Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96316.2675 | 61634.4421 | 34681.8254 | 104158.1836 | 81696.6677 | 22461.5159 |
Total P&L (%) | 96.3163 | 61.6344 | 34.6818 | 104.1582 | 81.6967 | 22.4615 |
Avg Daily Profit (%) | 0.3699 | 0.2367 | 0.1332 | 0.2744 | 0.2296 | 0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33917 | -34733 | -35790 | -59248 | -56835 | -70738 |
Profit Factor | 1.4217 | 1.5625 | 1.2918 | 1.2862 | 1.4921 | 1.1135 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 68.0672 | 67.7966 | 68.3333 | 68.0672 | 67.7966 | 68.3333 |
Ratio Avg Win / Avg Loss | 0.667 | 0.7422 | 0.5986 | 0.6034 | 0.7087 | 0.516 |
Largest Winning Trade | 25708 | 25708 | 10895 | 34765 | 34765 | 13286 |
Largest Losing Trade | -19983 | -15753 | -19983 | -31504 | -28002 | -31504 |
Avg Bars in Trades | 202 | 205 | 200 | 202 | 205 | 200 |
Avg Bars in Winners | 128 | 123 | 133 | 128 | 123 | 133 |
Avg Bars in Losers | 360 | 376 | 345 | 360 | 376 | 345 |
Bars Traded | 24133 | 12098 | 12035 | 24133 | 12098 | 12035 |
Profit Streak | 17.09 | 17.09 | 31.3088 | 17.09 | 17.09 | 31.3088 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401007 | -166891 | -186160 | 341838 | -166825 | -358251 |
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736457300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758821077326, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 40, "offset": 216 } } }
{ "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": [ [ 96316.2675143871, 61634.4420724093, 34681.8254419778, 104158.1835673458, 81696.6676524503, 22461.5159148955 ], [ 96.316268, 61.634442, 34.681825, 104.158184, 81.696668, 22.461516 ], [ 0.36985, 0.236673, 0.133177, 0.274443, 0.229573, 0.077838 ], [ 10, 10, 10, 10, 10, 10 ], [ -33917, -34733, -35790, -59248, -56835, -70738 ], [ 1.421679, 1.56254, 1.29182, 1.286163, 1.492099, 1.113462 ], [ 119, 59, 60, 119, 59, 60 ], [ 81, 40, 41, 81, 40, 41 ], [ 38, 19, 19, 38, 19, 19 ], [ 68.067227, 67.79661, 68.333333, 68.067227, 67.79661, 68.333333 ], [ 0.666961, 0.742206, 0.598648, 0.603385, 0.708747, 0.515995 ], [ 25708, 25708, 10895, 34765, 34765, 13286 ], [ -19983, -15753, -19983, -31504, -28002, -31504 ], [ 202, 205, 200, 202, 205, 200 ], [ 128, 123, 133, 128, 123, 133 ], [ 360, 376, 345, 360, 376, 345 ], [ 24133, 12098, 12035, 24133, 12098, 12035 ], [ 17.090015, 17.090015, 31.308765, 17.090015, 17.090015, 31.308765 ], [ 7, 3, 7, 7, 3, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401007, -166891, -186160, 341838, -166825, -358251 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736457300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758821077326, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 40, "offset": 216 } } }
# | 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) |
---|