Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347508.8059 | 306157.3445 | 41351.4614 | -10169.2018 | 173803.2864 | -183972.4881 |
Total P&L (%) | 347.5088 | 306.1573 | 41.3515 | -10.1692 | 173.8033 | -183.9725 |
Avg Daily Profit (%) | 0.185 | 0.163 | 0.022 | -0.0057 | 0.0536 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249602 | -78551 | -131646 | -294443 | -65094 | -131763 |
Profit Factor | 1.6151 | 2.1222 | 1.1416 | 0.975 | 2.4089 | 0.352 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 55.9524 | 52.381 | 59.5238 | 55.9524 | 52.381 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.2715 | 1.9293 | 0.7763 | 0.7676 | 2.1899 | 0.2393 |
Largest Winning Trade | 202278 | 202278 | 30103 | 202278 | 202278 | 12188 |
Largest Losing Trade | -69486 | -69486 | -69360 | -119110 | -37472 | -119110 |
Avg Bars in Trades | 42 | 46 | 37 | 42 | 46 | 37 |
Avg Bars in Winners | 46 | 47 | 44 | 46 | 47 | 44 |
Avg Bars in Losers | 37 | 45 | 27 | 37 | 45 | 27 |
Bars Traded | 3547 | 1959 | 1588 | 3547 | 1959 | 1588 |
Profit Streak | 83.3194 | 91.3194 | 83.3194 | 83.3194 | 91.3194 | 83.3194 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426472 | 455495 | -229788 | -578371 | -115374 | -578538 |
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3756, "evaluation_days": 1878, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1604145600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759304398264, "expiration_time": 1764144576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 42, "offset": 0, "std": 4.04512 } }, "second_band": { "type": "dcl", "factors": { "length": 165, "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": [ [ 347508.8059208101, 306157.3444763304, 41351.4614444796, -10169.2017548031, 173803.2863717812, -183972.4881265842 ], [ 347.508806, 306.157344, 41.351461, -10.169202, 173.803286, -183.972488 ], [ 0.185042, 0.163023, 0.022019, -0.00571, 0.053648, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -249602, -78551, -131646, -294443, -65094, -131763 ], [ 1.615137, 2.122207, 1.14156, 0.97503, 2.408907, 0.351976 ], [ 84, 42, 42, 84, 42, 42 ], [ 47, 22, 25, 47, 22, 25 ], [ 37, 20, 17, 37, 20, 17 ], [ 55.952381, 52.380952, 59.52381, 55.952381, 52.380952, 59.52381 ], [ 1.271491, 1.929279, 0.776261, 0.767577, 2.189916, 0.239344 ], [ 202278, 202278, 30103, 202278, 202278, 12188 ], [ -69486, -69486, -69360, -119110, -37472, -119110 ], [ 42, 46, 37, 42, 46, 37 ], [ 46, 47, 44, 46, 47, 44 ], [ 37, 45, 27, 37, 45, 27 ], [ 3547, 1959, 1588, 3547, 1959, 1588 ], [ 83.319424, 91.319424, 83.319424, 83.319424, 91.319424, 83.319424 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 426472, 455495, -229788, -578371, -115374, -578538 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3756, "evaluation_days": 1878, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1604145600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759304398264, "expiration_time": 1764144576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 42, "offset": 0, "std": 4.04512 } }, "second_band": { "type": "dcl", "factors": { "length": 165, "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) |
---|