| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 298627.9985 | 196372.7941 | 102255.2044 | -2480809.565 | 4360993.8921 | -6841803.4571 |
| Total P&L (%) | 298.628 | 196.3728 | 102.2552 | -2480.8096 | 4360.9939 | -6841.8035 |
| Avg Daily Profit (%) | 0.1643 | 0.108 | 0.0563 | 0 | 0.2092 | 0 |
| Buy And Hold Return (%) | 140.5323 | 140.5323 | 140.5323 | 140.5323 | 140.5323 | 140.5323 |
| Max Trade Drawdown | -184915 | -33662 | -173266 | -10573369 | -314064 | -10573369 |
| Profit Factor | 2.0543 | 3.6974 | 1.4859 | 0.8054 | 6.5201 | 0.428 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 53 | 25 | 28 | 55 | 26 | 29 |
| Losing Trades | 9 | 6 | 3 | 7 | 5 | 2 |
| Profitability (%) | 85.4839 | 80.6452 | 90.3226 | 88.7097 | 83.871 | 93.5484 |
| Ratio Avg Win / Avg Loss | 0.3488 | 0.8874 | 0.1592 | 0.1025 | 1.2539 | 0.0295 |
| Largest Winning Trade | 29289 | 29289 | 27237 | 1131491 | 1131491 | 840692 |
| Largest Losing Trade | -149863 | -25675 | -149863 | -10573369 | -226586 | -10573369 |
| Avg Bars in Trades | 52 | 54 | 49 | 52 | 54 | 49 |
| Avg Bars in Winners | 28 | 32 | 25 | 35 | 38 | 33 |
| Avg Bars in Losers | 190 | 148 | 274 | 181 | 142 | 277 |
| Bars Traded | 3236 | 1702 | 1534 | 3236 | 1702 | 1534 |
| Profit Streak | 0 | 0 | 0 | 236.2534 | 452.7534 | 236.2534 |
| Trades During Streak | 0 | 0 | 0 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151690 | -82929 | -279163 | -733569 | 760124 | -575021 |
{
"trading_pair": "AAVE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3635,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1610236800000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730691221,
"expiration_time": 1764419760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 175,
"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": [
[
298627.9984963175,
196372.7941232899,
102255.2043730273,
-2480809.5649534143,
4360993.892110042,
-6841803.457063455
],
[
298.627998,
196.372794,
102.255204,
-2480.809565,
4360.993892,
-6841.803457
],
[
0.164307,
0.108046,
0.056261,
0,
0.209184,
0
],
[
140.532276,
140.532276,
140.532276,
140.532276,
140.532276,
140.532276
],
[
-184915,
-33662,
-173266,
-10573369,
-314064,
-10573369
],
[
2.054278,
3.697414,
1.485881,
0.805437,
6.520061,
0.427973
],
[
62,
31,
31,
62,
31,
31
],
[
53,
25,
28,
55,
26,
29
],
[
9,
6,
3,
7,
5,
2
],
[
85.483871,
80.645161,
90.322581,
88.709677,
83.870968,
93.548387
],
[
0.34884,
0.887379,
0.159202,
0.10251,
1.253858,
0.029515
],
[
29289,
29289,
27237,
1131491,
1131491,
840692
],
[
-149863,
-25675,
-149863,
-10573369,
-226586,
-10573369
],
[
52,
54,
49,
52,
54,
49
],
[
28,
32,
25,
35,
38,
33
],
[
190,
148,
274,
181,
142,
277
],
[
3236,
1702,
1534,
3236,
1702,
1534
],
[
0,
0,
0,
236.253371,
452.753371,
236.253371
],
[
0,
0,
0,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151690,
-82929,
-279163,
-733569,
760124,
-575021
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3635,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1610236800000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730691221,
"expiration_time": 1764419760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 175,
"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) |
|---|