| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1388531.6933 | 1432497.0724 | -43965.3791 | 219476.2329 | 554952.4142 | -335476.1813 |
| Total P&L (%) | 1388.5317 | 1432.4971 | -43.9654 | 219.4762 | 554.9524 | -335.4762 |
| Avg Daily Profit (%) | 0.7692 | 0.7936 | -0.0244 | 0.0644 | 0.1042 | 0 |
| Buy And Hold Return (%) | 665.7011 | 665.7011 | 665.7011 | 665.7011 | 665.7011 | 665.7011 |
| Max Trade Drawdown | -178581 | -138814 | -62846 | -1283013 | -911742 | -469582 |
| Profit Factor | 2.4111 | 3.1281 | 0.8586 | 1.0604 | 1.2286 | 0.7225 |
| Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
| Winning Trades | 136 | 59 | 77 | 136 | 59 | 77 |
| Losing Trades | 154 | 86 | 68 | 154 | 86 | 68 |
| Profitability (%) | 46.8966 | 40.6897 | 53.1034 | 46.8966 | 40.6897 | 53.1034 |
| Ratio Avg Win / Avg Loss | 2.7302 | 4.5597 | 0.7582 | 1.2007 | 1.7909 | 0.6381 |
| Largest Winning Trade | 1327269 | 1327269 | 34155 | 1149928 | 1149928 | 84927 |
| Largest Losing Trade | -28799 | -27462 | -28799 | -161916 | -161916 | -151659 |
| Avg Bars in Trades | 74 | 135 | 13 | 74 | 135 | 13 |
| Avg Bars in Winners | 91 | 192 | 13 | 91 | 192 | 13 |
| Avg Bars in Losers | 59 | 95 | 13 | 59 | 95 | 13 |
| Bars Traded | 21575 | 19580 | 1995 | 21575 | 19580 | 1995 |
| Profit Streak | 0 | 0 | 19.8738 | 0 | 0 | 19.8738 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 413631 | 339163 | -579712 | -426589 | -222304 | -579712 |
{
"trading_pair": "AAVE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21661,
"evaluation_days": 1805.08,
"actual_first_datapoint_time": 1602727200000,
"first_datapoint_time": 1603130400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759013899399,
"expiration_time": 1764336931200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 57,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1388531.6933035015,
1432497.0724296998,
-43965.3791261987,
219476.2328671877,
554952.4141610798,
-335476.1812938921
],
[
1388.531693,
1432.497072,
-43.965379,
219.476233,
554.952414,
-335.476181
],
[
0.769236,
0.793592,
-0.024356,
0.064368,
0.104171,
0
],
[
665.701144,
665.701144,
665.701144,
665.701144,
665.701144,
665.701144
],
[
-178581,
-138814,
-62846,
-1283013,
-911742,
-469582
],
[
2.411125,
3.12814,
0.858572,
1.060353,
1.228612,
0.722529
],
[
290,
145,
145,
290,
145,
145
],
[
136,
59,
77,
136,
59,
77
],
[
154,
86,
68,
154,
86,
68
],
[
46.896552,
40.689655,
53.103448,
46.896552,
40.689655,
53.103448
],
[
2.730244,
4.559662,
0.758219,
1.200694,
1.790858,
0.638077
],
[
1327269,
1327269,
34155,
1149928,
1149928,
84927
],
[
-28799,
-27462,
-28799,
-161916,
-161916,
-151659
],
[
74,
135,
13,
74,
135,
13
],
[
91,
192,
13,
91,
192,
13
],
[
59,
95,
13,
59,
95,
13
],
[
21575,
19580,
1995,
21575,
19580,
1995
],
[
0,
0,
19.873836,
0,
0,
19.873836
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
413631,
339163,
-579712,
-426589,
-222304,
-579712
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21661,
"evaluation_days": 1805.08,
"actual_first_datapoint_time": 1602727200000,
"first_datapoint_time": 1603130400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759013899399,
"expiration_time": 1764336931200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 57,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|