Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334495.2586 | 148307.349 | 186187.9096 | 1056033.0714 | 131092.9247 | 924940.1468 |
Total P&L (%) | 334.4953 | 148.3073 | 186.1879 | 1056.0331 | 131.0929 | 924.9401 |
Avg Daily Profit (%) | 0.1773 | 0.0786 | 0.0987 | 0.1298 | 0.0444 | 0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70452 | -70452 | -32847 | -591964 | -608726 | -50729 |
Profit Factor | 3.2338 | 2.3405 | 5.7608 | 2.1925 | 1.162 | 13.0821 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 9 | 5 | 4 | 9 | 5 | 4 |
Profitability (%) | 89.2857 | 88.0952 | 90.4762 | 89.2857 | 88.0952 | 90.4762 |
Ratio Avg Win / Avg Loss | 0.3881 | 0.3163 | 0.6064 | 0.2631 | 0.157 | 1.3771 |
Largest Winning Trade | 52350 | 52350 | 17749 | 70084 | 69979 | 70084 |
Largest Losing Trade | -70452 | -70452 | -32847 | -591964 | -591964 | -50729 |
Avg Bars in Trades | 41 | 59 | 22 | 41 | 59 | 22 |
Avg Bars in Winners | 19 | 25 | 14 | 19 | 25 | 14 |
Avg Bars in Losers | 217 | 312 | 100 | 217 | 312 | 100 |
Bars Traded | 3450 | 2502 | 948 | 3450 | 2502 | 948 |
Profit Streak | 86.0117 | 86.0117 | 150.5117 | 86.0117 | 86.0117 | 150.5117 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638757 | -80207 | -49001 | -11026 | -171431 | -13760 |
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3774, "evaluation_days": 1887, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1607385600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760098614915, "expiration_time": 1764945504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 240, "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": [ [ 334495.2586036972, 148307.3490423702, 186187.9095613268, 1056033.071443093, 131092.9246722972, 924940.1467707957 ], [ 334.495259, 148.307349, 186.18791, 1056.033071, 131.092925, 924.940147 ], [ 0.177263, 0.078594, 0.098669, 0.129792, 0.0444, 0.123405 ], [ 10, 10, 10, 10, 10, 10 ], [ -70452, -70452, -32847, -591964, -608726, -50729 ], [ 3.233803, 2.340526, 5.760761, 2.192478, 1.162038, 13.082132 ], [ 84, 42, 42, 84, 42, 42 ], [ 75, 37, 38, 75, 37, 38 ], [ 9, 5, 4, 9, 5, 4 ], [ 89.285714, 88.095238, 90.47619, 89.285714, 88.095238, 90.47619 ], [ 0.388056, 0.316287, 0.606396, 0.263097, 0.157032, 1.377066 ], [ 52350, 52350, 17749, 70084, 69979, 70084 ], [ -70452, -70452, -32847, -591964, -591964, -50729 ], [ 41, 59, 22, 41, 59, 22 ], [ 19, 25, 14, 19, 25, 14 ], [ 217, 312, 100, 217, 312, 100 ], [ 3450, 2502, 948, 3450, 2502, 948 ], [ 86.011747, 86.011747, 150.511747, 86.011747, 86.011747, 150.511747 ], [ 9, 4, 6, 9, 4, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 638757, -80207, -49001, -11026, -171431, -13760 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3774, "evaluation_days": 1887, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1607385600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760098614915, "expiration_time": 1764945504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 240, "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) |
---|