Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274996.5305 | 142801.1808 | 132195.3497 | 364513.354 | -243619.1448 | 608132.4988 |
Total P&L (%) | 274.9965 | 142.8012 | 132.1954 | 364.5134 | -243.6191 | 608.1325 |
Avg Daily Profit (%) | 0.1459 | 0.0758 | 0.0701 | 0.0815 | 0 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92076 | -94782 | -47412 | -845073 | -857922 | -242429 |
Profit Factor | 1.9062 | 1.8519 | 1.9731 | 1.2311 | 0.7786 | 2.275 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 19 | 13 | 6 | 19 | 13 | 6 |
Profitability (%) | 80.8081 | 74 | 87.7551 | 80.8081 | 74 | 87.7551 |
Ratio Avg Win / Avg Loss | 0.4527 | 0.6507 | 0.2753 | 0.2924 | 0.2736 | 0.3174 |
Largest Winning Trade | 81547 | 81547 | 23167 | 111440 | 92855 | 111440 |
Largest Losing Trade | -61255 | -61255 | -47412 | -625535 | -625535 | -242429 |
Avg Bars in Trades | 36 | 42 | 30 | 36 | 42 | 30 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 127 | 126 | 131 | 127 | 126 | 131 |
Bars Traded | 3617 | 2146 | 1471 | 3617 | 2146 | 1471 |
Profit Streak | 23.9948 | 164.4948 | 23.9948 | 23.9948 | 164.4948 | 23.9948 |
Trades During Streak | 5 | 14 | 2 | 5 | 14 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311658 | -266329 | -92533 | -80046 | -756073 | -46498 |
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{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3769, "evaluation_days": 1884.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1603411200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759881150037, "expiration_time": 1764723024000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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) |
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