| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 276995.2722 | 107552.5267 | 169442.7455 | 574153.4655 | -50205.2627 | 624358.7281 |
| Total P&L (%) | 276.9953 | 107.5525 | 169.4427 | 574.1535 | -50.2053 | 624.3587 |
| Avg Daily Profit (%) | 0.148 | 0.0575 | 0.0906 | 0.102 | -0.0373 | 0.1059 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -64056 | -84037 | -31988 | -502422 | -595169 | -88108 |
| Profit Factor | 2.3202 | 1.8912 | 2.9012 | 1.5655 | 0.9325 | 3.3009 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
| Profitability (%) | 81.5126 | 81.3559 | 81.6667 | 81.5126 | 81.3559 | 81.6667 |
| Ratio Avg Win / Avg Loss | 0.5262 | 0.4334 | 0.6513 | 0.3551 | 0.2137 | 0.741 |
| Largest Winning Trade | 46501 | 46501 | 25362 | 71742 | 54114 | 71742 |
| Largest Losing Trade | -64056 | -64056 | -31988 | -502422 | -502422 | -76858 |
| Avg Bars in Trades | 59 | 70 | 47 | 59 | 70 | 47 |
| Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
| Avg Bars in Losers | 224 | 280 | 169 | 224 | 280 | 169 |
| Bars Traded | 7038 | 4178 | 2860 | 7038 | 4178 | 2860 |
| Profit Streak | 0 | 27.6219 | 0 | 0 | 27.6219 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 389989 | -286517 | -234439 | -51679 | -751935 | -212820 |
{
"trading_pair": "YFI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7485,
"evaluation_days": 1871.25,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1606392000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758898534360,
"expiration_time": 1763565480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 205,
"offset": 228
}
}
} {
"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": [
[
276995.2721719693,
107552.5267001711,
169442.7454717982,
574153.465457508,
-50205.2626643859,
624358.7281218937
],
[
276.995272,
107.552527,
169.442745,
574.153465,
-50.205263,
624.358728
],
[
0.148027,
0.057476,
0.090551,
0.102031,
-0.037255,
0.105874
],
[
10,
10,
10,
10,
10,
10
],
[
-64056,
-84037,
-31988,
-502422,
-595169,
-88108
],
[
2.320209,
1.891163,
2.901206,
1.56549,
0.932517,
3.300909
],
[
119,
59,
60,
119,
59,
60
],
[
97,
48,
49,
97,
48,
49
],
[
22,
11,
11,
22,
11,
11
],
[
81.512605,
81.355932,
81.666667,
81.512605,
81.355932,
81.666667
],
[
0.526233,
0.433392,
0.651291,
0.355059,
0.213702,
0.74102
],
[
46501,
46501,
25362,
71742,
54114,
71742
],
[
-64056,
-64056,
-31988,
-502422,
-502422,
-76858
],
[
59,
70,
47,
59,
70,
47
],
[
21,
22,
20,
21,
22,
20
],
[
224,
280,
169,
224,
280,
169
],
[
7038,
4178,
2860,
7038,
4178,
2860
],
[
0,
27.621925,
0,
0,
27.621925,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389989,
-286517,
-234439,
-51679,
-751935,
-212820
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7485,
"evaluation_days": 1871.25,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1606392000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758898534360,
"expiration_time": 1763565480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 205,
"offset": 228
}
}
}
| # | 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) |
|---|