| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 399892.0705 | 307706.2588 | 92185.8117 | 146275.9836 | -214021.879 | 360297.8626 |
| Total P&L (%) | 399.8921 | 307.7063 | 92.1858 | 146.276 | -214.0219 | 360.2979 |
| Avg Daily Profit (%) | 0.2138 | 0.1645 | 0.0493 | 0.0482 | 0 | 0.0816 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129455 | -121512 | -46103 | -1535915 | -1588829 | -479598 |
| Profit Factor | 1.4701 | 1.5042 | 1.3835 | 1.029 | 0.944 | 1.2946 |
| Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
| Winning Trades | 157 | 78 | 79 | 157 | 78 | 79 |
| Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Profitability (%) | 62.3016 | 61.9048 | 62.6984 | 62.3016 | 61.9048 | 62.6984 |
| Ratio Avg Win / Avg Loss | 0.8895 | 0.9257 | 0.8231 | 0.6226 | 0.5809 | 0.7702 |
| Largest Winning Trade | 98611 | 98611 | 20048 | 333321 | 333321 | 123466 |
| Largest Losing Trade | -77196 | -77196 | -30670 | -835532 | -835532 | -149622 |
| Avg Bars in Trades | 87 | 155 | 20 | 87 | 155 | 20 |
| Avg Bars in Winners | 51 | 82 | 19 | 51 | 82 | 19 |
| Avg Bars in Losers | 148 | 273 | 21 | 148 | 273 | 21 |
| Bars Traded | 22146 | 19547 | 2599 | 22146 | 19547 | 2599 |
| Profit Streak | 16.4857 | 0 | 44.9024 | 16.4857 | 0 | 44.9024 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 384577 | 299020 | -125912 | -315379 | -579454 | -83301 |
{
"trading_pair": "YFI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22448,
"evaluation_days": 1870.67,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597989600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759001968135,
"expiration_time": 1764540921600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 130,
"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": [
[
399892.0704947808,
307706.2587528415,
92185.8117419393,
146275.9835840144,
-214021.8790154342,
360297.8625994484
],
[
399.89207,
307.706259,
92.185812,
146.275984,
-214.021879,
360.297863
],
[
0.213769,
0.16449,
0.04928,
0.048191,
0,
0.081646
],
[
10,
10,
10,
10,
10,
10
],
[
-129455,
-121512,
-46103,
-1535915,
-1588829,
-479598
],
[
1.470076,
1.5042,
1.383451,
1.028981,
0.944036,
1.294582
],
[
252,
126,
126,
252,
126,
126
],
[
157,
78,
79,
157,
78,
79
],
[
95,
48,
47,
95,
48,
47
],
[
62.301587,
61.904762,
62.698413,
62.301587,
61.904762,
62.698413
],
[
0.889537,
0.925662,
0.823066,
0.622632,
0.580945,
0.770195
],
[
98611,
98611,
20048,
333321,
333321,
123466
],
[
-77196,
-77196,
-30670,
-835532,
-835532,
-149622
],
[
87,
155,
20,
87,
155,
20
],
[
51,
82,
19,
51,
82,
19
],
[
148,
273,
21,
148,
273,
21
],
[
22146,
19547,
2599,
22146,
19547,
2599
],
[
16.485742,
0,
44.902409,
16.485742,
0,
44.902409
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384577,
299020,
-125912,
-315379,
-579454,
-83301
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22448,
"evaluation_days": 1870.67,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1597989600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759001968135,
"expiration_time": 1764540921600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 130,
"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) |
|---|