22, 34, 8, 22, 34, 8 ], [ 5527, 4103, 1424, 5527, 4103, 1424 ], [ 6.70648, 0, 8.039813, 6.70648, 0, 8.039813 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313634, -63240, -121051, -340998, -363528, -361666 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597046400000, "first_datapoint_time": 1598515200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758877039844, "expiration_time": 1763699616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 52, "offset": 0, "scalar": 1 } } }
# | 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) |
---|