Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323497.855 | 239530.7201 | 83967.1349 | 24078.874 | -81776.7736 | 105855.6476 |
Total P&L (%) | 323.4979 | 239.5307 | 83.9671 | 24.0789 | -81.7768 | 105.8556 |
Avg Daily Profit (%) | 0.1729 | 0.128 | 0.0449 | 0.0115 | -0.0909 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199943 | -133535 | -115633 | -1054936 | -537170 | -662577 |
Profit Factor | 1.4495 | 1.5375 | 1.3064 | 1.0089 | 0.9497 | 1.0969 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 55.814 | 55.3846 | 56.25 | 55.814 | 55.3846 | 56.25 |
Ratio Avg Win / Avg Loss | 1.1475 | 1.2386 | 1.0161 | 0.7987 | 0.765 | 0.8532 |
Largest Winning Trade | 159603 | 159603 | 31952 | 230186 | 230186 | 147297 |
Largest Losing Trade | -56680 | -56680 | -53409 | -413347 | -232779 | -413347 |
Avg Bars in Trades | 28 | 32 | 23 | 28 | 32 | 23 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 27 | 35 | 19 | 27 | 35 | 19 |
Bars Traded | 3629 | 2134 | 1495 | 3629 | 2134 | 1495 |
Profit Streak | 72.893 | 98.893 | 72.893 | 72.893 | 98.893 | 72.893 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404455 | -150204 | -269988 | -391201 | -710363 | -394067 |
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599220800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759008355570, "expiration_time": 1763566128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 3.24722 } } }
{ "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": [ [ 323497.8549870621, 239530.7201358735, 83967.1348511885, 24078.8740319551, -81776.773579824, 105855.6476117795 ], [ 323.497855, 239.53072, 83.967135, 24.078874, -81.776774, 105.855648 ], [ 0.172855, 0.127989, 0.044866, 0.011529, -0.090927, 0.038586 ], [ 10, 10, 10, 10, 10, 10 ], [ -199943, -133535, -115633, -1054936, -537170, -662577 ], [ 1.449501, 1.537544, 1.30636, 1.008862, 0.949672, 1.096919 ], [ 129, 65, 64, 129, 65, 64 ], [ 72, 36, 36, 72, 36, 36 ], [ 57, 29, 28, 57, 29, 28 ], [ 55.813953, 55.384615, 56.25, 55.813953, 55.384615, 56.25 ], [ 1.147522, 1.238577, 1.016058, 0.798682, 0.765013, 0.853159 ], [ 159603, 159603, 31952, 230186, 230186, 147297 ], [ -56680, -56680, -53409, -413347, -232779, -413347 ], [ 28, 32, 23, 28, 32, 23 ], [ 28, 30, 26, 28, 30, 26 ], [ 27, 35, 19, 27, 35, 19 ], [ 3629, 2134, 1495, 3629, 2134, 1495 ], [ 72.893004, 98.893004, 72.893004, 72.893004, 98.893004, 72.893004 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404455, -150204, -269988, -391201, -710363, -394067 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599220800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759008355570, "expiration_time": 1763566128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 3.24722 } } }
# | 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) |
---|