| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343200.5412 | 257737.3977 | 85463.1435 | 132261.0099 | 269805.2243 | -137544.2144 |
| Total P&L (%) | 343.2005 | 257.7374 | 85.4631 | 132.261 | 269.8052 | -137.5442 |
| Avg Daily Profit (%) | 0.1827 | 0.1372 | 0.0455 | 0.0449 | 0.0697 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -154330 | -114952 | -84559 | -1206286 | -787986 | -552929 |
| Profit Factor | 1.697 | 2.0037 | 1.3628 | 1.0492 | 1.2001 | 0.8973 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 55.9524 | 52.381 | 59.5238 | 55.9524 | 52.381 | 59.5238 |
| Ratio Avg Win / Avg Loss | 1.336 | 1.8215 | 0.9267 | 0.826 | 1.091 | 0.6101 |
| Largest Winning Trade | 167105 | 167105 | 52745 | 367423 | 308589 | 367423 |
| Largest Losing Trade | -66888 | -34695 | -66888 | -335988 | -323005 | -335988 |
| Avg Bars in Trades | 63 | 70 | 57 | 63 | 70 | 57 |
| Avg Bars in Winners | 59 | 60 | 59 | 59 | 60 | 59 |
| Avg Bars in Losers | 69 | 81 | 54 | 69 | 81 | 54 |
| Bars Traded | 5366 | 2946 | 2420 | 5366 | 2946 | 2420 |
| Profit Streak | 7.2022 | 0 | 19.2022 | 7.2022 | 0 | 19.2022 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 405209 | -5692 | -131502 | -299350 | -100114 | -578941 |
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5635,
"evaluation_days": 1878.33,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1602172800000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759323068928,
"expiration_time": 1764174240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 179,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
343200.5412170137,
257737.3977353313,
85463.1434816823,
132261.0099021793,
269805.2243242334,
-137544.2144220543
],
[
343.200541,
257.737398,
85.463143,
132.26101,
269.805224,
-137.544214
],
[
0.182716,
0.137216,
0.0455,
0.044874,
0.06965,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-154330,
-114952,
-84559,
-1206286,
-787986,
-552929
],
[
1.697023,
2.003695,
1.362759,
1.049218,
1.200075,
0.897255
],
[
84,
42,
42,
84,
42,
42
],
[
47,
22,
25,
47,
22,
25
],
[
37,
20,
17,
37,
20,
17
],
[
55.952381,
52.380952,
59.52381,
55.952381,
52.380952,
59.52381
],
[
1.335954,
1.821541,
0.926676,
0.825981,
1.090977,
0.610134
],
[
167105,
167105,
52745,
367423,
308589,
367423
],
[
-66888,
-34695,
-66888,
-335988,
-323005,
-335988
],
[
63,
70,
57,
63,
70,
57
],
[
59,
60,
59,
59,
60,
59
],
[
69,
81,
54,
69,
81,
54
],
[
5366,
2946,
2420,
5366,
2946,
2420
],
[
7.202187,
0,
19.202187,
7.202187,
0,
19.202187
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
405209,
-5692,
-131502,
-299350,
-100114,
-578941
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5635,
"evaluation_days": 1878.33,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1602172800000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759323068928,
"expiration_time": 1764174240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 179,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|