Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331201.8843 | 198552.3499 | 132649.5344 | -773523.9317 | 2271426.4536 | -3044950.3854 |
Total P&L (%) | 331.2019 | 198.5524 | 132.6495 | -773.5239 | 2271.4265 | -3044.9504 |
Avg Daily Profit (%) | 0.182 | 0.1091 | 0.0729 | 0 | 0.1742 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112849 | -47128 | -122308 | -5115511 | -236903 | -5012742 |
Profit Factor | 2.6606 | 3.989 | 1.9972 | 0.8637 | 6.2229 | 0.4188 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 55 | 28 | 27 | 53 | 26 | 27 |
Losing Trades | 5 | 2 | 3 | 7 | 4 | 3 |
Profitability (%) | 91.6667 | 93.3333 | 90 | 88.3333 | 86.6667 | 90 |
Ratio Avg Win / Avg Loss | 0.2419 | 0.2849 | 0.2219 | 0.1141 | 0.9574 | 0.0465 |
Largest Winning Trade | 23450 | 23193 | 23450 | 544485 | 519915 | 544485 |
Largest Losing Trade | -112849 | -34136 | -112849 | -5012742 | -163209 | -5012742 |
Avg Bars in Trades | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Winners | 32 | 42 | 21 | 34 | 38 | 30 |
Avg Bars in Losers | 283 | 265 | 294 | 194 | 179 | 213 |
Bars Traded | 3199 | 1729 | 1470 | 3199 | 1729 | 1470 |
Profit Streak | 15.0664 | 1152.5664 | 15.0664 | 0 | 0 | 0 |
Trades During Streak | 2 | 19 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157639 | -36385 | -89184 | -749578 | 650049 | -575964 |
{ "trading_pair": "AAVE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1612051200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759887336764, "expiration_time": 1764597744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 217, "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": [ [ 331201.8842857506, 198552.3499188472, 132649.5343669033, -773523.9317472565, 2271426.453617628, -3044950.3853648845 ], [ 331.201884, 198.55235, 132.649534, -773.523932, 2271.426454, -3044.950385 ], [ 0.182029, 0.109125, 0.072904, 0, 0.17416, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -112849, -47128, -122308, -5115511, -236903, -5012742 ], [ 2.66061, 3.989038, 1.997222, 0.863678, 6.22293, 0.418828 ], [ 60, 30, 30, 60, 30, 30 ], [ 55, 28, 27, 53, 26, 27 ], [ 5, 2, 3, 7, 4, 3 ], [ 91.666667, 93.333333, 90, 88.333333, 86.666667, 90 ], [ 0.241874, 0.284931, 0.221914, 0.114071, 0.957374, 0.046536 ], [ 23450, 23193, 23450, 544485, 519915, 544485 ], [ -112849, -34136, -112849, -5012742, -163209, -5012742 ], [ 53, 57, 49, 53, 57, 49 ], [ 32, 42, 21, 34, 38, 30 ], [ 283, 265, 294, 194, 179, 213 ], [ 3199, 1729, 1470, 3199, 1729, 1470 ], [ 15.066398, 1152.566398, 15.066398, 0, 0, 0 ], [ 2, 19, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157639, -36385, -89184, -749578, 650049, -575964 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1612051200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759887336764, "expiration_time": 1764597744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 217, "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) |
---|