Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298581.8774 | 131503.8662 | 167078.0112 | 581097.1029 | 48171.3773 | 532925.7257 |
Total P&L (%) | 298.5819 | 131.5039 | 167.078 | 581.0971 | 48.1714 | 532.9257 |
Avg Daily Profit (%) | 0.1595 | 0.0703 | 0.0893 | 0.1026 | 0.021 | 0.0986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84405 | -55708 | -50880 | -493095 | -333064 | -207931 |
Profit Factor | 1.8154 | 1.6401 | 2.0395 | 1.4058 | 1.0514 | 2.0786 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 78.5235 | 77.027 | 80 | 78.5235 | 77.027 | 80 |
Ratio Avg Win / Avg Loss | 0.4965 | 0.4892 | 0.5099 | 0.3845 | 0.3136 | 0.5196 |
Largest Winning Trade | 26581 | 26581 | 18455 | 118459 | 118459 | 68108 |
Largest Losing Trade | -51951 | -51951 | -43138 | -255593 | -255593 | -201931 |
Avg Bars in Trades | 23 | 29 | 17 | 23 | 29 | 17 |
Avg Bars in Winners | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Losers | 79 | 104 | 50 | 79 | 104 | 50 |
Bars Traded | 3534 | 2214 | 1320 | 3534 | 2214 | 1320 |
Profit Streak | 15.6131 | 15.6131 | 63.6131 | 15.6131 | 15.6131 | 63.6131 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506676 | -158607 | -123576 | -50438 | -391805 | -110595 |
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1604793600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758897769942, "expiration_time": 1763566128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 180, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 298581.8773985085, 131503.8661595021, 167078.0112390063, 581097.1029306791, 48171.3772750388, 532925.7256556406 ], [ 298.581877, 131.503866, 167.078011, 581.097103, 48.171377, 532.925726 ], [ 0.159541, 0.070267, 0.089275, 0.102566, 0.021012, 0.098642 ], [ 10, 10, 10, 10, 10, 10 ], [ -84405, -55708, -50880, -493095, -333064, -207931 ], [ 1.815405, 1.640107, 2.039458, 1.40577, 1.051357, 2.07855 ], [ 149, 74, 75, 149, 74, 75 ], [ 117, 57, 60, 117, 57, 60 ], [ 32, 17, 15, 32, 17, 15 ], [ 78.52349, 77.027027, 80, 78.52349, 77.027027, 80 ], [ 0.496521, 0.489155, 0.509864, 0.384484, 0.313563, 0.519638 ], [ 26581, 26581, 18455, 118459, 118459, 68108 ], [ -51951, -51951, -43138, -255593, -255593, -201931 ], [ 23, 29, 17, 23, 29, 17 ], [ 8, 7, 9, 8, 7, 9 ], [ 79, 104, 50, 79, 104, 50 ], [ 3534, 2214, 1320, 3534, 2214, 1320 ], [ 15.613078, 15.613078, 63.613078, 15.613078, 15.613078, 63.613078 ], [ 3, 1, 8, 3, 1, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 506676, -158607, -123576, -50438, -391805, -110595 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1604793600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758897769942, "expiration_time": 1763566128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 180, "offset": 0, "scalar": 4 } } }
# | 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) |
---|