| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 296133.3799 | 105243.7327 | 190889.6473 | 628961.0761 | -319579.3183 | 948540.3944 |
| Total P&L (%) | 296.1334 | 105.2437 | 190.8896 | 628.9611 | -319.5793 | 948.5404 |
| Avg Daily Profit (%) | 0.1569 | 0.0558 | 0.1011 | 0.1053 | 0 | 0.1246 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95861 | -84616 | -54793 | -1161651 | -1114953 | -447090 |
| Profit Factor | 2.2613 | 1.726 | 3.1251 | 1.2684 | 0.7983 | 2.2508 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
| Losing Trades | 12 | 8 | 4 | 12 | 8 | 4 |
| Profitability (%) | 88 | 84 | 92 | 88 | 84 | 92 |
| Ratio Avg Win / Avg Loss | 0.3084 | 0.3288 | 0.2717 | 0.173 | 0.1521 | 0.1957 |
| Largest Winning Trade | 52350 | 52350 | 30054 | 194581 | 163837 | 194581 |
| Largest Losing Trade | -59657 | -59657 | -47924 | -877944 | -877944 | -351438 |
| Avg Bars in Trades | 33 | 42 | 23 | 33 | 42 | 23 |
| Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
| Avg Bars in Losers | 170 | 192 | 125 | 170 | 192 | 125 |
| Bars Traded | 3315 | 2121 | 1195 | 3315 | 2121 | 1195 |
| Profit Streak | 166.2708 | 166.2708 | 257.7708 | 166.2708 | 166.2708 | 257.7708 |
| Trades During Streak | 27 | 13 | 14 | 27 | 13 | 14 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 569104 | -292122 | -227909 | -46738 | -754931 | -197918 |
{
"trading_pair": "YFI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3775,
"evaluation_days": 1887.5,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1607688000000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760121000033,
"expiration_time": 1764990000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 247,
"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": [
[
296133.3799364048,
105243.7326725336,
190889.647263871,
628961.0761294364,
-319579.3183141514,
948540.3944435873
],
[
296.13338,
105.243733,
190.889647,
628.961076,
-319.579318,
948.540394
],
[
0.156892,
0.055758,
0.101134,
0.105298,
0,
0.12458
],
[
10,
10,
10,
10,
10,
10
],
[
-95861,
-84616,
-54793,
-1161651,
-1114953,
-447090
],
[
2.261254,
1.725989,
3.125085,
1.268426,
0.798349,
2.250831
],
[
100,
50,
50,
100,
50,
50
],
[
88,
42,
46,
88,
42,
46
],
[
12,
8,
4,
12,
8,
4
],
[
88,
84,
92,
88,
84,
92
],
[
0.308353,
0.32876,
0.271747,
0.172967,
0.152067,
0.195724
],
[
52350,
52350,
30054,
194581,
163837,
194581
],
[
-59657,
-59657,
-47924,
-877944,
-877944,
-351438
],
[
33,
42,
23,
33,
42,
23
],
[
14,
13,
15,
14,
13,
15
],
[
170,
192,
125,
170,
192,
125
],
[
3315,
2121,
1195,
3315,
2121,
1195
],
[
166.270834,
166.270834,
257.770834,
166.270834,
166.270834,
257.770834
],
[
27,
13,
14,
27,
13,
14
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
569104,
-292122,
-227909,
-46738,
-754931,
-197918
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3775,
"evaluation_days": 1887.5,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1607688000000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760121000033,
"expiration_time": 1764990000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 247,
"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) |
|---|