| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 339623.3779 | 201250.4193 | 138372.9586 | 293186.1757 | 145201.2571 | 147984.9186 |
| Total P&L (%) | 339.6234 | 201.2504 | 138.373 | 293.1862 | 145.2013 | 147.9849 |
| Avg Daily Profit (%) | 0.1801 | 0.1067 | 0.0734 | 0.0726 | 0.0476 | 0.0482 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -80288 | -66755 | -87897 | -289549 | -143446 | -146103 |
| Profit Factor | 1.5089 | 1.5947 | 1.4207 | 1.1823 | 1.1785 | 1.1862 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Profitability (%) | 49.5798 | 49.1525 | 50 | 49.5798 | 49.1525 | 50 |
| Ratio Avg Win / Avg Loss | 1.5345 | 1.6497 | 1.4207 | 1.2023 | 1.2191 | 1.1862 |
| Largest Winning Trade | 67882 | 67882 | 52697 | 194144 | 103421 | 194144 |
| Largest Losing Trade | -43739 | -43739 | -31217 | -91234 | -65697 | -91234 |
| Avg Bars in Trades | 46 | 26 | 66 | 46 | 26 | 66 |
| Avg Bars in Winners | 58 | 24 | 91 | 58 | 24 | 91 |
| Avg Bars in Losers | 34 | 27 | 41 | 34 | 27 | 41 |
| Bars Traded | 5520 | 1540 | 3979 | 5520 | 1540 | 3979 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362723 | -224215 | -263305 | -115796 | -330259 | -313487 |
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5656,
"evaluation_days": 1885.33,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1599235200000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759940763030,
"expiration_time": 1764797184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 76,
"offset": 0,
"multiplier": 3.44884
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 36,
"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": [
[
339623.3779280102,
201250.4193375636,
138372.9585904465,
293186.1756967864,
145201.2570682603,
147984.9186285262
],
[
339.623378,
201.250419,
138.372959,
293.186176,
145.201257,
147.984919
],
[
0.18014,
0.106745,
0.073395,
0.072646,
0.047584,
0.048183
],
[
10,
10,
10,
10,
10,
10
],
[
-80288,
-66755,
-87897,
-289549,
-143446,
-146103
],
[
1.508946,
1.594695,
1.420717,
1.182294,
1.17851,
1.186166
],
[
119,
59,
60,
119,
59,
60
],
[
59,
29,
30,
59,
29,
30
],
[
60,
30,
30,
60,
30,
30
],
[
49.579832,
49.152542,
50,
49.579832,
49.152542,
50
],
[
1.534521,
1.649684,
1.420717,
1.202333,
1.219148,
1.186166
],
[
67882,
67882,
52697,
194144,
103421,
194144
],
[
-43739,
-43739,
-31217,
-91234,
-65697,
-91234
],
[
46,
26,
66,
46,
26,
66
],
[
58,
24,
91,
58,
24,
91
],
[
34,
27,
41,
34,
27,
41
],
[
5520,
1540,
3979,
5520,
1540,
3979
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362723,
-224215,
-263305,
-115796,
-330259,
-313487
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5656,
"evaluation_days": 1885.33,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1599235200000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759940763030,
"expiration_time": 1764797184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 76,
"offset": 0,
"multiplier": 3.44884
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 36,
"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) |
|---|