Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279743.5494 | 114941.8032 | 164801.7462 | 565574.0782 | 44210.6881 | 521363.3901 |
Total P&L (%) | 279.7435 | 114.9418 | 164.8017 | 565.5741 | 44.2107 | 521.3634 |
Avg Daily Profit (%) | 0.1481 | 0.0609 | 0.0873 | 0.1004 | 0.0194 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76461 | -66053 | -46666 | -374965 | -377860 | -212043 |
Profit Factor | 1.8198 | 1.5918 | 2.1209 | 1.4222 | 1.0515 | 2.0834 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 83.237 | 80.2326 | 86.2069 | 83.237 | 80.2326 | 86.2069 |
Ratio Avg Win / Avg Loss | 0.3665 | 0.3922 | 0.3393 | 0.2864 | 0.2591 | 0.3333 |
Largest Winning Trade | 19239 | 19239 | 15391 | 55082 | 49824 | 55082 |
Largest Losing Trade | -53931 | -53931 | -40838 | -261914 | -261914 | -163396 |
Avg Bars in Trades | 20 | 26 | 15 | 20 | 26 | 15 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 86 | 103 | 62 | 86 | 103 | 62 |
Bars Traded | 3572 | 2247 | 1325 | 3572 | 2247 | 1325 |
Profit Streak | 30.8009 | 30.8009 | 78.8009 | 30.8009 | 30.8009 | 78.8009 |
Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452734 | -106309 | -68847 | -52131 | -329188 | -55821 |
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3777, "evaluation_days": 1888.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1605312000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760209999052, "expiration_time": 1765078992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 192, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 279743.5494160247, 114941.8031872528, 164801.7462287719, 565574.0782280393, 44210.6881361369, 521363.3900919023 ], [ 279.743549, 114.941803, 164.801746, 565.574078, 44.210688, 521.36339 ], [ 0.14813, 0.060864, 0.087266, 0.10042, 0.019388, 0.096777 ], [ 10, 10, 10, 10, 10, 10 ], [ -76461, -66053, -46666, -374965, -377860, -212043 ], [ 1.819788, 1.591842, 2.120882, 1.422245, 1.051514, 2.083419 ], [ 173, 86, 87, 173, 86, 87 ], [ 144, 69, 75, 144, 69, 75 ], [ 29, 17, 12, 29, 17, 12 ], [ 83.236994, 80.232558, 86.206897, 83.236994, 80.232558, 86.206897 ], [ 0.366485, 0.392193, 0.339341, 0.286424, 0.259069, 0.333347 ], [ 19239, 19239, 15391, 55082, 49824, 55082 ], [ -53931, -53931, -40838, -261914, -261914, -163396 ], [ 20, 26, 15, 20, 26, 15 ], [ 7, 7, 7, 7, 7, 7 ], [ 86, 103, 62, 86, 103, 62 ], [ 3572, 2247, 1325, 3572, 2247, 1325 ], [ 30.800915, 30.800915, 78.800915, 30.800915, 30.800915, 78.800915 ], [ 5, 2, 9, 5, 2, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 452734, -106309, -68847, -52131, -329188, -55821 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3777, "evaluation_days": 1888.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1605312000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760209999052, "expiration_time": 1765078992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 192, "offset": 0, "scalar": 1 } } }
# | 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) |
---|