| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 380797.1396 | 313716.5122 | 67080.6273 | 56243.02 | 183051.7154 | -126808.6954 |
| Total P&L (%) | 380.7971 | 313.7165 | 67.0806 | 56.243 | 183.0517 | -126.8087 |
| Avg Daily Profit (%) | 0.2036 | 0.1677 | 0.0359 | 0.0239 | 0.0556 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -202448 | -116555 | -131481 | -509029 | -260328 | -415094 |
| Profit Factor | 1.1995 | 1.3326 | 1.0695 | 1.0156 | 1.103 | 0.9309 |
| Total Trades | 834 | 417 | 417 | 834 | 417 | 417 |
| Winning Trades | 378 | 171 | 207 | 378 | 171 | 207 |
| Losing Trades | 456 | 246 | 210 | 456 | 246 | 210 |
| Profitability (%) | 45.3237 | 41.0072 | 49.6403 | 45.3237 | 41.0072 | 49.6403 |
| Ratio Avg Win / Avg Loss | 1.447 | 1.9171 | 1.085 | 1.2251 | 1.5868 | 0.9444 |
| Largest Winning Trade | 94029 | 94029 | 39472 | 207045 | 207045 | 107276 |
| Largest Losing Trade | -37539 | -30676 | -37539 | -145055 | -145055 | -97374 |
| Avg Bars in Trades | 26 | 25 | 28 | 26 | 25 | 28 |
| Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
| Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
| Bars Traded | 22270 | 10523 | 11747 | 22270 | 10523 | 11747 |
| 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 | 338340 | 257183 | -287529 | -362493 | -226306 | -579016 |
{
"trading_pair": "YFI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22448,
"evaluation_days": 1870.67,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597960800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759001967237,
"expiration_time": 1764540921600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 120,
"offset": 6
}
},
"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": [
[
380797.1395785352,
313716.5122401345,
67080.6273383999,
56243.0199980415,
183051.7153943782,
-126808.6953963371
],
[
380.79714,
313.716512,
67.080627,
56.24302,
183.051715,
-126.808695
],
[
0.203562,
0.167703,
0.035859,
0.023858,
0.055635,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-202448,
-116555,
-131481,
-509029,
-260328,
-415094
],
[
1.199508,
1.33262,
1.069477,
1.015574,
1.103028,
0.930883
],
[
834,
417,
417,
834,
417,
417
],
[
378,
171,
207,
378,
171,
207
],
[
456,
246,
210,
456,
246,
210
],
[
45.323741,
41.007194,
49.640288,
45.323741,
41.007194,
49.640288
],
[
1.447025,
1.917103,
1.084976,
1.225136,
1.586812,
0.944374
],
[
94029,
94029,
39472,
207045,
207045,
107276
],
[
-37539,
-30676,
-37539,
-145055,
-145055,
-97374
],
[
26,
25,
28,
26,
25,
28
],
[
33,
31,
34,
33,
31,
34
],
[
21,
20,
22,
21,
20,
22
],
[
22270,
10523,
11747,
22270,
10523,
11747
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338340,
257183,
-287529,
-362493,
-226306,
-579016
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22448,
"evaluation_days": 1870.67,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597960800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759001967237,
"expiration_time": 1764540921600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 120,
"offset": 6
}
},
"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) |
|---|