Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498652.8375 | 440846.5738 | 57806.2637 | -141956.9963 | 46455.21 | -188412.2062 |
Total P&L (%) | 498.6528 | 440.8466 | 57.8063 | -141.957 | 46.4552 | -188.4122 |
Avg Daily Profit (%) | 0.2657 | 0.2349 | 0.0308 | 0 | 0.0203 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215156 | -84344 | -144393 | -578292 | -318139 | -265747 |
Profit Factor | 1.3558 | 1.648 | 1.0802 | 0.8768 | 1.0846 | 0.688 |
Total Trades | 435 | 217 | 218 | 435 | 217 | 218 |
Winning Trades | 198 | 86 | 112 | 236 | 130 | 106 |
Losing Trades | 237 | 131 | 106 | 199 | 87 | 112 |
Profitability (%) | 45.5172 | 39.6313 | 51.3761 | 54.2529 | 59.9078 | 48.6239 |
Ratio Avg Win / Avg Loss | 1.6229 | 2.5103 | 1.0223 | 0.7394 | 0.7259 | 0.7269 |
Largest Winning Trade | 153547 | 153547 | 40750 | 214083 | 214083 | 108470 |
Largest Losing Trade | -103629 | -47362 | -103629 | -169906 | -169906 | -156300 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 14 | 13 | 15 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 10 | 14 | 13 | 15 |
Bars Traded | 5619 | 2687 | 2932 | 5619 | 2687 | 2932 |
Profit Streak | 10.659 | 0 | 18.3257 | 0 | 16.3257 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402315 | 283180 | -282369 | -577675 | -293215 | -580449 |
{ "trading_pair": "YFI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5630, "evaluation_days": 1876.67, "actual_first_datapoint_time": 1597046400000, "first_datapoint_time": 1597046400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759189739333, "expiration_time": 1764025920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hlc3", "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": [ [ 498652.8374581822, 440846.5737850706, 57806.2636731116, -141956.9962820462, 46455.209963055, -188412.2062451013 ], [ 498.652837, 440.846574, 57.806264, -141.956996, 46.45521, -188.412206 ], [ 0.265712, 0.234909, 0.030803, 0, 0.020333, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -215156, -84344, -144393, -578292, -318139, -265747 ], [ 1.355839, 1.647988, 1.080173, 0.876842, 1.084646, 0.68797 ], [ 435, 217, 218, 435, 217, 218 ], [ 198, 86, 112, 236, 130, 106 ], [ 237, 131, 106, 199, 87, 112 ], [ 45.517241, 39.631336, 51.376147, 54.252874, 59.907834, 48.623853 ], [ 1.622898, 2.510308, 1.022307, 0.739371, 0.725879, 0.726912 ], [ 153547, 153547, 40750, 214083, 214083, 108470 ], [ -103629, -47362, -103629, -169906, -169906, -156300 ], [ 12, 12, 13, 12, 12, 13 ], [ 14, 13, 15, 11, 11, 11 ], [ 11, 11, 10, 14, 13, 15 ], [ 5619, 2687, 2932, 5619, 2687, 2932 ], [ 10.65902, 0, 18.325687, 0, 16.325687, 0 ], [ 1, 0, 3, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 402315, 283180, -282369, -577675, -293215, -580449 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5630, "evaluation_days": 1876.67, "actual_first_datapoint_time": 1597046400000, "first_datapoint_time": 1597046400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759189739333, "expiration_time": 1764025920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hlc3", "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) |
---|