Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103839.2671 | 60733.4897 | 43105.7774 | 114969.2001 | 157223.2288 | -42254.0287 |
Total P&L (%) | 103.8393 | 60.7335 | 43.1058 | 114.9692 | 157.2232 | -42.254 |
Avg Daily Profit (%) | 0.3987 | 0.2332 | 0.1655 | 0.2943 | 0.3634 | -0.2106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74263 | -44408 | -54086 | -281669 | -118218 | -221448 |
Profit Factor | 1.2875 | 1.3273 | 1.2454 | 1.1052 | 1.3162 | 0.929 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 59.7744 | 59.3985 | 60.1504 | 59.7744 | 59.3985 | 60.1504 |
Ratio Avg Win / Avg Loss | 0.8664 | 0.9072 | 0.8251 | 0.7438 | 0.8997 | 0.6155 |
Largest Winning Trade | 19157 | 19157 | 8751 | 43737 | 43737 | 23211 |
Largest Losing Trade | -19257 | -15913 | -19257 | -81835 | -35798 | -81835 |
Avg Bars in Trades | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Winners | 57 | 57 | 56 | 57 | 57 | 56 |
Avg Bars in Losers | 144 | 143 | 145 | 144 | 143 | 145 |
Bars Traded | 24581 | 12313 | 12268 | 24581 | 12313 | 12268 |
Profit Streak | 0 | 0 | 14.5502 | 0 | 0 | 14.5502 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321245 | 197725 | 153247 | -96750 | 257608 | -579985 |
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736408700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759041739386, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 202, "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": [ [ 103839.2670816093, 60733.4897246859, 43105.7773569235, 114969.2001278466, 157223.2287977028, -42254.0286698563 ], [ 103.839267, 60.73349, 43.105777, 114.9692, 157.223229, -42.254029 ], [ 0.398738, 0.233214, 0.165524, 0.294313, 0.363447, -0.210636 ], [ 10, 10, 10, 10, 10, 10 ], [ -74263, -44408, -54086, -281669, -118218, -221448 ], [ 1.287484, 1.327268, 1.245445, 1.10523, 1.316225, 0.929028 ], [ 266, 133, 133, 266, 133, 133 ], [ 159, 79, 80, 159, 79, 80 ], [ 107, 54, 53, 107, 54, 53 ], [ 59.774436, 59.398496, 60.150376, 59.774436, 59.398496, 60.150376 ], [ 0.86642, 0.907247, 0.825107, 0.743771, 0.899698, 0.615481 ], [ 19157, 19157, 8751, 43737, 43737, 23211 ], [ -19257, -15913, -19257, -81835, -35798, -81835 ], [ 92, 92, 92, 92, 92, 92 ], [ 57, 57, 56, 57, 57, 56 ], [ 144, 143, 145, 144, 143, 145 ], [ 24581, 12313, 12268, 24581, 12313, 12268 ], [ 0, 0, 14.550224, 0, 0, 14.550224 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321245, 197725, 153247, -96750, 257608, -579985 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736408700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759041739386, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 202, "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) |
---|