| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 89798.0847 | 55949.4068 | 33848.678 | 88298.3612 | 71766.155 | 16532.2061 |
| Total P&L (%) | 89.7981 | 55.9494 | 33.8487 | 88.2984 | 71.7662 | 16.5322 |
| Avg Daily Profit (%) | 0.3448 | 0.2148 | 0.13 | 0.2433 | 0.2079 | 0.0588 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -35609 | -24860 | -37586 | -84256 | -48327 | -81261 |
| Profit Factor | 1.403 | 1.5025 | 1.3036 | 1.2118 | 1.3546 | 1.0771 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
| Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
| Profitability (%) | 69.5652 | 63.0435 | 76.087 | 69.5652 | 63.0435 | 76.087 |
| Ratio Avg Win / Avg Loss | 0.6138 | 0.8808 | 0.4097 | 0.5302 | 0.7941 | 0.3385 |
| Largest Winning Trade | 21791 | 21791 | 10281 | 34107 | 34107 | 16252 |
| Largest Losing Trade | -21351 | -18148 | -21351 | -37413 | -31477 | -37413 |
| Avg Bars in Trades | 266 | 275 | 256 | 266 | 275 | 256 |
| Avg Bars in Winners | 180 | 165 | 192 | 180 | 165 | 192 |
| Avg Bars in Losers | 461 | 462 | 460 | 461 | 462 | 460 |
| Bars Traded | 24479 | 12665 | 11814 | 24479 | 12665 | 11814 |
| Profit Streak | 0 | 0 | 12.4015 | 0 | 0 | 12.4015 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344494 | 246063 | -21156 | 271211 | 245107 | -258345 |
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736448300000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758927190708,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 225,
"offset": 0,
"std": 4.54848
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 246,
"offset": 0,
"a": 0.66822
}
}
}
{
"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": [
[
89798.0847485421,
55949.4067701273,
33848.6779784147,
88298.3611561027,
71766.1550498116,
16532.2061062911
],
[
89.798085,
55.949407,
33.848678,
88.298361,
71.766155,
16.532206
],
[
0.34482,
0.214843,
0.129977,
0.24331,
0.207943,
0.058768
],
[
10,
10,
10,
10,
10,
10
],
[
-35609,
-24860,
-37586,
-84256,
-48327,
-81261
],
[
1.402983,
1.502541,
1.303574,
1.211848,
1.35457,
1.07711
],
[
92,
46,
46,
92,
46,
46
],
[
64,
29,
35,
64,
29,
35
],
[
28,
17,
11,
28,
17,
11
],
[
69.565217,
63.043478,
76.086957,
69.565217,
63.043478,
76.086957
],
[
0.613805,
0.8808,
0.409695,
0.530183,
0.794058,
0.33852
],
[
21791,
21791,
10281,
34107,
34107,
16252
],
[
-21351,
-18148,
-21351,
-37413,
-31477,
-37413
],
[
266,
275,
256,
266,
275,
256
],
[
180,
165,
192,
180,
165,
192
],
[
461,
462,
460,
461,
462,
460
],
[
24479,
12665,
11814,
24479,
12665,
11814
],
[
0,
0,
12.401513,
0,
0,
12.401513
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344494,
246063,
-21156,
271211,
245107,
-258345
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736448300000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758927190708,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 225,
"offset": 0,
"std": 4.54848
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 246,
"offset": 0,
"a": 0.66822
}
}
}
| # | 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) |
|---|