| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 62599.8526 | 38807.8518 | 23792.0008 | 51841.3786 | 51818.304 | 23.0745 |
| Total P&L (%) | 62.5999 | 38.8079 | 23.792 | 51.8414 | 51.8183 | 0.0231 |
| Avg Daily Profit (%) | 0.2404 | 0.149 | 0.0914 | 0.1605 | 0.1605 | 0.0001 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -46676 | -27302 | -45512 | -85945 | -51468 | -80454 |
| Profit Factor | 1.2546 | 1.3211 | 1.1903 | 1.1348 | 1.2873 | 1.0001 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
| Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Profitability (%) | 69.4611 | 72.2892 | 66.6667 | 69.4611 | 72.2892 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.5516 | 0.5064 | 0.5951 | 0.4989 | 0.4935 | 0.5001 |
| Largest Winning Trade | 16289 | 16289 | 6784 | 18454 | 18454 | 9932 |
| Largest Losing Trade | -21491 | -15966 | -21491 | -34240 | -22292 | -34240 |
| Avg Bars in Trades | 143 | 145 | 142 | 143 | 145 | 142 |
| Avg Bars in Winners | 85 | 76 | 95 | 85 | 76 | 95 |
| Avg Bars in Losers | 275 | 323 | 236 | 275 | 323 | 236 |
| Bars Traded | 24030 | 12042 | 11988 | 24030 | 12042 | 11988 |
| Profit Streak | 6.1398 | 16.0044 | 6.1398 | 6.1398 | 16.0044 | 6.1398 |
| Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333193 | 184805 | -86341 | -64227 | 267820 | -578653 |
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737594900000,
"first_datapoint_time": 1737800100000,
"last_datapoint_time": 1760094000000,
"evaluation_time": 1760094376621,
"expiration_time": 1766574000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 20,
"offset": 0,
"a": 0.77181
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 229,
"offset": 0,
"a": 0.61289
}
}
} {
"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": [
[
62599.8525927459,
38807.8518093235,
23792.0007834223,
51841.3785838365,
51818.3040388344,
23.0745450021
],
[
62.599853,
38.807852,
23.792001,
51.841379,
51.818304,
0.023075
],
[
0.24038,
0.14902,
0.09136,
0.16051,
0.160452,
8.9e-5
],
[
10,
10,
10,
10,
10,
10
],
[
-46676,
-27302,
-45512,
-85945,
-51468,
-80454
],
[
1.254578,
1.321071,
1.190295,
1.134773,
1.287346,
1.000113
],
[
167,
83,
84,
167,
83,
84
],
[
116,
60,
56,
116,
60,
56
],
[
51,
23,
28,
51,
23,
28
],
[
69.461078,
72.289157,
66.666667,
69.461078,
72.289157,
66.666667
],
[
0.551582,
0.506411,
0.595148,
0.498909,
0.493483,
0.500056
],
[
16289,
16289,
6784,
18454,
18454,
9932
],
[
-21491,
-15966,
-21491,
-34240,
-22292,
-34240
],
[
143,
145,
142,
143,
145,
142
],
[
85,
76,
95,
85,
76,
95
],
[
275,
323,
236,
275,
323,
236
],
[
24030,
12042,
11988,
24030,
12042,
11988
],
[
6.139776,
16.004359,
6.139776,
6.139776,
16.004359,
6.139776
],
[
4,
5,
2,
4,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333193,
184805,
-86341,
-64227,
267820,
-578653
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737594900000,
"first_datapoint_time": 1737800100000,
"last_datapoint_time": 1760094000000,
"evaluation_time": 1760094376621,
"expiration_time": 1766574000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 20,
"offset": 0,
"a": 0.77181
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 229,
"offset": 0,
"a": 0.61289
}
}
}
| # | 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) |
|---|