| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 305745.1659 | 230195.0258 | 75550.1401 | -49820.5238 | 100087.8877 | -149908.4115 |
| Total P&L (%) | 305.7452 | 230.195 | 75.5501 | -49.8205 | 100.0879 | -149.9084 |
| Avg Daily Profit (%) | 0.1628 | 0.1226 | 0.0402 | -0.0367 | 0.0369 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -193819 | -120532 | -107453 | -305686 | -134400 | -193891 |
| Profit Factor | 1.3904 | 1.7724 | 1.1558 | 0.9361 | 1.4028 | 0.718 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
| Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
| Profitability (%) | 52.1008 | 45.7627 | 58.3333 | 52.1008 | 45.7627 | 58.3333 |
| Ratio Avg Win / Avg Loss | 1.2783 | 2.1006 | 0.8255 | 0.8606 | 1.6626 | 0.5129 |
| Largest Winning Trade | 89309 | 89309 | 55664 | 53853 | 53853 | 49161 |
| Largest Losing Trade | -78860 | -30949 | -78860 | -123192 | -54023 | -123192 |
| Avg Bars in Trades | 91 | 78 | 104 | 91 | 78 | 104 |
| Avg Bars in Winners | 89 | 72 | 102 | 89 | 72 | 102 |
| Avg Bars in Losers | 94 | 84 | 108 | 94 | 84 | 108 |
| Bars Traded | 10937 | 4647 | 6290 | 10937 | 4647 | 6290 |
| Profit Streak | 98.1703 | 110.6703 | 98.1703 | 98.1703 | 110.6703 | 98.1703 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357302 | -203398 | -357182 | -578792 | -319105 | -747919 |
{
"trading_pair": "YFI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11269,
"evaluation_days": 1878.17,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1600329600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759334715158,
"expiration_time": 1764188208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 228,
"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": [
[
305745.1658833125,
230195.0257587084,
75550.1401246043,
-49820.5237578339,
100087.8877314385,
-149908.4114892723
],
[
305.745166,
230.195026,
75.55014,
-49.820524,
100.087888,
-149.908411
],
[
0.162789,
0.122563,
0.040225,
-0.036708,
0.036936,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-193819,
-120532,
-107453,
-305686,
-134400,
-193891
],
[
1.390424,
1.772362,
1.155751,
0.936137,
1.402845,
0.718039
],
[
119,
59,
60,
119,
59,
60
],
[
62,
27,
35,
62,
27,
35
],
[
57,
32,
25,
57,
32,
25
],
[
52.10084,
45.762712,
58.333333,
52.10084,
45.762712,
58.333333
],
[
1.278293,
2.100577,
0.825536,
0.860642,
1.662631,
0.512885
],
[
89309,
89309,
55664,
53853,
53853,
49161
],
[
-78860,
-30949,
-78860,
-123192,
-54023,
-123192
],
[
91,
78,
104,
91,
78,
104
],
[
89,
72,
102,
89,
72,
102
],
[
94,
84,
108,
94,
84,
108
],
[
10937,
4647,
6290,
10937,
4647,
6290
],
[
98.170314,
110.670314,
98.170314,
98.170314,
110.670314,
98.170314
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357302,
-203398,
-357182,
-578792,
-319105,
-747919
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11269,
"evaluation_days": 1878.17,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1600329600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759334715158,
"expiration_time": 1764188208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 228,
"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) |
|---|