Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476528.2231 | 317900.0279 | 158628.1952 | 309959.3982 | 823849.1683 | -513889.7701 |
Total P&L (%) | 476.5282 | 317.9 | 158.6282 | 309.9594 | 823.8492 | -513.8898 |
Avg Daily Profit (%) | 0.2539 | 0.1694 | 0.0845 | 0.0752 | 0.1185 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136963 | -130793 | -92045 | -1299884 | -829741 | -1132553 |
Profit Factor | 1.3269 | 1.4428 | 1.2144 | 1.0323 | 1.1889 | 0.9016 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 208 | 98 | 110 | 208 | 98 | 110 |
Losing Trades | 228 | 120 | 108 | 228 | 120 | 108 |
Profitability (%) | 47.7064 | 44.9541 | 50.4587 | 47.7064 | 44.9541 | 50.4587 |
Ratio Avg Win / Avg Loss | 1.4544 | 1.7667 | 1.1923 | 1.1316 | 1.4558 | 0.8852 |
Largest Winning Trade | 81343 | 81343 | 46848 | 373766 | 373766 | 279861 |
Largest Losing Trade | -64592 | -28633 | -64592 | -759803 | -166135 | -759803 |
Avg Bars in Trades | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 5561 | 3020 | 2541 | 5561 | 3020 | 2541 |
Profit Streak | 10.6394 | 0 | 11.9727 | 10.6394 | 0 | 11.9727 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383148 | 299808 | -79016 | -275188 | -48189 | -579231 |
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{ "trading_pair": "YFI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5631, "evaluation_days": 1877, "actual_first_datapoint_time": 1597046400000, "first_datapoint_time": 1598227200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759216842352, "expiration_time": 1764055584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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) |
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