| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 15699.2011 | -697.3695 | 16396.5706 | 16174.4407 | -785.683 | 16960.1236 |
| Total P&L (%) | 15.6992 | -0.6974 | 16.3966 | 16.1744 | -0.7857 | 16.9601 |
| Avg Daily Profit (%) | 0.9043 | -0.0402 | 0.9445 | 0.8674 | -0.0454 | 0.9065 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -6513 | -6693 | -4489 | -7176 | -7383 | -4803 |
| Profit Factor | 1.6423 | 0.949 | 2.5216 | 1.6074 | 0.9468 | 2.4306 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 59.7403 | 56.4103 | 63.1579 | 59.7403 | 56.4103 | 63.1579 |
| Ratio Avg Win / Avg Loss | 1.1068 | 0.7333 | 1.4709 | 1.0833 | 0.7316 | 1.4179 |
| Largest Winning Trade | 3202 | 3202 | 2767 | 3511 | 3511 | 2969 |
| Largest Losing Trade | -6513 | -6513 | -3808 | -7176 | -7176 | -4070 |
| Avg Bars in Trades | 278 | 142 | 417 | 278 | 142 | 417 |
| Avg Bars in Winners | 249 | 102 | 385 | 249 | 102 | 385 |
| Avg Bars in Losers | 320 | 194 | 474 | 320 | 194 | 474 |
| Bars Traded | 21427 | 5547 | 15880 | 21427 | 5547 | 15880 |
| Profit Streak | 7.638 | 7.64 | 7.638 | 7.638 | 7.64 | 7.638 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -39885 | -580254 | 306915 | -39668 | -580254 | 312933 |
{
"trading_pair": "AAVE_USDT",
"interval": "1m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 17.36,
"actual_first_datapoint_time": 1757547600000,
"first_datapoint_time": 1757560500000,
"last_datapoint_time": 1759047540000,
"evaluation_time": 1759634080073,
"expiration_time": 1765527540000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 144,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
15699.2011408313,
-697.3694508357,
16396.570591667,
16174.4406527588,
-785.6829785276,
16960.1236312864
],
[
15.699201,
-0.697369,
16.396571,
16.174441,
-0.785683,
16.960124
],
[
0.904332,
-0.040171,
0.944503,
0.86735,
-0.045427,
0.90652
],
[
10,
10,
10,
10,
10,
10
],
[
-6513,
-6693,
-4489,
-7176,
-7383,
-4803
],
[
1.642307,
0.94897,
2.52158,
1.60743,
0.946815,
2.430613
],
[
77,
39,
38,
77,
39,
38
],
[
46,
22,
24,
46,
22,
24
],
[
31,
17,
14,
31,
17,
14
],
[
59.74026,
56.410256,
63.157895,
59.74026,
56.410256,
63.157895
],
[
1.106772,
0.733295,
1.470922,
1.083268,
0.731629,
1.417858
],
[
3202,
3202,
2767,
3511,
3511,
2969
],
[
-6513,
-6513,
-3808,
-7176,
-7176,
-4070
],
[
278,
142,
417,
278,
142,
417
],
[
249,
102,
385,
249,
102,
385
],
[
320,
194,
474,
320,
194,
474
],
[
21427,
5547,
15880,
21427,
5547,
15880
],
[
7.637964,
7.640047,
7.637964,
7.637964,
7.640047,
7.637964
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-39885,
-580254,
306915,
-39668,
-580254,
312933
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "1m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 17.36,
"actual_first_datapoint_time": 1757547600000,
"first_datapoint_time": 1757560500000,
"last_datapoint_time": 1759047540000,
"evaluation_time": 1759634080073,
"expiration_time": 1765527540000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 144,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|