Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77986.3133 | 44404.1472 | 33582.166 | 66484.7415 | 48195.7986 | 18288.9429 |
Total P&L (%) | 77.9863 | 44.4041 | 33.5822 | 66.4847 | 48.1958 | 18.2889 |
Avg Daily Profit (%) | 0.2995 | 0.1705 | 0.129 | 0.1959 | 0.1512 | 0.0645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44460 | -34749 | -42197 | -101304 | -60696 | -83061 |
Profit Factor | 1.2956 | 1.3193 | 1.2691 | 1.137 | 1.1918 | 1.0781 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 73.6 | 71.4286 | 75.8065 | 73.6 | 71.4286 | 75.8065 |
Ratio Avg Win / Avg Loss | 0.4647 | 0.5277 | 0.405 | 0.4078 | 0.4767 | 0.3441 |
Largest Winning Trade | 16184 | 16184 | 10986 | 25340 | 25340 | 14023 |
Largest Losing Trade | -18924 | -16242 | -18924 | -37334 | -29715 | -37334 |
Avg Bars in Trades | 192 | 202 | 183 | 192 | 202 | 183 |
Avg Bars in Winners | 113 | 107 | 119 | 113 | 107 | 119 |
Avg Bars in Losers | 414 | 438 | 385 | 414 | 438 | 385 |
Bars Traded | 24108 | 12736 | 11372 | 24108 | 12736 | 11372 |
Profit Streak | 0 | 0 | 17.7247 | 0 | 0 | 17.7247 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328839 | -141224 | -176595 | -61904 | -150776 | -402253 |
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736864100000, "first_datapoint_time": 1737086400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759363713599, "expiration_time": 1765843200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.72527 } } }
{ "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": [ [ 77986.3132561216, 44404.1472137697, 33582.1660423516, 66484.7415198785, 48195.7985928637, 18288.9429270149 ], [ 77.986313, 44.404147, 33.582166, 66.484742, 48.195799, 18.288943 ], [ 0.299464, 0.17051, 0.128954, 0.195927, 0.151164, 0.064517 ], [ 10, 10, 10, 10, 10, 10 ], [ -44460, -34749, -42197, -101304, -60696, -83061 ], [ 1.295582, 1.319314, 1.269134, 1.136968, 1.191823, 1.078107 ], [ 125, 63, 62, 125, 63, 62 ], [ 92, 45, 47, 92, 45, 47 ], [ 33, 18, 15, 33, 18, 15 ], [ 73.6, 71.428571, 75.806452, 73.6, 71.428571, 75.806452 ], [ 0.46472, 0.527726, 0.405043, 0.407825, 0.476729, 0.344077 ], [ 16184, 16184, 10986, 25340, 25340, 14023 ], [ -18924, -16242, -18924, -37334, -29715, -37334 ], [ 192, 202, 183, 192, 202, 183 ], [ 113, 107, 119, 113, 107, 119 ], [ 414, 438, 385, 414, 438, 385 ], [ 24108, 12736, 11372, 24108, 12736, 11372 ], [ 0, 0, 17.724694, 0, 0, 17.724694 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328839, -141224, -176595, -61904, -150776, -402253 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736864100000, "first_datapoint_time": 1737086400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759363713599, "expiration_time": 1765843200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.72527 } } }
# | 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) |
---|