Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286097.111 | 167551.7708 | 118545.3402 | 110579.2952 | 83222.0397 | 27357.2555 |
Total P&L (%) | 286.0971 | 167.5518 | 118.5453 | 110.5793 | 83.222 | 27.3573 |
Avg Daily Profit (%) | 0.1523 | 0.0892 | 0.0631 | 0.0397 | 0.0322 | 0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124286 | -105938 | -78735 | -457261 | -368903 | -243346 |
Profit Factor | 1.4637 | 1.5119 | 1.4092 | 1.0607 | 1.0898 | 1.0306 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 58.1818 | 50.9091 | 65.4545 | 58.1818 | 50.9091 | 65.4545 |
Ratio Avg Win / Avg Loss | 1.052 | 1.4579 | 0.7437 | 0.7624 | 1.0509 | 0.5439 |
Largest Winning Trade | 108268 | 108268 | 39343 | 126464 | 99589 | 126464 |
Largest Losing Trade | -45740 | -45740 | -43540 | -163214 | -147414 | -163214 |
Avg Bars in Trades | 33 | 35 | 30 | 33 | 35 | 30 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 3635 | 1953 | 1682 | 3635 | 1953 | 1682 |
Profit Streak | 0 | 0 | 91.523 | 0 | 0 | 91.523 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347417 | -252439 | -286673 | -294022 | -451505 | -544662 |
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3757, "evaluation_days": 1878.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759365187641, "expiration_time": 1764189072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 103, "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": [ [ 286097.1109812923, 167551.7707595665, 118545.3402217259, 110579.295214359, 83222.0397057526, 27357.2555086062 ], [ 286.097111, 167.551771, 118.54534, 110.579295, 83.22204, 27.357256 ], [ 0.152301, 0.089194, 0.063106, 0.039651, 0.03224, 0.012874 ], [ 10, 10, 10, 10, 10, 10 ], [ -124286, -105938, -78735, -457261, -368903, -243346 ], [ 1.463679, 1.511924, 1.409175, 1.060688, 1.089799, 1.030555 ], [ 110, 55, 55, 110, 55, 55 ], [ 64, 28, 36, 64, 28, 36 ], [ 46, 27, 19, 46, 27, 19 ], [ 58.181818, 50.909091, 65.454545, 58.181818, 50.909091, 65.454545 ], [ 1.052019, 1.457927, 0.743731, 0.762369, 1.050877, 0.543904 ], [ 108268, 108268, 39343, 126464, 99589, 126464 ], [ -45740, -45740, -43540, -163214, -147414, -163214 ], [ 33, 35, 30, 33, 35, 30 ], [ 25, 27, 24, 25, 27, 24 ], [ 43, 44, 42, 43, 44, 42 ], [ 3635, 1953, 1682, 3635, 1953, 1682 ], [ 0, 0, 91.523005, 0, 0, 91.523005 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347417, -252439, -286673, -294022, -451505, -544662 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3757, "evaluation_days": 1878.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759365187641, "expiration_time": 1764189072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 103, "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) |
---|