| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 576417.0229 | 498838.8594 | 77578.1636 | 1475824.0414 | 1914151.4862 | -438327.4448 |
| Total P&L (%) | 576.417 | 498.8389 | 77.5782 | 1475.824 | 1914.1515 | -438.3274 |
| Avg Daily Profit (%) | 0.3167 | 0.2741 | 0.0426 | 0.1516 | 0.1651 | 0 |
| Buy And Hold Return (%) | 245.0036 | 245.0036 | 245.0036 | 245.0036 | 245.0036 | 245.0036 |
| Max Trade Drawdown | -138658 | -36389 | -128606 | -2257253 | -343090 | -2072362 |
| Profit Factor | 2.4761 | 4.8583 | 1.297 | 1.3569 | 2.7495 | 0.8558 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Profitability (%) | 55.9322 | 58.6207 | 53.3333 | 55.9322 | 58.6207 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.9509 | 3.4294 | 1.1349 | 1.0691 | 1.9408 | 0.7489 |
| Largest Winning Trade | 276229 | 276229 | 46384 | 592915 | 525495 | 592915 |
| Largest Losing Trade | -44673 | -31658 | -44673 | -886578 | -343090 | -886578 |
| Avg Bars in Trades | 118 | 121 | 114 | 118 | 121 | 114 |
| Avg Bars in Winners | 148 | 146 | 151 | 148 | 146 | 151 |
| Avg Bars in Losers | 79 | 86 | 72 | 79 | 86 | 72 |
| Bars Traded | 6967 | 3524 | 3443 | 6967 | 3524 | 3443 |
| Profit Streak | 39.3768 | 216.6268 | 39.3768 | 39.3768 | 216.6268 | 39.3768 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168526 | 421815 | -300753 | -170337 | 554635 | -579846 |
{
"trading_pair": "AAVE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7280,
"evaluation_days": 1820,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1608076800000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759957358455,
"expiration_time": 1764663840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "sma",
"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": [
[
576417.022902612,
498838.8593511202,
77578.1635514913,
1475824.0413728408,
1914151.486212648,
-438327.444839808
],
[
576.417023,
498.838859,
77.578164,
1475.824041,
1914.151486,
-438.327445
],
[
0.316713,
0.274087,
0.042625,
0.151618,
0.165124,
0
],
[
245.003638,
245.003638,
245.003638,
245.003638,
245.003638,
245.003638
],
[
-138658,
-36389,
-128606,
-2257253,
-343090,
-2072362
],
[
2.476131,
4.858284,
1.297005,
1.356941,
2.749464,
0.855838
],
[
59,
29,
30,
59,
29,
30
],
[
33,
17,
16,
33,
17,
16
],
[
26,
12,
14,
26,
12,
14
],
[
55.932203,
58.62069,
53.333333,
55.932203,
58.62069,
53.333333
],
[
1.950891,
3.429377,
1.13488,
1.069105,
1.940798,
0.748858
],
[
276229,
276229,
46384,
592915,
525495,
592915
],
[
-44673,
-31658,
-44673,
-886578,
-343090,
-886578
],
[
118,
121,
114,
118,
121,
114
],
[
148,
146,
151,
148,
146,
151
],
[
79,
86,
72,
79,
86,
72
],
[
6967,
3524,
3443,
6967,
3524,
3443
],
[
39.376834,
216.626834,
39.376834,
39.376834,
216.626834,
39.376834
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168526,
421815,
-300753,
-170337,
554635,
-579846
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7280,
"evaluation_days": 1820,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1608076800000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759957358455,
"expiration_time": 1764663840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "sma",
"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) |
|---|