Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334616.7905 | 213100.0024 | 121516.7881 | 621856.2056 | 904190.91 | -282334.7044 |
Total P&L (%) | 334.6168 | 213.1 | 121.5168 | 621.8562 | 904.1909 | -282.3347 |
Avg Daily Profit (%) | 0.1849 | 0.1177 | 0.0671 | 0.1093 | 0.1275 | 0 |
Buy And Hold Return (%) | 33.6689 | 33.6689 | 33.6689 | 33.6689 | 33.6689 | 33.6689 |
Max Trade Drawdown | -79417 | -59987 | -72662 | -438300 | -125746 | -741417 |
Profit Factor | 1.9467 | 2.5431 | 1.5643 | 1.4161 | 3.7199 | 0.757 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 64.2857 | 61.9048 | 66.6667 | 64.2857 | 61.9048 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0815 | 1.565 | 0.7821 | 0.7867 | 2.2892 | 0.3785 |
Largest Winning Trade | 43429 | 43429 | 38313 | 273754 | 273754 | 81917 |
Largest Losing Trade | -67225 | -34410 | -67225 | -390265 | -74287 | -390265 |
Avg Bars in Trades | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Winners | 33 | 40 | 26 | 33 | 40 | 26 |
Avg Bars in Losers | 49 | 39 | 62 | 49 | 39 | 62 |
Bars Traded | 3284 | 1685 | 1600 | 3284 | 1685 | 1600 |
Profit Streak | 7.8048 | 0 | 55.3048 | 7.8048 | 0 | 55.3048 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471910 | -29838 | -102222 | -44543 | -13910 | -577171 |
{ "trading_pair": "AAVE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3620, "evaluation_days": 1810, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1610971200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759087134022, "expiration_time": 1763752320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 192, "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": [ [ 334616.7904908776, 213100.0023959315, 121516.7880949463, 621856.2056225633, 904190.9099903741, -282334.7043678105 ], [ 334.61679, 213.100002, 121.516788, 621.856206, 904.19091, -282.334704 ], [ 0.184871, 0.117735, 0.067136, 0.109267, 0.127527, 0 ], [ 33.668909, 33.668909, 33.668909, 33.668909, 33.668909, 33.668909 ], [ -79417, -59987, -72662, -438300, -125746, -741417 ], [ 1.946748, 2.543126, 1.564298, 1.416111, 3.719931, 0.75703 ], [ 84, 42, 42, 84, 42, 42 ], [ 54, 26, 28, 54, 26, 28 ], [ 30, 16, 14, 30, 16, 14 ], [ 64.285714, 61.904762, 66.666667, 64.285714, 61.904762, 66.666667 ], [ 1.081527, 1.565001, 0.782149, 0.786728, 2.289188, 0.378515 ], [ 43429, 43429, 38313, 273754, 273754, 81917 ], [ -67225, -34410, -67225, -390265, -74287, -390265 ], [ 39, 40, 38, 39, 40, 38 ], [ 33, 40, 26, 33, 40, 26 ], [ 49, 39, 62, 49, 39, 62 ], [ 3284, 1685, 1600, 3284, 1685, 1600 ], [ 7.804792, 0, 55.304792, 7.804792, 0, 55.304792 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 471910, -29838, -102222, -44543, -13910, -577171 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3620, "evaluation_days": 1810, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1610971200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759087134022, "expiration_time": 1763752320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 192, "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) |
---|