| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 65581.4051 | 40383.9909 | 25197.4141 | 47071.121 | 41105.838 | 5965.2831 |
| Total P&L (%) | 65.5814 | 40.384 | 25.1974 | 47.0711 | 41.1058 | 5.9653 |
| Avg Daily Profit (%) | 0.2518 | 0.1551 | 0.0968 | 0.1482 | 0.1323 | 0.0223 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -31155 | -31247 | -48417 | -45780 | -44826 | -78707 |
| Profit Factor | 1.2593 | 1.3218 | 1.1978 | 1.1346 | 1.2492 | 1.0323 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 64.7059 | 61.0169 | 68.3333 | 64.7059 | 61.0169 | 68.3333 |
| Ratio Avg Win / Avg Loss | 0.6869 | 0.8445 | 0.5551 | 0.6189 | 0.7981 | 0.4784 |
| Largest Winning Trade | 28125 | 28125 | 10783 | 30560 | 30560 | 11597 |
| Largest Losing Trade | -25781 | -16032 | -25781 | -37898 | -23418 | -37898 |
| Avg Bars in Trades | 202 | 199 | 204 | 202 | 199 | 204 |
| Avg Bars in Winners | 129 | 105 | 151 | 129 | 105 | 151 |
| Avg Bars in Losers | 334 | 345 | 321 | 334 | 345 | 321 |
| Bars Traded | 24051 | 11756 | 12295 | 24051 | 11756 | 12295 |
| Profit Streak | 11.0004 | 17.7504 | 11.0004 | 11.0004 | 17.7504 | 11.0004 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 300265 | -171520 | -239067 | -68512 | -195528 | -682704 |
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737721800000,
"first_datapoint_time": 1737900900000,
"last_datapoint_time": 1760220900000,
"evaluation_time": 1760221835033,
"expiration_time": 1766700900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 69,
"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": [
[
65581.4050762223,
40383.9909399608,
25197.4141362616,
47071.1210392843,
41105.8379570339,
5965.2830822503
],
[
65.581405,
40.383991,
25.197414,
47.071121,
41.105838,
5.965283
],
[
0.251829,
0.155073,
0.096757,
0.148234,
0.132312,
0.022252
],
[
10,
10,
10,
10,
10,
10
],
[
-31155,
-31247,
-48417,
-45780,
-44826,
-78707
],
[
1.259337,
1.321823,
1.197788,
1.134576,
1.249154,
1.032281
],
[
119,
59,
60,
119,
59,
60
],
[
77,
36,
41,
77,
36,
41
],
[
42,
23,
19,
42,
23,
19
],
[
64.705882,
61.016949,
68.333333,
64.705882,
61.016949,
68.333333
],
[
0.686911,
0.844498,
0.555073,
0.61886,
0.798071,
0.478374
],
[
28125,
28125,
10783,
30560,
30560,
11597
],
[
-25781,
-16032,
-25781,
-37898,
-23418,
-37898
],
[
202,
199,
204,
202,
199,
204
],
[
129,
105,
151,
129,
105,
151
],
[
334,
345,
321,
334,
345,
321
],
[
24051,
11756,
12295,
24051,
11756,
12295
],
[
11.000405,
17.750405,
11.000405,
11.000405,
17.750405,
11.000405
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300265,
-171520,
-239067,
-68512,
-195528,
-682704
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737721800000,
"first_datapoint_time": 1737900900000,
"last_datapoint_time": 1760220900000,
"evaluation_time": 1760221835033,
"expiration_time": 1766700900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 69,
"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) |
|---|