Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463721.37 | 279939.9673 | 183781.4027 | 919287.0125 | 711203.5752 | 208083.4373 |
Total P&L (%) | 463.7214 | 279.94 | 183.7814 | 919.287 | 711.2036 | 208.0834 |
Avg Daily Profit (%) | 0.2473 | 0.1493 | 0.098 | 0.1239 | 0.1117 | 0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107866 | -62636 | -92694 | -1218120 | -530921 | -1372935 |
Profit Factor | 1.4724 | 1.6129 | 1.3502 | 1.116 | 1.2095 | 1.046 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 52.2059 | 51.4706 | 52.9412 | 52.2059 | 51.4706 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.348 | 1.5207 | 1.2002 | 1.0217 | 1.1404 | 0.9297 |
Largest Winning Trade | 61389 | 57094 | 61389 | 549787 | 466397 | 549787 |
Largest Losing Trade | -36272 | -25050 | -36272 | -492495 | -204259 | -492495 |
Avg Bars in Trades | 20 | 14 | 25 | 20 | 14 | 25 |
Avg Bars in Winners | 20 | 14 | 26 | 20 | 14 | 26 |
Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
Bars Traded | 5495 | 2010 | 3485 | 5495 | 2010 | 3485 |
Profit Streak | 12.8783 | 12.8783 | 14.5449 | 12.8783 | 12.8783 | 14.5449 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440316 | 367199 | -60670 | -117000 | -43029 | -283348 |
{ "trading_pair": "YFI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5625, "evaluation_days": 1875, "actual_first_datapoint_time": 1597046400000, "first_datapoint_time": 1598774400000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759035882169, "expiration_time": 1763877600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.61899 } }, "second_band": { "type": "zlma", "factors": { "length": 61, "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": [ [ 463721.3700095777, 279939.9673391057, 183781.4026704724, 919287.0124854712, 711203.57516473, 208083.4373207417 ], [ 463.72137, 279.939967, 183.781403, 919.287012, 711.203575, 208.083437 ], [ 0.247318, 0.149301, 0.098017, 0.1239, 0.111708, 0.060029 ], [ 10, 10, 10, 10, 10, 10 ], [ -107866, -62636, -92694, -1218120, -530921, -1372935 ], [ 1.472447, 1.61287, 1.350219, 1.116044, 1.209516, 1.045961 ], [ 272, 136, 136, 272, 136, 136 ], [ 142, 70, 72, 142, 70, 72 ], [ 130, 66, 64, 130, 66, 64 ], [ 52.205882, 51.470588, 52.941176, 52.205882, 51.470588, 52.941176 ], [ 1.348015, 1.520706, 1.200195, 1.02173, 1.140401, 0.929743 ], [ 61389, 57094, 61389, 549787, 466397, 549787 ], [ -36272, -25050, -36272, -492495, -204259, -492495 ], [ 20, 14, 25, 20, 14, 25 ], [ 20, 14, 26, 20, 14, 26 ], [ 19, 15, 24, 19, 15, 24 ], [ 5495, 2010, 3485, 5495, 2010, 3485 ], [ 12.878266, 12.878266, 14.544932, 12.878266, 12.878266, 14.544932 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440316, 367199, -60670, -117000, -43029, -283348 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5625, "evaluation_days": 1875, "actual_first_datapoint_time": 1597046400000, "first_datapoint_time": 1598774400000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759035882169, "expiration_time": 1763877600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.61899 } }, "second_band": { "type": "zlma", "factors": { "length": 61, "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) |
---|