| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 299587.9115 | 239956.7473 | 59631.1642 | 22485.415 | 89615.2122 | -67129.7972 |
| Total P&L (%) | 299.5879 | 239.9567 | 59.6312 | 22.4854 | 89.6152 | -67.1298 |
| Avg Daily Profit (%) | 0.1594 | 0.1276 | 0.0317 | 0.0108 | 0.034 | -0.0592 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -152665 | -124516 | -115326 | -173748 | -50089 | -162923 |
| Profit Factor | 1.4331 | 1.7049 | 1.1697 | 1.0465 | 1.5513 | 0.7907 |
| Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
| Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
| Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
| Profitability (%) | 56.8627 | 53.9216 | 59.8039 | 56.8627 | 53.9216 | 59.8039 |
| Ratio Avg Win / Avg Loss | 1.0872 | 1.4569 | 0.7862 | 0.7939 | 1.3256 | 0.5314 |
| Largest Winning Trade | 188954 | 188954 | 35514 | 55083 | 55083 | 35328 |
| Largest Losing Trade | -58268 | -57278 | -58268 | -107885 | -22627 | -107885 |
| Avg Bars in Trades | 26 | 33 | 18 | 26 | 33 | 18 |
| Avg Bars in Winners | 28 | 34 | 22 | 28 | 34 | 22 |
| Avg Bars in Losers | 23 | 32 | 12 | 23 | 32 | 12 |
| Bars Traded | 5369 | 3444 | 1924 | 5369 | 3444 | 1924 |
| Profit Streak | 14.3743 | 14.3743 | 15.3743 | 14.3743 | 14.3743 | 15.3743 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428382 | -19685 | -184367 | -350932 | -144982 | -578440 |
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1602374400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759481940053,
"expiration_time": 1764322560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 83
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 186,
"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": [
[
299587.9114587408,
239956.7472735615,
59631.164185179,
22485.415031103,
89615.2122047511,
-67129.7971736481
],
[
299.587911,
239.956747,
59.631164,
22.485415,
89.615212,
-67.129797
],
[
0.159355,
0.127637,
0.031719,
0.010789,
0.034039,
-0.059164
],
[
10,
10,
10,
10,
10,
10
],
[
-152665,
-124516,
-115326,
-173748,
-50089,
-162923
],
[
1.433089,
1.704924,
1.169722,
1.046532,
1.551276,
0.790656
],
[
204,
102,
102,
204,
102,
102
],
[
116,
55,
61,
116,
55,
61
],
[
88,
47,
41,
88,
47,
41
],
[
56.862745,
53.921569,
59.803922,
56.862745,
53.921569,
59.803922
],
[
1.087171,
1.456935,
0.786207,
0.793921,
1.325636,
0.531425
],
[
188954,
188954,
35514,
55083,
55083,
35328
],
[
-58268,
-57278,
-58268,
-107885,
-22627,
-107885
],
[
26,
33,
18,
26,
33,
18
],
[
28,
34,
22,
28,
34,
22
],
[
23,
32,
12,
23,
32,
12
],
[
5369,
3444,
1924,
5369,
3444,
1924
],
[
14.374306,
14.374306,
15.374306,
14.374306,
14.374306,
15.374306
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428382,
-19685,
-184367,
-350932,
-144982,
-578440
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1602374400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759481940053,
"expiration_time": 1764322560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 83
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 186,
"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) |
|---|