Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834791.6234 | 629290.7882 | 205500.8352 | 28291772.6256 | 24038923.4835 | 4252849.1421 |
Total P&L (%) | 834.7916 | 629.2908 | 205.5008 | 28291.7726 | 24038.9235 | 4252.8491 |
Avg Daily Profit (%) | 0.4596 | 0.3464 | 0.1131 | 0.3114 | 0.3025 | 0.2079 |
Buy And Hold Return (%) | 270.6373 | 270.6373 | 270.6373 | 270.6373 | 270.6373 | 270.6373 |
Max Trade Drawdown | -77600 | -49246 | -78055 | -11283102 | -6679618 | -11510427 |
Profit Factor | 3.3498 | 4.6089 | 2.1361 | 1.6789 | 2.2664 | 1.1874 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 52.9412 | 50 | 55.9322 | 52.9412 | 50 | 55.9322 |
Ratio Avg Win / Avg Loss | 2.9776 | 4.6089 | 1.683 | 1.4923 | 2.2664 | 0.9355 |
Largest Winning Trade | 218143 | 218143 | 58689 | 7751362 | 7751362 | 3748027 |
Largest Losing Trade | -21670 | -21258 | -21670 | -4310989 | -3249835 | -4310989 |
Avg Bars in Trades | 57 | 63 | 51 | 57 | 63 | 51 |
Avg Bars in Winners | 69 | 75 | 64 | 69 | 75 | 64 |
Avg Bars in Losers | 44 | 51 | 35 | 44 | 51 | 35 |
Bars Traded | 6851 | 3792 | 3059 | 6851 | 3792 | 3059 |
Profit Streak | 73.0624 | 73.0624 | 88.3124 | 73.0624 | 73.0624 | 88.3124 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550397 | -156545 | -378632 | 458032 | -155394 | -182891 |
{ "trading_pair": "AAVE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7266, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1607731200000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759649391629, "expiration_time": 1764352368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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": [ [ 834791.6234012875, 629290.7881706132, 205500.8352306737, 28291772.625621047, 24038923.483541984, 4252849.142079056 ], [ 834.791623, 629.290788, 205.500835, 28291.772626, 24038.923484, 4252.849142 ], [ 0.45956, 0.34643, 0.11313, 0.311449, 0.302489, 0.207946 ], [ 270.63731, 270.63731, 270.63731, 270.63731, 270.63731, 270.63731 ], [ -77600, -49246, -78055, -11283102, -6679618, -11510427 ], [ 3.349831, 4.60888, 2.136098, 1.678868, 2.26642, 1.187407 ], [ 119, 60, 59, 119, 60, 59 ], [ 63, 30, 33, 63, 30, 33 ], [ 56, 30, 26, 56, 30, 26 ], [ 52.941176, 50, 55.932203, 52.941176, 50, 55.932203 ], [ 2.977628, 4.60888, 1.682986, 1.492328, 2.26642, 0.935533 ], [ 218143, 218143, 58689, 7751362, 7751362, 3748027 ], [ -21670, -21258, -21670, -4310989, -3249835, -4310989 ], [ 57, 63, 51, 57, 63, 51 ], [ 69, 75, 64, 69, 75, 64 ], [ 44, 51, 35, 44, 51, 35 ], [ 6851, 3792, 3059, 6851, 3792, 3059 ], [ 73.062403, 73.062403, 88.312403, 73.062403, 73.062403, 88.312403 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 550397, -156545, -378632, 458032, -155394, -182891 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7266, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1607731200000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759649391629, "expiration_time": 1764352368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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) |
---|