Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451131.5167 | 285316.6747 | 165814.8421 | 2147866.0879 | 4834442.0035 | -2686575.9155 |
Total P&L (%) | 451.1315 | 285.3167 | 165.8148 | 2147.8661 | 4834.442 | -2686.5759 |
Avg Daily Profit (%) | 0.2481 | 0.1569 | 0.0912 | 0.1713 | 0.2147 | 0 |
Buy And Hold Return (%) | 405.1655 | 405.1655 | 405.1655 | 405.1655 | 405.1655 | 405.1655 |
Max Trade Drawdown | -128313 | -34722 | -126570 | -6058705 | -573759 | -5918079 |
Profit Factor | 2.3929 | 3.6385 | 1.7686 | 1.2017 | 2.9705 | 0.6723 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 62.8205 | 64.1026 | 61.5385 | 62.8205 | 64.1026 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.4162 | 2.0376 | 1.1054 | 0.7112 | 1.6635 | 0.4202 |
Largest Winning Trade | 48048 | 45619 | 48048 | 1434096 | 1434096 | 1088090 |
Largest Losing Trade | -52107 | -18071 | -52107 | -2344976 | -573759 | -2344976 |
Avg Bars in Trades | 84 | 71 | 98 | 84 | 71 | 98 |
Avg Bars in Winners | 75 | 65 | 86 | 75 | 65 | 86 |
Avg Bars in Losers | 100 | 82 | 117 | 100 | 82 | 117 |
Bars Traded | 6617 | 2783 | 3834 | 6617 | 2783 | 3834 |
Profit Streak | 0 | 141.8266 | 0 | 0 | 141.8266 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155840 | -148528 | -233231 | -32361 | 613297 | -579261 |
{ "trading_pair": "AAVE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7273, "evaluation_days": 1818.25, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1604966400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759801815808, "expiration_time": 1764508104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "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": [ [ 451131.5167439638, 285316.6746700842, 165814.84207388, 2147866.0879477994, 4834442.003453325, -2686575.915505525 ], [ 451.131517, 285.316675, 165.814842, 2147.866088, 4834.442003, -2686.575916 ], [ 0.248113, 0.156918, 0.091195, 0.171331, 0.214657, 0 ], [ 405.1655, 405.1655, 405.1655, 405.1655, 405.1655, 405.1655 ], [ -128313, -34722, -126570, -6058705, -573759, -5918079 ], [ 2.392915, 3.63854, 1.768581, 1.201657, 2.970472, 0.672275 ], [ 78, 39, 39, 78, 39, 39 ], [ 49, 25, 24, 49, 25, 24 ], [ 29, 14, 15, 29, 14, 15 ], [ 62.820513, 64.102564, 61.538462, 62.820513, 64.102564, 61.538462 ], [ 1.416215, 2.037583, 1.105363, 0.711185, 1.663465, 0.420172 ], [ 48048, 45619, 48048, 1434096, 1434096, 1088090 ], [ -52107, -18071, -52107, -2344976, -573759, -2344976 ], [ 84, 71, 98, 84, 71, 98 ], [ 75, 65, 86, 75, 65, 86 ], [ 100, 82, 117, 100, 82, 117 ], [ 6617, 2783, 3834, 6617, 2783, 3834 ], [ 0, 141.826572, 0, 0, 141.826572, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155840, -148528, -233231, -32361, 613297, -579261 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7273, "evaluation_days": 1818.25, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1604966400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759801815808, "expiration_time": 1764508104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "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) |
---|