| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 365540.7597 | 364427.6011 | 1113.1587 | 2890.5839 | 144338.4629 | -141447.879 |
| Total P&L (%) | 365.5408 | 364.4276 | 1.1132 | 2.8906 | 144.3385 | -141.4479 |
| Avg Daily Profit (%) | 0.1945 | 0.1939 | 0.0006 | 0.0015 | 0.0475 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -216524 | -119949 | -135153 | -926279 | -524691 | -430009 |
| Profit Factor | 1.1554 | 1.2873 | 1.001 | 1.0004 | 1.0398 | 0.9552 |
| Total Trades | 1225 | 613 | 612 | 1225 | 613 | 612 |
| Winning Trades | 538 | 255 | 283 | 538 | 255 | 283 |
| Losing Trades | 686 | 357 | 329 | 686 | 357 | 329 |
| Profitability (%) | 43.9184 | 41.5987 | 46.2418 | 43.9184 | 41.5987 | 46.2418 |
| Ratio Avg Win / Avg Loss | 1.4733 | 1.8022 | 1.1637 | 1.2756 | 1.4557 | 1.1105 |
| Largest Winning Trade | 121509 | 121509 | 33374 | 309406 | 309406 | 164113 |
| Largest Losing Trade | -38390 | -27258 | -38390 | -168331 | -88558 | -168331 |
| Avg Bars in Trades | 18 | 21 | 14 | 18 | 21 | 14 |
| Avg Bars in Winners | 23 | 28 | 19 | 23 | 28 | 19 |
| Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
| Bars Traded | 22488 | 13342 | 9146 | 22488 | 13342 | 9146 |
| 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 | -37774 | 300366 | -575734 | -572394 | -306491 | -577653 |
{
"trading_pair": "YFI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22558,
"evaluation_days": 1879.83,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597528800000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759516938609,
"expiration_time": 1765361433600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 66,
"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": [
[
365540.7597323271,
364427.6010771228,
1113.1586552038,
2890.5838675179,
144338.4628699739,
-141447.8790024563
],
[
365.54076,
364.427601,
1.113159,
2.890584,
144.338463,
-141.447879
],
[
0.194454,
0.193862,
0.000592,
0.001516,
0.047536,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-216524,
-119949,
-135153,
-926279,
-524691,
-430009
],
[
1.155411,
1.287283,
1.001027,
1.000426,
1.039821,
0.955217
],
[
1225,
613,
612,
1225,
613,
612
],
[
538,
255,
283,
538,
255,
283
],
[
686,
357,
329,
686,
357,
329
],
[
43.918367,
41.598695,
46.24183,
43.918367,
41.598695,
46.24183
],
[
1.473257,
1.802196,
1.163738,
1.275636,
1.455749,
1.110482
],
[
121509,
121509,
33374,
309406,
309406,
164113
],
[
-38390,
-27258,
-38390,
-168331,
-88558,
-168331
],
[
18,
21,
14,
18,
21,
14
],
[
23,
28,
19,
23,
28,
19
],
[
14,
16,
11,
14,
16,
11
],
[
22488,
13342,
9146,
22488,
13342,
9146
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-37774,
300366,
-575734,
-572394,
-306491,
-577653
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22558,
"evaluation_days": 1879.83,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597528800000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759516938609,
"expiration_time": 1765361433600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 66,
"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) |
|---|