Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399859.9822 | 362417.6884 | 37442.2938 | 103659.5594 | 611223.3813 | -507563.8219 |
Total P&L (%) | 399.86 | 362.4177 | 37.4423 | 103.6596 | 611.2234 | -507.5638 |
Avg Daily Profit (%) | 0.2122 | 0.1923 | 0.0199 | 0.0377 | 0.1042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202313 | -153536 | -116850 | -1320643 | -806044 | -998309 |
Profit Factor | 1.2023 | 1.3585 | 1.0388 | 1.0132 | 1.1562 | 0.8705 |
Total Trades | 913 | 457 | 456 | 913 | 457 | 456 |
Winning Trades | 347 | 157 | 190 | 347 | 157 | 190 |
Losing Trades | 566 | 300 | 266 | 566 | 300 | 266 |
Profitability (%) | 38.0066 | 34.3545 | 41.6667 | 38.0066 | 34.3545 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.961 | 2.5959 | 1.4543 | 1.6527 | 2.2094 | 1.2187 |
Largest Winning Trade | 116233 | 116233 | 42173 | 260560 | 260560 | 232185 |
Largest Losing Trade | -29837 | -29837 | -28199 | -295597 | -295597 | -264155 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 22539 | 10829 | 11710 | 22539 | 10829 | 11710 |
Profit Streak | 0 | 0 | 6.8522 | 0 | 0 | 6.8522 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313372 | 184825 | -346637 | -346946 | -105034 | -579089 |
{ "trading_pair": "YFI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22615, "evaluation_days": 1884.58, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597284000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759926434243, "expiration_time": 1765786608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 27, "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": [ [ 399859.9821883628, 362417.6884107941, 37442.293777569, 103659.5594086068, 611223.3813263986, -507563.8219177933 ], [ 399.859982, 362.417688, 37.442294, 103.659559, 611.223381, -507.563822 ], [ 0.212175, 0.192307, 0.019868, 0.037749, 0.104153, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -202313, -153536, -116850, -1320643, -806044, -998309 ], [ 1.202253, 1.358495, 1.038757, 1.013238, 1.156249, 0.870481 ], [ 913, 457, 456, 913, 457, 456 ], [ 347, 157, 190, 347, 157, 190 ], [ 566, 300, 266, 566, 300, 266 ], [ 38.006572, 34.354486, 41.666667, 38.006572, 34.354486, 41.666667 ], [ 1.961024, 2.59585, 1.454259, 1.652716, 2.209393, 1.218674 ], [ 116233, 116233, 42173, 260560, 260560, 232185 ], [ -29837, -29837, -28199, -295597, -295597, -264155 ], [ 24, 23, 25, 24, 23, 25 ], [ 34, 35, 34, 34, 35, 34 ], [ 18, 17, 19, 18, 17, 19 ], [ 22539, 10829, 11710, 22539, 10829, 11710 ], [ 0, 0, 6.852248, 0, 0, 6.852248 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313372, 184825, -346637, -346946, -105034, -579089 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22615, "evaluation_days": 1884.58, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597284000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759926434243, "expiration_time": 1765786608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 27, "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) |
---|