| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 91670.347 | 61062.6657 | 30607.6813 | 91805.5593 | 70991.5927 | 20813.9666 |
| Total P&L (%) | 91.6703 | 61.0627 | 30.6077 | 91.8056 | 70.9916 | 20.814 |
| Avg Daily Profit (%) | 0.352 | 0.2345 | 0.1175 | 0.2504 | 0.2062 | 0.0726 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -30807 | -37880 | -41012 | -57427 | -68148 | -79237 |
| Profit Factor | 1.2873 | 1.388 | 1.1893 | 1.1673 | 1.2642 | 1.0743 |
| Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
| Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
| Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
| Profitability (%) | 59.3074 | 58.2609 | 60.3448 | 59.3074 | 58.2609 | 60.3448 |
| Ratio Avg Win / Avg Loss | 0.8833 | 0.9944 | 0.7816 | 0.8009 | 0.9057 | 0.706 |
| Largest Winning Trade | 20239 | 20239 | 12651 | 28263 | 28263 | 15374 |
| Largest Losing Trade | -18634 | -16040 | -18634 | -32632 | -23766 | -32632 |
| Avg Bars in Trades | 104 | 104 | 104 | 104 | 104 | 104 |
| Avg Bars in Winners | 63 | 57 | 69 | 63 | 57 | 69 |
| Avg Bars in Losers | 163 | 169 | 157 | 163 | 169 | 157 |
| Bars Traded | 24091 | 11974 | 12117 | 24091 | 11974 | 12117 |
| Profit Streak | 7.7412 | 7.762 | 7.7412 | 7.7412 | 7.762 | 7.7412 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339009 | 229627 | -52701 | -27982 | 215142 | -242394 |
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736528400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758814340289,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 10,
"offset": 0,
"multiplier": 3.31678
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 229,
"offset": 106
}
}
}
{
"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": [
[
91670.3469971069,
61062.6656916148,
30607.6813054922,
91805.5593222702,
70991.5926856843,
20813.9666365859
],
[
91.670347,
61.062666,
30.607681,
91.805559,
70.991593,
20.813967
],
[
0.35201,
0.234478,
0.117532,
0.250414,
0.206204,
0.072633
],
[
10,
10,
10,
10,
10,
10
],
[
-30807,
-37880,
-41012,
-57427,
-68148,
-79237
],
[
1.287338,
1.388006,
1.189336,
1.167275,
1.264203,
1.074301
],
[
231,
115,
116,
231,
115,
116
],
[
137,
67,
70,
137,
67,
70
],
[
94,
48,
46,
94,
48,
46
],
[
59.307359,
58.26087,
60.344828,
59.307359,
58.26087,
60.344828
],
[
0.883283,
0.994392,
0.781564,
0.800904,
0.905698,
0.705969
],
[
20239,
20239,
12651,
28263,
28263,
15374
],
[
-18634,
-16040,
-18634,
-32632,
-23766,
-32632
],
[
104,
104,
104,
104,
104,
104
],
[
63,
57,
69,
63,
57,
69
],
[
163,
169,
157,
163,
169,
157
],
[
24091,
11974,
12117,
24091,
11974,
12117
],
[
7.741207,
7.76204,
7.741207,
7.741207,
7.76204,
7.741207
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339009,
229627,
-52701,
-27982,
215142,
-242394
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736528400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758814340289,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 10,
"offset": 0,
"multiplier": 3.31678
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 229,
"offset": 106
}
}
}
| # | 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) |
|---|