| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 348323.354 | 207890.1306 | 140433.2235 | 255224.7041 | 221690.5091 | 33534.195 |
| Total P&L (%) | 348.3234 | 207.8901 | 140.4332 | 255.2247 | 221.6905 | 33.5342 |
| Avg Daily Profit (%) | 0.1845 | 0.1101 | 0.0744 | 0.0672 | 0.0619 | 0.0153 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75764 | -83122 | -74630 | -507568 | -373841 | -437943 |
| Profit Factor | 1.3142 | 1.3816 | 1.2491 | 1.0508 | 1.0943 | 1.0125 |
| Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
| Winning Trades | 134 | 61 | 73 | 134 | 61 | 73 |
| Losing Trades | 161 | 87 | 74 | 161 | 87 | 74 |
| Profitability (%) | 45.4237 | 41.2162 | 49.6599 | 45.4237 | 41.2162 | 49.6599 |
| Ratio Avg Win / Avg Loss | 1.579 | 1.9705 | 1.2662 | 1.2625 | 1.5607 | 1.0264 |
| Largest Winning Trade | 57856 | 57856 | 37113 | 216492 | 216492 | 124118 |
| Largest Losing Trade | -41712 | -37261 | -41712 | -308722 | -184415 | -308722 |
| Avg Bars in Trades | 12 | 10 | 14 | 12 | 10 | 14 |
| Avg Bars in Winners | 15 | 11 | 17 | 15 | 11 | 17 |
| Avg Bars in Losers | 10 | 8 | 12 | 10 | 8 | 12 |
| Bars Traded | 3698 | 1511 | 2187 | 3698 | 1511 | 2187 |
| Profit Streak | 21.8603 | 21.8603 | 22.8603 | 21.8603 | 21.8603 | 22.8603 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 354904 | -47048 | -93329 | -266844 | -228717 | -381390 |
{
"trading_pair": "YFI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3776,
"evaluation_days": 1888,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597924800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760171926905,
"expiration_time": 1765034496000,
"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": "hilo",
"factors": {
"length": 0,
"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": [
[
348323.3540460246,
207890.1305713572,
140433.2234746673,
255224.7040967229,
221690.5091031763,
33534.1949935464
],
[
348.323354,
207.890131,
140.433223,
255.224704,
221.690509,
33.534195
],
[
0.184493,
0.110111,
0.074382,
0.067161,
0.061906,
0.015318
],
[
10,
10,
10,
10,
10,
10
],
[
-75764,
-83122,
-74630,
-507568,
-373841,
-437943
],
[
1.314239,
1.381611,
1.249129,
1.050776,
1.094286,
1.012535
],
[
295,
148,
147,
295,
148,
147
],
[
134,
61,
73,
134,
61,
73
],
[
161,
87,
74,
161,
87,
74
],
[
45.423729,
41.216216,
49.659864,
45.423729,
41.216216,
49.659864
],
[
1.579048,
1.970494,
1.26624,
1.262499,
1.560703,
1.026405
],
[
57856,
57856,
37113,
216492,
216492,
124118
],
[
-41712,
-37261,
-41712,
-308722,
-184415,
-308722
],
[
12,
10,
14,
12,
10,
14
],
[
15,
11,
17,
15,
11,
17
],
[
10,
8,
12,
10,
8,
12
],
[
3698,
1511,
2187,
3698,
1511,
2187
],
[
21.860265,
21.860265,
22.860265,
21.860265,
21.860265,
22.860265
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354904,
-47048,
-93329,
-266844,
-228717,
-381390
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3776,
"evaluation_days": 1888,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597924800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760171926905,
"expiration_time": 1765034496000,
"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": "hilo",
"factors": {
"length": 0,
"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) |
|---|