| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 546522.9055 | 445497.5388 | 101025.3667 | 620559.7306 | 1766838.7359 | -1146279.0053 |
| Total P&L (%) | 546.5229 | 445.4975 | 101.0254 | 620.5597 | 1766.8387 | -1146.279 |
| Avg Daily Profit (%) | 0.2907 | 0.237 | 0.0537 | 0.1051 | 0.1558 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -193805 | -136367 | -97719 | -4821243 | -2687572 | -2999669 |
| Profit Factor | 1.3735 | 1.5775 | 1.1461 | 1.0266 | 1.1551 | 0.9039 |
| Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
| Winning Trades | 179 | 77 | 102 | 179 | 77 | 102 |
| Losing Trades | 277 | 151 | 126 | 277 | 151 | 126 |
| Profitability (%) | 39.2544 | 33.7719 | 44.7368 | 39.2544 | 33.7719 | 44.7368 |
| Ratio Avg Win / Avg Loss | 2.1255 | 3.0935 | 1.4157 | 1.5887 | 2.2651 | 1.1165 |
| Largest Winning Trade | 151154 | 151154 | 38407 | 1521658 | 1521658 | 1057632 |
| Largest Losing Trade | -25903 | -19975 | -25903 | -773535 | -634084 | -773535 |
| Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
| Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 5603 | 2606 | 2997 | 5603 | 2606 | 2997 |
| Profit Streak | 13.5153 | 0 | 14.8486 | 13.5153 | 0 | 14.8486 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343495 | 195555 | -181566 | -243310 | -46583 | -579654 |
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1597248000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759465318353,
"expiration_time": 1764322560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 8,
"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": [
[
546522.9054759674,
445497.5387843886,
101025.3666915794,
620559.7305772615,
1766838.73587902,
-1146279.0053017593
],
[
546.522905,
445.497539,
101.025367,
620.559731,
1766.838736,
-1146.279005
],
[
0.290704,
0.236967,
0.053737,
0.105101,
0.155804,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-193805,
-136367,
-97719,
-4821243,
-2687572,
-2999669
],
[
1.373521,
1.577461,
1.146056,
1.026615,
1.155062,
0.903854
],
[
456,
228,
228,
456,
228,
228
],
[
179,
77,
102,
179,
77,
102
],
[
277,
151,
126,
277,
151,
126
],
[
39.254386,
33.77193,
44.736842,
39.254386,
33.77193,
44.736842
],
[
2.125504,
3.093462,
1.415716,
1.588672,
2.265122,
1.116525
],
[
151154,
151154,
38407,
1521658,
1521658,
1057632
],
[
-25903,
-19975,
-25903,
-773535,
-634084,
-773535
],
[
12,
11,
13,
12,
11,
13
],
[
17,
15,
18,
17,
15,
18
],
[
9,
9,
9,
9,
9,
9
],
[
5603,
2606,
2997,
5603,
2606,
2997
],
[
13.515259,
0,
14.848592,
13.515259,
0,
14.848592
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343495,
195555,
-181566,
-243310,
-46583,
-579654
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1597046400000,
"first_datapoint_time": 1597248000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759465318353,
"expiration_time": 1764322560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 8,
"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) |
|---|