Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104533.2289 | 56532.9508 | 48000.2781 | 124180.1556 | 67410.4726 | 56769.6831 |
Total P&L (%) | 104.5332 | 56.533 | 48.0003 | 124.1802 | 67.4105 | 56.7697 |
Avg Daily Profit (%) | 0.4014 | 0.2171 | 0.1843 | 0.3105 | 0.1981 | 0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48614 | -31081 | -33077 | -99911 | -68125 | -71222 |
Profit Factor | 1.5551 | 1.6057 | 1.5054 | 1.3299 | 1.3616 | 1.2988 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 69.6629 | 66.6667 | 72.7273 | 69.6629 | 66.6667 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.6772 | 0.8029 | 0.5645 | 0.5791 | 0.6808 | 0.4871 |
Largest Winning Trade | 22550 | 22550 | 20456 | 41755 | 41755 | 31444 |
Largest Losing Trade | -20450 | -18048 | -20450 | -36998 | -36998 | -35943 |
Avg Bars in Trades | 271 | 273 | 269 | 271 | 273 | 269 |
Avg Bars in Winners | 161 | 145 | 176 | 161 | 145 | 176 |
Avg Bars in Losers | 522 | 528 | 516 | 522 | 528 | 516 |
Bars Traded | 24145 | 12300 | 11845 | 24145 | 12300 | 11845 |
Profit Streak | 8.4404 | 8.4404 | 18.9299 | 8.4404 | 8.4404 | 18.9299 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436026 | 310802 | 299633 | 358493 | 278205 | 273273 |
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737018900000, "first_datapoint_time": 1737237600000, "last_datapoint_time": 1759518000000, "evaluation_time": 1759518246661, "expiration_time": 1765998000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 184, "offset": 243, "poles": 2 } } }
{ "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": [ [ 104533.2288979284, 56532.9508152379, 48000.2780826905, 124180.155645029, 67410.4725641901, 56769.683080839 ], [ 104.533229, 56.532951, 48.000278, 124.180156, 67.410473, 56.769683 ], [ 0.401402, 0.217084, 0.184319, 0.310472, 0.19806, 0.172796 ], [ 10, 10, 10, 10, 10, 10 ], [ -48614, -31081, -33077, -99911, -68125, -71222 ], [ 1.555146, 1.60572, 1.505442, 1.329894, 1.361575, 1.298806 ], [ 89, 45, 44, 89, 45, 44 ], [ 62, 30, 32, 62, 30, 32 ], [ 27, 15, 12, 27, 15, 12 ], [ 69.662921, 66.666667, 72.727273, 69.662921, 66.666667, 72.727273 ], [ 0.677241, 0.80286, 0.564541, 0.579147, 0.680787, 0.487052 ], [ 22550, 22550, 20456, 41755, 41755, 31444 ], [ -20450, -18048, -20450, -36998, -36998, -35943 ], [ 271, 273, 269, 271, 273, 269 ], [ 161, 145, 176, 161, 145, 176 ], [ 522, 528, 516, 522, 528, 516 ], [ 24145, 12300, 11845, 24145, 12300, 11845 ], [ 8.440355, 8.440355, 18.929938, 8.440355, 8.440355, 18.929938 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436026, 310802, 299633, 358493, 278205, 273273 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737018900000, "first_datapoint_time": 1737237600000, "last_datapoint_time": 1759518000000, "evaluation_time": 1759518246661, "expiration_time": 1765998000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 184, "offset": 243, "poles": 2 } } }
# | 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) |
---|