| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 449762.3871 | 297894.2584 | 151868.1287 | 366496.2477 | 715053.8264 | -348557.5787 |
| Total P&L (%) | 449.7624 | 297.8943 | 151.8681 | 366.4962 | 715.0538 | -348.5576 |
| Avg Daily Profit (%) | 0.2404 | 0.1592 | 0.0812 | 0.0824 | 0.1122 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171891 | -118154 | -87429 | -1563642 | -1039068 | -984945 |
| Profit Factor | 1.39 | 1.4862 | 1.2809 | 1.0515 | 1.2029 | 0.903 |
| Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
| Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
| Losing Trades | 158 | 80 | 78 | 158 | 80 | 78 |
| Profitability (%) | 48.7013 | 48.0519 | 49.3506 | 48.7013 | 48.0519 | 49.3506 |
| Ratio Avg Win / Avg Loss | 1.4641 | 1.6067 | 1.3146 | 1.1076 | 1.3005 | 0.9267 |
| Largest Winning Trade | 90068 | 90068 | 43133 | 331501 | 331501 | 226968 |
| Largest Losing Trade | -42095 | -41452 | -42095 | -376858 | -342454 | -376858 |
| Avg Bars in Trades | 72 | 83 | 60 | 72 | 83 | 60 |
| Avg Bars in Winners | 79 | 82 | 76 | 79 | 82 | 76 |
| Avg Bars in Losers | 65 | 84 | 45 | 65 | 84 | 45 |
| Bars Traded | 22211 | 12842 | 9369 | 22211 | 12842 | 9369 |
| 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 | 349415 | 327574 | -84594 | -245760 | -43778 | -580779 |
{
"trading_pair": "YFI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22448,
"evaluation_days": 1870.67,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1598263200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758963912055,
"expiration_time": 1764540921600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 124,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 168,
"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": [
[
449762.3871249316,
297894.2584048047,
151868.1287201275,
366496.2476536277,
715053.8264010387,
-348557.5787474115
],
[
449.762387,
297.894258,
151.868129,
366.496248,
715.053826,
-348.557579
],
[
0.240429,
0.159245,
0.081184,
0.082362,
0.11222,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-171891,
-118154,
-87429,
-1563642,
-1039068,
-984945
],
[
1.389972,
1.486174,
1.280931,
1.051501,
1.202929,
0.90298
],
[
308,
154,
154,
308,
154,
154
],
[
150,
74,
76,
150,
74,
76
],
[
158,
80,
78,
158,
80,
78
],
[
48.701299,
48.051948,
49.350649,
48.701299,
48.051948,
49.350649
],
[
1.464104,
1.606675,
1.31464,
1.107581,
1.300464,
0.926743
],
[
90068,
90068,
43133,
331501,
331501,
226968
],
[
-42095,
-41452,
-42095,
-376858,
-342454,
-376858
],
[
72,
83,
60,
72,
83,
60
],
[
79,
82,
76,
79,
82,
76
],
[
65,
84,
45,
65,
84,
45
],
[
22211,
12842,
9369,
22211,
12842,
9369
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349415,
327574,
-84594,
-245760,
-43778,
-580779
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22448,
"evaluation_days": 1870.67,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1598263200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758963912055,
"expiration_time": 1764540921600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 124,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 168,
"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) |
|---|