| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 414115.2796 | 238258.0334 | 175857.2463 | 685561.9907 | -240235.4773 | 925797.468 |
| Total P&L (%) | 414.1153 | 238.258 | 175.8572 | 685.562 | -240.2355 | 925.7975 |
| Avg Daily Profit (%) | 0.2197 | 0.1264 | 0.0933 | 0.1094 | 0 | 0.1236 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171323 | -74378 | -118335 | -4981514 | -2057537 | -3604600 |
| Profit Factor | 1.5238 | 1.6218 | 1.4316 | 1.0457 | 0.9684 | 1.125 |
| Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
| Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
| Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
| Profitability (%) | 47.7528 | 46.0674 | 49.4382 | 47.7528 | 46.0674 | 49.4382 |
| Ratio Avg Win / Avg Loss | 1.6672 | 1.8987 | 1.4642 | 1.1441 | 1.1337 | 1.1506 |
| Largest Winning Trade | 64074 | 64074 | 37566 | 1366909 | 1366909 | 873885 |
| Largest Losing Trade | -51411 | -32234 | -51411 | -1131276 | -1131276 | -849801 |
| Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
| Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
| Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
| Bars Traded | 3700 | 1885 | 1815 | 3700 | 1885 | 1815 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 384773 | -22774 | -67784 | -216420 | -580679 | -110858 |
{
"trading_pair": "YFI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3770,
"evaluation_days": 1885,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1598313600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759912799591,
"expiration_time": 1764767520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 30,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 25,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
414115.2796374615,
238258.0333813789,
175857.2462560825,
685561.9906733455,
-240235.4773042223,
925797.4679775698
],
[
414.11528,
238.258033,
175.857246,
685.561991,
-240.235477,
925.797468
],
[
0.21969,
0.126397,
0.093293,
0.109409,
0,
0.123581
],
[
10,
10,
10,
10,
10,
10
],
[
-171323,
-74378,
-118335,
-4981514,
-2057537,
-3604600
],
[
1.523811,
1.621836,
1.431627,
1.045711,
0.968364,
1.125037
],
[
178,
89,
89,
178,
89,
89
],
[
85,
41,
44,
85,
41,
44
],
[
93,
48,
45,
93,
48,
45
],
[
47.752809,
46.067416,
49.438202,
47.752809,
46.067416,
49.438202
],
[
1.667229,
1.898735,
1.464164,
1.144131,
1.133694,
1.150606
],
[
64074,
64074,
37566,
1366909,
1366909,
873885
],
[
-51411,
-32234,
-51411,
-1131276,
-1131276,
-849801
],
[
20,
21,
20,
20,
21,
20
],
[
22,
22,
22,
22,
22,
22
],
[
19,
20,
18,
19,
20,
18
],
[
3700,
1885,
1815,
3700,
1885,
1815
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384773,
-22774,
-67784,
-216420,
-580679,
-110858
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3770,
"evaluation_days": 1885,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1598313600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759912799591,
"expiration_time": 1764767520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 30,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 25,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|