| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 505234.4882 | 518120.4367 | -12885.9484 | 314753.9094 | 1489060.4276 | -1174306.5182 |
| Total P&L (%) | 505.2345 | 518.1204 | -12.8859 | 314.7539 | 1489.0604 | -1174.3065 |
| Avg Daily Profit (%) | 0.2772 | 0.2843 | -0.0071 | 0.0781 | 0.1519 | 0 |
| Buy And Hold Return (%) | 593.233 | 593.233 | 593.233 | 593.233 | 593.233 | 593.233 |
| Max Trade Drawdown | -122080 | -55660 | -159993 | -1061053 | -328721 | -1411591 |
| Profit Factor | 1.4192 | 2.175 | 0.9831 | 1.051 | 1.7328 | 0.7161 |
| Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
| Winning Trades | 143 | 71 | 72 | 143 | 71 | 72 |
| Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Profitability (%) | 53.3582 | 52.9851 | 53.7313 | 53.3582 | 52.9851 | 53.7313 |
| Ratio Avg Win / Avg Loss | 1.2405 | 1.9299 | 0.8466 | 0.9187 | 1.5375 | 0.6166 |
| Largest Winning Trade | 106409 | 106409 | 40563 | 366661 | 366661 | 217341 |
| Largest Losing Trade | -74215 | -21474 | -74215 | -375485 | -138279 | -375485 |
| Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
| Avg Bars in Winners | 23 | 23 | 22 | 23 | 23 | 22 |
| Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
| Bars Traded | 5410 | 2694 | 2716 | 5410 | 2694 | 2716 |
| Profit Streak | 19.7455 | 19.7455 | 32.4122 | 19.7455 | 19.7455 | 32.4122 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -153087 | -151859 | -579218 | -417346 | 301925 | -579218 |
{
"trading_pair": "AAVE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5467,
"evaluation_days": 1822.33,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1603900800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760147611880,
"expiration_time": 1764864288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 187,
"offset": 0,
"std": 4.05459
}
}
} {
"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": [
[
505234.4882402027,
518120.4366748844,
-12885.948434681,
314753.9093610001,
1489060.4275858258,
-1174306.518224825
],
[
505.234488,
518.120437,
-12.885948,
314.753909,
1489.060428,
-1174.306518
],
[
0.277246,
0.284318,
-0.007071,
0.078091,
0.151884,
0
],
[
593.23299,
593.23299,
593.23299,
593.23299,
593.23299,
593.23299
],
[
-122080,
-55660,
-159993,
-1061053,
-328721,
-1411591
],
[
1.419182,
2.175014,
0.983141,
1.051027,
1.732772,
0.716093
],
[
268,
134,
134,
268,
134,
134
],
[
143,
71,
72,
143,
71,
72
],
[
125,
63,
62,
125,
63,
62
],
[
53.358209,
52.985075,
53.731343,
53.358209,
52.985075,
53.731343
],
[
1.240543,
1.929942,
0.846594,
0.91873,
1.53753,
0.616635
],
[
106409,
106409,
40563,
366661,
366661,
217341
],
[
-74215,
-21474,
-74215,
-375485,
-138279,
-375485
],
[
20,
20,
20,
20,
20,
20
],
[
23,
23,
22,
23,
23,
22
],
[
16,
15,
17,
16,
15,
17
],
[
5410,
2694,
2716,
5410,
2694,
2716
],
[
19.745508,
19.745508,
32.412174,
19.745508,
19.745508,
32.412175
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-153087,
-151859,
-579218,
-417346,
301925,
-579218
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5467,
"evaluation_days": 1822.33,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1603900800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760147611880,
"expiration_time": 1764864288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 187,
"offset": 0,
"std": 4.05459
}
}
}
| # | 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) |
|---|