Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349852.638 | 262449.206 | 87403.432 | 38552.9491 | 1228105.7988 | -1189552.8497 |
Total P&L (%) | 349.8526 | 262.4492 | 87.4034 | 38.5529 | 1228.1058 | -1189.5529 |
Avg Daily Profit (%) | 0.1852 | 0.1389 | 0.0463 | 0.0173 | 0.137 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222428 | -157992 | -109259 | -3494898 | -1130787 | -2484924 |
Profit Factor | 1.2635 | 1.3844 | 1.1356 | 1.0043 | 1.3376 | 0.7803 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 158 | 75 | 83 | 158 | 75 | 83 |
Losing Trades | 178 | 93 | 85 | 178 | 93 | 85 |
Profitability (%) | 47.0238 | 44.6429 | 49.4048 | 47.0238 | 44.6429 | 49.4048 |
Ratio Avg Win / Avg Loss | 1.4235 | 1.7166 | 1.1629 | 1.1314 | 1.6586 | 0.7991 |
Largest Winning Trade | 85459 | 85459 | 40712 | 588815 | 588815 | 571084 |
Largest Losing Trade | -48346 | -40943 | -48346 | -1161154 | -233341 | -1161154 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Losers | 28 | 33 | 24 | 28 | 33 | 24 |
Bars Traded | 11224 | 6165 | 5059 | 11224 | 6165 | 5059 |
Profit Streak | 19.5001 | 20.6668 | 19.5001 | 19.5001 | 20.6668 | 19.5001 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324713 | -7086 | -201887 | -386320 | -9522 | -580127 |
{ "trading_pair": "YFI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11336, "evaluation_days": 1889.33, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1598342400000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760299212390, "expiration_time": 1765181952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 12, "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": [ [ 349852.6380287264, 262449.2060155856, 87403.432013141, 38552.9490797981, 1228105.7988019434, -1189552.849722147 ], [ 349.852638, 262.449206, 87.403432, 38.552949, 1228.105799, -1189.55285 ], [ 0.185173, 0.138911, 0.046262, 0.017261, 0.136986, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -222428, -157992, -109259, -3494898, -1130787, -2484924 ], [ 1.263529, 1.384374, 1.135557, 1.004259, 1.337609, 0.780288 ], [ 336, 168, 168, 336, 168, 168 ], [ 158, 75, 83, 158, 75, 83 ], [ 178, 93, 85, 178, 93, 85 ], [ 47.02381, 44.642857, 49.404762, 47.02381, 44.642857, 49.404762 ], [ 1.423469, 1.716624, 1.16292, 1.131381, 1.658635, 0.79909 ], [ 85459, 85459, 40712, 588815, 588815, 571084 ], [ -48346, -40943, -48346, -1161154, -233341, -1161154 ], [ 33, 36, 30, 33, 36, 30 ], [ 38, 40, 36, 38, 40, 36 ], [ 28, 33, 24, 28, 33, 24 ], [ 11224, 6165, 5059, 11224, 6165, 5059 ], [ 19.500143, 20.66681, 19.500143, 19.500143, 20.66681, 19.500143 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324713, -7086, -201887, -386320, -9522, -580127 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11336, "evaluation_days": 1889.33, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1598342400000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760299212390, "expiration_time": 1765181952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 12, "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) |
---|