Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323819.6473 | 204532.892 | 119286.7554 | 29555.0284 | 289525.7347 | -259970.7063 |
Total P&L (%) | 323.8196 | 204.5329 | 119.2868 | 29.555 | 289.5257 | -259.9707 |
Avg Daily Profit (%) | 0.1723 | 0.1088 | 0.0635 | 0.0138 | 0.0724 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129601 | -55655 | -83829 | -497729 | -115340 | -487198 |
Profit Factor | 1.4379 | 1.7789 | 1.2501 | 1.017 | 1.6034 | 0.7942 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 58.1081 | 58.1081 | 58.1081 | 58.1081 | 58.1081 | 58.1081 |
Ratio Avg Win / Avg Loss | 1.0366 | 1.2825 | 0.9013 | 0.7332 | 1.1559 | 0.5725 |
Largest Winning Trade | 62632 | 62632 | 54711 | 127941 | 122497 | 127941 |
Largest Losing Trade | -83829 | -29250 | -83829 | -478921 | -63116 | -478921 |
Avg Bars in Trades | 72 | 45 | 100 | 72 | 45 | 100 |
Avg Bars in Winners | 67 | 32 | 101 | 67 | 32 | 101 |
Avg Bars in Losers | 81 | 62 | 99 | 81 | 62 | 99 |
Bars Traded | 10796 | 3345 | 7451 | 10796 | 3345 | 7451 |
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 | 351126 | -108562 | -173192 | -379683 | -157505 | -643907 |
{ "trading_pair": "YFI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11276, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599984000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759426192947, "expiration_time": 1764292032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 225, "offset": 0, "std": 1.48327 } } }
{ "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": [ [ 323819.6473295729, 204532.8919625703, 119286.7553670022, 29555.0284168375, 289525.734730499, -259970.7063136614 ], [ 323.819647, 204.532892, 119.286755, 29.555028, 289.525735, -259.970706 ], [ 0.172306, 0.108833, 0.063473, 0.013779, 0.07238, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -129601, -55655, -83829, -497729, -115340, -487198 ], [ 1.437895, 1.778919, 1.250126, 1.016957, 1.603396, 0.794178 ], [ 148, 74, 74, 148, 74, 74 ], [ 86, 43, 43, 86, 43, 43 ], [ 62, 31, 31, 62, 31, 31 ], [ 58.108108, 58.108108, 58.108108, 58.108108, 58.108108, 58.108108 ], [ 1.036622, 1.282476, 0.901254, 0.733155, 1.155937, 0.572547 ], [ 62632, 62632, 54711, 127941, 122497, 127941 ], [ -83829, -29250, -83829, -478921, -63116, -478921 ], [ 72, 45, 100, 72, 45, 100 ], [ 67, 32, 101, 67, 32, 101 ], [ 81, 62, 99, 81, 62, 99 ], [ 10796, 3345, 7451, 10796, 3345, 7451 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351126, -108562, -173192, -379683, -157505, -643907 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11276, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599984000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759426192947, "expiration_time": 1764292032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 225, "offset": 0, "std": 1.48327 } } }
# | 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) |
---|