| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 461778.3892 | 264793.6626 | 196984.7266 | 1865583.1585 | 861485.978 | 1004097.1806 |
| Total P&L (%) | 461.7784 | 264.7937 | 196.9847 | 1865.5832 | 861.486 | 1004.0972 |
| Avg Daily Profit (%) | 0.2445 | 0.1402 | 0.1043 | 0.1578 | 0.1199 | 0.1272 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82867 | -81138 | -59452 | -539807 | -491398 | -225019 |
| Profit Factor | 2.1096 | 2.3291 | 1.908 | 1.8951 | 1.8105 | 1.9831 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Profitability (%) | 64.8936 | 65.9574 | 63.8298 | 64.8936 | 65.9574 | 63.8298 |
| Ratio Avg Win / Avg Loss | 1.1412 | 1.2021 | 1.0812 | 1.0252 | 0.9344 | 1.1238 |
| Largest Winning Trade | 108268 | 108268 | 47598 | 402549 | 402549 | 314019 |
| Largest Losing Trade | -49944 | -49944 | -36686 | -389147 | -389147 | -225019 |
| Avg Bars in Trades | 38 | 30 | 47 | 38 | 30 | 47 |
| Avg Bars in Winners | 29 | 18 | 40 | 29 | 18 | 40 |
| Avg Bars in Losers | 56 | 52 | 59 | 56 | 52 | 59 |
| Bars Traded | 3641 | 1414 | 2228 | 3641 | 1414 | 2228 |
| 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 | 480985 | -429 | -49380 | 454417 | -29733 | -18235 |
{
"trading_pair": "YFI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3778,
"evaluation_days": 1889,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1600948800000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760254307110,
"expiration_time": 1765123488000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 71,
"offset": 220,
"multiplier": 2.9971
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 91,
"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": [
[
461778.389191176,
264793.6626049547,
196984.7265862213,
1865583.1585474657,
861485.9779578801,
1004097.1805895856
],
[
461.778389,
264.793663,
196.984727,
1865.583159,
861.485978,
1004.097181
],
[
0.244457,
0.140177,
0.10428,
0.157794,
0.119887,
0.127218
],
[
10,
10,
10,
10,
10,
10
],
[
-82867,
-81138,
-59452,
-539807,
-491398,
-225019
],
[
2.109575,
2.329103,
1.907978,
1.895079,
1.810487,
1.983114
],
[
94,
47,
47,
94,
47,
47
],
[
61,
31,
30,
61,
31,
30
],
[
33,
16,
17,
33,
16,
17
],
[
64.893617,
65.957447,
63.829787,
64.893617,
65.957447,
63.829787
],
[
1.141245,
1.202118,
1.081188,
1.025206,
0.934445,
1.123765
],
[
108268,
108268,
47598,
402549,
402549,
314019
],
[
-49944,
-49944,
-36686,
-389147,
-389147,
-225019
],
[
38,
30,
47,
38,
30,
47
],
[
29,
18,
40,
29,
18,
40
],
[
56,
52,
59,
56,
52,
59
],
[
3641,
1414,
2228,
3641,
1414,
2228
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480985,
-429,
-49380,
454417,
-29733,
-18235
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3778,
"evaluation_days": 1889,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1600948800000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760254307110,
"expiration_time": 1765123488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 71,
"offset": 220,
"multiplier": 2.9971
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 91,
"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) |
|---|