| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 543577.7387 | 445497.5388 | 98080.1999 | 599338.0449 | 1714802.3887 | -1115464.3438 |
| Total P&L (%) | 543.5777 | 445.4975 | 98.0802 | 599.338 | 1714.8024 | -1115.4643 |
| Avg Daily Profit (%) | 0.29 | 0.2377 | 0.0523 | 0.1038 | 0.1548 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -193805 | -136367 | -97719 | -4679249 | -2608418 | -2911324 |
| Profit Factor | 1.3708 | 1.5775 | 1.1412 | 1.0265 | 1.1551 | 0.9036 |
| Total Trades | 457 | 228 | 229 | 457 | 228 | 229 |
| Winning Trades | 179 | 77 | 102 | 179 | 77 | 102 |
| Losing Trades | 278 | 151 | 127 | 278 | 151 | 127 |
| Profitability (%) | 39.1685 | 33.7719 | 44.5415 | 39.1685 | 33.7719 | 44.5415 |
| Ratio Avg Win / Avg Loss | 2.1289 | 3.0935 | 1.4209 | 1.5942 | 2.2651 | 1.1251 |
| Largest Winning Trade | 151154 | 151154 | 38407 | 1476843 | 1476843 | 1026483 |
| Largest Losing Trade | -25903 | -19975 | -25903 | -750753 | -615409 | -750753 |
| Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
| Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 5619 | 2606 | 3013 | 5619 | 2606 | 3013 |
| Profit Streak | 7.9775 | 0 | 9.3108 | 7.9775 | 0 | 9.3108 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344280 | 195776 | -188781 | -245118 | -46592 | -579646 |
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5623,
"evaluation_days": 1874.33,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1597046400000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758986851846,
"expiration_time": 1763818272000,
"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": "vwap",
"factors": {
"length": 0,
"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": [
[
543577.7387119096,
445497.5387843886,
98080.1999275213,
599338.0448771156,
1714802.388655406,
-1115464.3437782938
],
[
543.577739,
445.497539,
98.0802,
599.338045,
1714.802389,
-1115.464344
],
[
0.290012,
0.237684,
0.052328,
0.103822,
0.154765,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-193805,
-136367,
-97719,
-4679249,
-2608418,
-2911324
],
[
1.370761,
1.577461,
1.141197,
1.026481,
1.155062,
0.903624
],
[
457,
228,
229,
457,
228,
229
],
[
179,
77,
102,
179,
77,
102
],
[
278,
151,
127,
278,
151,
127
],
[
39.16849,
33.77193,
44.541485,
39.16849,
33.77193,
44.541485
],
[
2.128892,
3.093462,
1.420902,
1.594199,
2.265122,
1.1251
],
[
151154,
151154,
38407,
1476843,
1476843,
1026483
],
[
-25903,
-19975,
-25903,
-750753,
-615409,
-750753
],
[
12,
11,
13,
12,
11,
13
],
[
17,
15,
18,
17,
15,
18
],
[
9,
9,
9,
9,
9,
9
],
[
5619,
2606,
3013,
5619,
2606,
3013
],
[
7.977452,
0,
9.310785,
7.977452,
0,
9.310785
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344280,
195776,
-188781,
-245118,
-46592,
-579646
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5623,
"evaluation_days": 1874.33,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1597046400000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758986851846,
"expiration_time": 1763818272000,
"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": "vwap",
"factors": {
"length": 0,
"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) |
|---|