| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 374498.4211 | 365476.0012 | 9022.4198 | -14039.1215 | 77219.7108 | -91258.8323 |
| Total P&L (%) | 374.4984 | 365.476 | 9.0224 | -14.0391 | 77.2197 | -91.2588 |
| Avg Daily Profit (%) | 0.1991 | 0.1943 | 0.0048 | -0.008 | 0.0304 | -0.1295 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -221971 | -113084 | -118383 | -2447813 | -1545671 | -1129454 |
| Profit Factor | 1.42 | 1.8446 | 1.0197 | 0.9983 | 1.0181 | 0.9773 |
| Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
| Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
| Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
| Profitability (%) | 52.1327 | 50 | 54.2857 | 52.1327 | 50 | 54.2857 |
| Ratio Avg Win / Avg Loss | 1.3038 | 1.8446 | 0.8587 | 0.9166 | 1.0181 | 0.823 |
| Largest Winning Trade | 176793 | 176793 | 35963 | 504136 | 504136 | 414645 |
| Largest Losing Trade | -67829 | -66819 | -67829 | -1044157 | -985790 | -1044157 |
| Avg Bars in Trades | 26 | 31 | 22 | 26 | 31 | 22 |
| Avg Bars in Winners | 21 | 24 | 19 | 21 | 24 | 19 |
| Avg Bars in Losers | 31 | 37 | 25 | 31 | 37 | 25 |
| Bars Traded | 5630 | 3298 | 2332 | 5630 | 3298 | 2332 |
| Profit Streak | 14.7311 | 14.7311 | 42.7311 | 14.7311 | 14.7311 | 42.7311 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401846 | 410017 | -550775 | -578045 | -352516 | -578796 |
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5644,
"evaluation_days": 1881.33,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1597046400000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759570367398,
"expiration_time": 1764441216000,
"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": "ssf",
"factors": {
"length": 151,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
374498.4210569052,
365476.0012217081,
9022.4198351969,
-14039.1215464741,
77219.7107887529,
-91258.8323352271
],
[
374.498421,
365.476001,
9.02242,
-14.039122,
77.219711,
-91.258832
],
[
0.19906,
0.194265,
0.004796,
-0.008041,
0.03042,
-0.129459
],
[
10,
10,
10,
10,
10,
10
],
[
-221971,
-113084,
-118383,
-2447813,
-1545671,
-1129454
],
[
1.420007,
1.844584,
1.01966,
0.998304,
1.018127,
0.977279
],
[
211,
106,
105,
211,
106,
105
],
[
110,
53,
57,
110,
53,
57
],
[
101,
53,
48,
101,
53,
48
],
[
52.132701,
50,
54.285714,
52.132701,
50,
54.285714
],
[
1.303824,
1.844584,
0.858661,
0.916624,
1.018127,
0.822972
],
[
176793,
176793,
35963,
504136,
504136,
414645
],
[
-67829,
-66819,
-67829,
-1044157,
-985790,
-1044157
],
[
26,
31,
22,
26,
31,
22
],
[
21,
24,
19,
21,
24,
19
],
[
31,
37,
25,
31,
37,
25
],
[
5630,
3298,
2332,
5630,
3298,
2332
],
[
14.731104,
14.731104,
42.731104,
14.731104,
14.731104,
42.731104
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401846,
410017,
-550775,
-578045,
-352516,
-578796
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5644,
"evaluation_days": 1881.33,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1597046400000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759570367398,
"expiration_time": 1764441216000,
"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": "ssf",
"factors": {
"length": 151,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|