Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355033.9917 | 245333.1323 | 109700.8594 | -10688.3314 | 694402.8411 | -705091.1725 |
Total P&L (%) | 355.034 | 245.3331 | 109.7009 | -10.6883 | 694.4028 | -705.0912 |
Avg Daily Profit (%) | 0.1887 | 0.1304 | 0.0583 | -0.006 | 0.1102 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175345 | -98373 | -112404 | -910750 | -460320 | -977442 |
Profit Factor | 1.3397 | 1.4793 | 1.2057 | 0.9979 | 1.3451 | 0.7623 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 117 | 48 | 69 | 117 | 48 | 69 |
Losing Trades | 106 | 64 | 42 | 106 | 64 | 42 |
Profitability (%) | 52.4664 | 42.8571 | 62.1622 | 52.4664 | 42.8571 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.2138 | 1.9724 | 0.7339 | 0.904 | 1.7934 | 0.464 |
Largest Winning Trade | 66531 | 66531 | 57839 | 269153 | 269153 | 161010 |
Largest Losing Trade | -71255 | -39631 | -71255 | -597214 | -170643 | -597214 |
Avg Bars in Trades | 100 | 111 | 88 | 100 | 111 | 88 |
Avg Bars in Winners | 96 | 108 | 88 | 96 | 108 | 88 |
Avg Bars in Losers | 103 | 113 | 88 | 103 | 113 | 88 |
Bars Traded | 22319 | 12459 | 9860 | 22319 | 12459 | 9860 |
Profit Streak | 39.8505 | 39.8505 | 69.6005 | 39.8505 | 39.8505 | 69.6005 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390470 | -18705 | -114528 | -577782 | -46021 | -578081 |
{ "trading_pair": "YFI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22578, "evaluation_days": 1881.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1598572800000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759667083830, "expiration_time": 1765510617600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 211, "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": [ [ 355033.9917306005, 245333.1322921409, 109700.85943846, -10688.3314496784, 694402.8410669952, -705091.1725166739 ], [ 355.033992, 245.333132, 109.700859, -10.688331, 694.402841, -705.091173 ], [ 0.188697, 0.130392, 0.058305, -0.006008, 0.110208, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -175345, -98373, -112404, -910750, -460320, -977442 ], [ 1.339706, 1.479331, 1.205703, 0.997853, 1.345067, 0.762323 ], [ 223, 112, 111, 223, 112, 111 ], [ 117, 48, 69, 117, 48, 69 ], [ 106, 64, 42, 106, 64, 42 ], [ 52.466368, 42.857143, 62.162162, 52.466368, 42.857143, 62.162162 ], [ 1.213751, 1.972442, 0.733906, 0.904038, 1.793423, 0.464023 ], [ 66531, 66531, 57839, 269153, 269153, 161010 ], [ -71255, -39631, -71255, -597214, -170643, -597214 ], [ 100, 111, 88, 100, 111, 88 ], [ 96, 108, 88, 96, 108, 88 ], [ 103, 113, 88, 103, 113, 88 ], [ 22319, 12459, 9860, 22319, 12459, 9860 ], [ 39.850507, 39.850507, 69.600507, 39.850507, 39.850507, 69.600507 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390470, -18705, -114528, -577782, -46021, -578081 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22578, "evaluation_days": 1881.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1598572800000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759667083830, "expiration_time": 1765510617600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 211, "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) |
---|