| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 450721.0347 | 360738.919 | 89982.1157 | 196983.6326 | 727303.0751 | -530319.4425 |
| Total P&L (%) | 450.721 | 360.7389 | 89.9821 | 196.9836 | 727.3031 | -530.3194 |
| Avg Daily Profit (%) | 0.2397 | 0.1919 | 0.0479 | 0.0579 | 0.1125 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -182526 | -119436 | -110591 | -2135562 | -1420907 | -1323553 |
| Profit Factor | 1.2851 | 1.4418 | 1.1177 | 1.0147 | 1.1124 | 0.9235 |
| Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
| Winning Trades | 200 | 91 | 109 | 200 | 91 | 109 |
| Losing Trades | 282 | 150 | 132 | 282 | 150 | 132 |
| Profitability (%) | 41.4938 | 37.7593 | 45.2282 | 41.4938 | 37.7593 | 45.2282 |
| Ratio Avg Win / Avg Loss | 1.8119 | 2.3765 | 1.3535 | 1.4307 | 1.8336 | 1.1184 |
| Largest Winning Trade | 167781 | 167781 | 45452 | 646306 | 646306 | 563041 |
| Largest Losing Trade | -37142 | -37142 | -36333 | -423690 | -275753 | -423690 |
| Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
| Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
| Bars Traded | 5609 | 2761 | 2848 | 5609 | 2761 | 2848 |
| Profit Streak | 13.4062 | 13.4062 | 41.4062 | 13.4062 | 13.4062 | 41.4062 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346743 | 231824 | -219506 | -319380 | -141420 | -578559 |
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1597564800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759455899926,
"expiration_time": 1764322560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 19,
"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": [
[
450721.0346555498,
360738.9189569064,
89982.1156986441,
196983.6325609497,
727303.0750974873,
-530319.442536538
],
[
450.721035,
360.738919,
89.982116,
196.983633,
727.303075,
-530.319443
],
[
0.239745,
0.191882,
0.047863,
0.057916,
0.112457,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-182526,
-119436,
-110591,
-2135562,
-1420907,
-1323553
],
[
1.28506,
1.441773,
1.117689,
1.014695,
1.112378,
0.923509
],
[
482,
241,
241,
482,
241,
241
],
[
200,
91,
109,
200,
91,
109
],
[
282,
150,
132,
282,
150,
132
],
[
41.493776,
37.759336,
45.228216,
41.493776,
37.759336,
45.228216
],
[
1.811934,
2.376549,
1.353531,
1.43072,
1.83359,
1.118378
],
[
167781,
167781,
45452,
646306,
646306,
563041
],
[
-37142,
-37142,
-36333,
-423690,
-275753,
-423690
],
[
11,
11,
11,
11,
11,
11
],
[
15,
15,
15,
15,
15,
15
],
[
8,
9,
8,
8,
9,
8
],
[
5609,
2761,
2848,
5609,
2761,
2848
],
[
13.406249,
13.406249,
41.406249,
13.406249,
13.406249,
41.406249
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346743,
231824,
-219506,
-319380,
-141420,
-578559
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1597564800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759455899926,
"expiration_time": 1764322560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 19,
"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) |
|---|