| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 298449.5842 | 304981.0793 | -6531.4951 | -23579.5144 | 543896.9953 | -567476.5097 |
| Total P&L (%) | 298.4496 | 304.9811 | -6.5315 | -23.5795 | 543.897 | -567.4765 |
| Avg Daily Profit (%) | 0.1582 | 0.1616 | -0.0035 | -0.0143 | 0.0988 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -180974 | -106917 | -145913 | -724992 | -281722 | -690217 |
| Profit Factor | 1.1542 | 1.3403 | 0.9937 | 0.9955 | 1.234 | 0.8041 |
| Total Trades | 629 | 314 | 315 | 629 | 314 | 315 |
| Winning Trades | 315 | 151 | 164 | 315 | 151 | 164 |
| Losing Trades | 314 | 163 | 151 | 314 | 163 | 151 |
| Profitability (%) | 50.0795 | 48.0892 | 52.0635 | 50.0795 | 48.0892 | 52.0635 |
| Ratio Avg Win / Avg Loss | 1.1505 | 1.4469 | 0.9149 | 0.9923 | 1.3321 | 0.7404 |
| Largest Winning Trade | 64434 | 64434 | 30704 | 194647 | 194647 | 112776 |
| Largest Losing Trade | -54168 | -25545 | -54168 | -284444 | -176502 | -284444 |
| Avg Bars in Trades | 17 | 15 | 20 | 17 | 15 | 20 |
| Avg Bars in Winners | 17 | 14 | 20 | 17 | 14 | 20 |
| Avg Bars in Losers | 18 | 15 | 20 | 18 | 15 | 20 |
| Bars Traded | 11289 | 4796 | 6493 | 11289 | 4796 | 6493 |
| Profit Streak | 10.7314 | 17.2314 | 10.7314 | 10.7314 | 17.2314 | 10.7314 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -38981 | 317306 | -578494 | -576107 | -59849 | -578494 |
{
"trading_pair": "YFI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11321,
"evaluation_days": 1886.83,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597420800000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760074391817,
"expiration_time": 1764959472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 25,
"offset": 0,
"multiplier": 3.37543
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
298449.5842015075,
304981.0793493303,
-6531.4951478231,
-23579.5144259673,
543896.9952597219,
-567476.5096856884
],
[
298.449584,
304.981079,
-6.531495,
-23.579514,
543.896995,
-567.47651
],
[
0.158175,
0.161637,
-0.003462,
-0.014251,
0.098752,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-180974,
-106917,
-145913,
-724992,
-281722,
-690217
],
[
1.154193,
1.340345,
0.993716,
0.995484,
1.234019,
0.804108
],
[
629,
314,
315,
629,
314,
315
],
[
315,
151,
164,
315,
151,
164
],
[
314,
163,
151,
314,
163,
151
],
[
50.079491,
48.089172,
52.063492,
50.079491,
48.089172,
52.063492
],
[
1.150529,
1.446862,
0.914946,
0.992323,
1.332087,
0.740367
],
[
64434,
64434,
30704,
194647,
194647,
112776
],
[
-54168,
-25545,
-54168,
-284444,
-176502,
-284444
],
[
17,
15,
20,
17,
15,
20
],
[
17,
14,
20,
17,
14,
20
],
[
18,
15,
20,
18,
15,
20
],
[
11289,
4796,
6493,
11289,
4796,
6493
],
[
10.731387,
17.231387,
10.731387,
10.731387,
17.231387,
10.731387
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-38981,
317306,
-578494,
-576107,
-59849,
-578494
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11321,
"evaluation_days": 1886.83,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597420800000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760074391817,
"expiration_time": 1764959472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 25,
"offset": 0,
"multiplier": 3.37543
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|