Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574873.5263 | 458411.1244 | 116462.4019 | 217496.0995 | 2054590.2962 | -1837094.1967 |
Total P&L (%) | 574.8735 | 458.4111 | 116.4624 | 217.4961 | 2054.5903 | -1837.0942 |
Avg Daily Profit (%) | 0.305 | 0.2432 | 0.0618 | 0.0613 | 0.163 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174967 | -88307 | -143972 | -3700450 | -1660976 | -3955701 |
Profit Factor | 1.3557 | 1.5969 | 1.1373 | 1.0096 | 1.2143 | 0.8599 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 248 | 116 | 132 | 248 | 116 | 132 |
Losing Trades | 226 | 121 | 105 | 226 | 121 | 105 |
Profitability (%) | 52.3207 | 48.9451 | 55.6962 | 52.3207 | 48.9451 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.2354 | 1.6658 | 0.9047 | 0.92 | 1.2666 | 0.684 |
Largest Winning Trade | 108918 | 108918 | 38620 | 912378 | 912378 | 606178 |
Largest Losing Trade | -73436 | -41624 | -73436 | -2857646 | -684564 | -2857646 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3745 | 1870 | 1875 | 3745 | 1870 | 1875 |
Profit Streak | 0 | 15.9499 | 0 | 0 | 15.9499 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446932 | 436689 | -179909 | -319662 | 302837 | -579077 |
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3770, "evaluation_days": 1885, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597320000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759920469027, "expiration_time": 1764767520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.12282, "nb": 0.82218, "nc": 0.49282 } } }
{ "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": [ [ 574873.5262839214, 458411.1243861156, 116462.4018978052, 217496.0994918001, 2054590.296230868, -1837094.1967390685 ], [ 574.873526, 458.411124, 116.462402, 217.496099, 2054.590296, -1837.094197 ], [ 0.304973, 0.243189, 0.061784, 0.061308, 0.163007, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -174967, -88307, -143972, -3700450, -1660976, -3955701 ], [ 1.355675, 1.596928, 1.137283, 1.00958, 1.214292, 0.859931 ], [ 474, 237, 237, 474, 237, 237 ], [ 248, 116, 132, 248, 116, 132 ], [ 226, 121, 105, 226, 121, 105 ], [ 52.320675, 48.945148, 55.696203, 52.320675, 48.945148, 55.696203 ], [ 1.235413, 1.665762, 0.904657, 0.92002, 1.266632, 0.684036 ], [ 108918, 108918, 38620, 912378, 912378, 606178 ], [ -73436, -41624, -73436, -2857646, -684564, -2857646 ], [ 7, 7, 7, 7, 7, 7 ], [ 7, 7, 7, 7, 7, 7 ], [ 7, 7, 7, 7, 7, 7 ], [ 3745, 1870, 1875, 3745, 1870, 1875 ], [ 0, 15.949873, 0, 0, 15.949873, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446932, 436689, -179909, -319662, 302837, -579077 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3770, "evaluation_days": 1885, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597320000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759920469027, "expiration_time": 1764767520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.12282, "nb": 0.82218, "nc": 0.49282 } } }
# | 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) |
---|