Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348526.9747 | 223690.5227 | 124836.452 | 112177.7285 | -206285.4471 | 318463.1756 |
Total P&L (%) | 348.527 | 223.6905 | 124.8365 | 112.1777 | -206.2854 | 318.4632 |
Avg Daily Profit (%) | 0.1849 | 0.1187 | 0.0662 | 0.0399 | 0 | 0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182438 | -134144 | -130212 | -1880458 | -1357817 | -1043529 |
Profit Factor | 1.2127 | 1.2626 | 1.1588 | 1.013 | 0.9547 | 1.0778 |
Total Trades | 569 | 285 | 284 | 569 | 285 | 284 |
Winning Trades | 292 | 142 | 150 | 292 | 142 | 150 |
Losing Trades | 277 | 143 | 134 | 277 | 143 | 134 |
Profitability (%) | 51.3181 | 49.8246 | 52.8169 | 51.3181 | 49.8246 | 52.8169 |
Ratio Avg Win / Avg Loss | 1.1504 | 1.2715 | 1.0352 | 0.9609 | 0.9615 | 0.9628 |
Largest Winning Trade | 57265 | 57265 | 33379 | 710970 | 710970 | 328392 |
Largest Losing Trade | -47372 | -21406 | -47372 | -546129 | -237571 | -546129 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 7343 | 3679 | 3664 | 7343 | 3679 | 3664 |
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 | 376701 | -33602 | -148839 | -344101 | -579633 | -226593 |
{ "trading_pair": "YFI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7541, "evaluation_days": 1885.25, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759949261259, "expiration_time": 1764811368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 108, "offset": 0, "multiplier": 3.23741 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 104, "na": 0.2, "nb": 0.1, "nc": 0.93048 } } }
{ "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": [ [ 348526.9746939092, 223690.5227337874, 124836.4519601218, 112177.7284585078, -206285.4471033481, 318463.1755618557 ], [ 348.526975, 223.690523, 124.836452, 112.177728, -206.285447, 318.463176 ], [ 0.18487, 0.118653, 0.066217, 0.03991, 0, 0.075956 ], [ 10, 10, 10, 10, 10, 10 ], [ -182438, -134144, -130212, -1880458, -1357817, -1043529 ], [ 1.212737, 1.26256, 1.158756, 1.012967, 0.954727, 1.077781 ], [ 569, 285, 284, 569, 285, 284 ], [ 292, 142, 150, 292, 142, 150 ], [ 277, 143, 134, 277, 143, 134 ], [ 51.318102, 49.824561, 52.816901, 51.318102, 49.824561, 52.816901 ], [ 1.150439, 1.271451, 1.035155, 0.960931, 0.96145, 0.962817 ], [ 57265, 57265, 33379, 710970, 710970, 328392 ], [ -47372, -21406, -47372, -546129, -237571, -546129 ], [ 12, 12, 12, 12, 12, 12 ], [ 12, 12, 12, 12, 12, 12 ], [ 12, 12, 12, 12, 12, 12 ], [ 7343, 3679, 3664, 7343, 3679, 3664 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 376701, -33602, -148839, -344101, -579633, -226593 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7541, "evaluation_days": 1885.25, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759949261259, "expiration_time": 1764811368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 108, "offset": 0, "multiplier": 3.23741 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 104, "na": 0.2, "nb": 0.1, "nc": 0.93048 } } }
# | 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) |
---|