| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 546091.3715 | 311772.4946 | 234318.8769 | 4541422.3293 | 1302968.8116 | 3238453.5178 |
| Total P&L (%) | 546.0914 | 311.7725 | 234.3189 | 4541.4223 | 1302.9688 | 3238.4535 |
| Avg Daily Profit (%) | 0.2914 | 0.1664 | 0.125 | 0.205 | 0.141 | 0.1874 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71228 | -79471 | -44350 | -1785297 | -1612323 | -1735068 |
| Profit Factor | 2.2942 | 2.2849 | 2.3067 | 1.4723 | 1.2356 | 1.7925 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
| Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
| Profitability (%) | 60.3604 | 55.3571 | 65.4545 | 60.3604 | 55.3571 | 65.4545 |
| Ratio Avg Win / Avg Loss | 1.5066 | 1.8426 | 1.2174 | 0.9669 | 0.9965 | 0.9461 |
| Largest Winning Trade | 87542 | 87542 | 41114 | 905069 | 905069 | 882505 |
| Largest Losing Trade | -34698 | -25057 | -34698 | -1390760 | -632763 | -1390760 |
| Avg Bars in Trades | 48 | 42 | 54 | 48 | 42 | 54 |
| Avg Bars in Winners | 45 | 40 | 48 | 45 | 40 | 48 |
| Avg Bars in Losers | 54 | 45 | 65 | 54 | 45 | 65 |
| Bars Traded | 5392 | 2388 | 3004 | 5392 | 2388 | 3004 |
| 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 | 533694 | -167677 | -200861 | 330779 | -185677 | -169500 |
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5622,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1601654400000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758960854540,
"expiration_time": 1763788608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 6,
"offset": 0,
"multiplier": 4.1873
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 161,
"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": [
[
546091.3715254324,
311772.4946037158,
234318.8769217168,
4541422.329344356,
1302968.8115627174,
3238453.5177816395
],
[
546.091372,
311.772495,
234.318877,
4541.422329,
1302.968812,
3238.453518
],
[
0.291404,
0.166367,
0.125037,
0.204991,
0.141037,
0.187373
],
[
10,
10,
10,
10,
10,
10
],
[
-71228,
-79471,
-44350,
-1785297,
-1612323,
-1735068
],
[
2.29415,
2.28486,
2.306722,
1.472266,
1.235614,
1.792543
],
[
111,
56,
55,
111,
56,
55
],
[
67,
31,
36,
67,
31,
36
],
[
44,
25,
19,
44,
25,
19
],
[
60.36036,
55.357143,
65.454545,
60.36036,
55.357143,
65.454545
],
[
1.506606,
1.842629,
1.217436,
0.966861,
0.996463,
0.946065
],
[
87542,
87542,
41114,
905069,
905069,
882505
],
[
-34698,
-25057,
-34698,
-1390760,
-632763,
-1390760
],
[
48,
42,
54,
48,
42,
54
],
[
45,
40,
48,
45,
40,
48
],
[
54,
45,
65,
54,
45,
65
],
[
5392,
2388,
3004,
5392,
2388,
3004
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
533694,
-167677,
-200861,
330779,
-185677,
-169500
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5622,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1601654400000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758960854540,
"expiration_time": 1763788608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 6,
"offset": 0,
"multiplier": 4.1873
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 161,
"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) |
|---|