Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372375.0744 | 180052.8852 | 192322.1892 | 782963.5193 | 316636.8263 | 466326.693 |
Total P&L (%) | 372.3751 | 180.0529 | 192.3222 | 782.9635 | 316.6368 | 466.3267 |
Avg Daily Profit (%) | 0.1984 | 0.0959 | 0.1025 | 0.1161 | 0.0761 | 0.0924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64995 | -64495 | -60159 | -214867 | -196684 | -150211 |
Profit Factor | 1.7485 | 1.9639 | 1.619 | 1.6969 | 1.6786 | 1.71 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 82.1229 | 78.8889 | 85.3933 | 82.1229 | 78.8889 | 85.3933 |
Ratio Avg Win / Avg Loss | 0.3806 | 0.5256 | 0.2769 | 0.3694 | 0.4492 | 0.2925 |
Largest Winning Trade | 29571 | 29571 | 28542 | 53586 | 45530 | 53586 |
Largest Losing Trade | -55881 | -55881 | -51293 | -170681 | -170681 | -150211 |
Avg Bars in Trades | 40 | 24 | 57 | 40 | 24 | 57 |
Avg Bars in Winners | 24 | 12 | 35 | 24 | 12 | 35 |
Avg Bars in Losers | 115 | 66 | 187 | 115 | 66 | 187 |
Bars Traded | 7286 | 2180 | 5106 | 7286 | 2180 | 5106 |
Profit Streak | 122.3887 | 171.1387 | 122.3887 | 122.3887 | 171.1387 | 122.3887 |
Trades During Streak | 17 | 11 | 8 | 17 | 11 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546191 | -58390 | -50002 | -30111 | -85433 | -63212 |
{ "trading_pair": "YFI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 1877, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599134400000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759223986280, "expiration_time": 1764077184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.05592, "nc": 0.00356 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 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": [ [ 372375.0744400567, 180052.8852485787, 192322.1891914784, 782963.5193194245, 316636.8262696997, 466326.6930497244 ], [ 372.375074, 180.052885, 192.322189, 782.963519, 316.636826, 466.326693 ], [ 0.198388, 0.095926, 0.102463, 0.11611, 0.076057, 0.092424 ], [ 10, 10, 10, 10, 10, 10 ], [ -64995, -64495, -60159, -214867, -196684, -150211 ], [ 1.748538, 1.963934, 1.619036, 1.696914, 1.678554, 1.709958 ], [ 179, 90, 89, 179, 90, 89 ], [ 147, 71, 76, 147, 71, 76 ], [ 32, 19, 13, 32, 19, 13 ], [ 82.122905, 78.888889, 85.393258, 82.122905, 78.888889, 85.393258 ], [ 0.380634, 0.52556, 0.27694, 0.369396, 0.44919, 0.292493 ], [ 29571, 29571, 28542, 53586, 45530, 53586 ], [ -55881, -55881, -51293, -170681, -170681, -150211 ], [ 40, 24, 57, 40, 24, 57 ], [ 24, 12, 35, 24, 12, 35 ], [ 115, 66, 187, 115, 66, 187 ], [ 7286, 2180, 5106, 7286, 2180, 5106 ], [ 122.38873, 171.13873, 122.38873, 122.38873, 171.13873, 122.38873 ], [ 17, 11, 8, 17, 11, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 546191, -58390, -50002, -30111, -85433, -63212 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 1877, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599134400000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759223986280, "expiration_time": 1764077184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.05592, "nc": 0.00356 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 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) |
---|