Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302484.9058 | 181348.5365 | 121136.3693 | -956223.1241 | 1520452.8229 | -2476675.947 |
Total P&L (%) | 302.4849 | 181.3485 | 121.1364 | -956.2231 | 1520.4528 | -2476.6759 |
Avg Daily Profit (%) | 0.1675 | 0.1004 | 0.0671 | 0 | 0.1543 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120081 | -67382 | -122691 | -4447156 | -339515 | -4260526 |
Profit Factor | 2.3134 | 3.0255 | 1.8605 | 0.8149 | 3.0258 | 0.4391 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 63 | 31 | 32 | 61 | 29 | 32 |
Losing Trades | 9 | 5 | 4 | 11 | 7 | 4 |
Profitability (%) | 87.5 | 86.1111 | 88.8889 | 84.7222 | 80.5556 | 88.8889 |
Ratio Avg Win / Avg Loss | 0.3305 | 0.488 | 0.2326 | 0.1469 | 0.7304 | 0.0549 |
Largest Winning Trade | 31783 | 31783 | 27624 | 471615 | 471615 | 295436 |
Largest Losing Trade | -120081 | -33175 | -120081 | -4206511 | -170210 | -4206511 |
Avg Bars in Trades | 44 | 46 | 41 | 44 | 46 | 41 |
Avg Bars in Winners | 24 | 29 | 19 | 26 | 25 | 26 |
Avg Bars in Losers | 183 | 156 | 218 | 142 | 135 | 155 |
Bars Traded | 3170 | 1687 | 1483 | 3170 | 1687 | 1483 |
Profit Streak | 0 | 440.8347 | 0 | 131.3347 | 0 | 133.8347 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69911 | -50082 | -97870 | -659361 | 525252 | -575458 |
{ "trading_pair": "AAVE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3612, "evaluation_days": 1806, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1612094400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759003314303, "expiration_time": 1763396352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.42553, "nb": 0.10886, "nc": 0.1 } }, "second_band": { "type": "alma", "factors": { "length": 218, "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": [ [ 302484.9057551709, 181348.5364960076, 121136.3692591632, -956223.1240693833, 1520452.8229221553, -2476675.9469915386 ], [ 302.484906, 181.348536, 121.136369, -956.223124, 1520.452823, -2476.675947 ], [ 0.167489, 0.100414, 0.067074, 0, 0.154343, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -120081, -67382, -122691, -4447156, -339515, -4260526 ], [ 2.313397, 3.02547, 1.860507, 0.814894, 3.025801, 0.439066 ], [ 72, 36, 36, 72, 36, 36 ], [ 63, 31, 32, 61, 29, 32 ], [ 9, 5, 4, 11, 7, 4 ], [ 87.5, 86.111111, 88.888889, 84.722222, 80.555556, 88.888889 ], [ 0.330485, 0.487979, 0.232563, 0.146948, 0.730366, 0.054883 ], [ 31783, 31783, 27624, 471615, 471615, 295436 ], [ -120081, -33175, -120081, -4206511, -170210, -4206511 ], [ 44, 46, 41, 44, 46, 41 ], [ 24, 29, 19, 26, 25, 26 ], [ 183, 156, 218, 142, 135, 155 ], [ 3170, 1687, 1483, 3170, 1687, 1483 ], [ 0, 440.834656, 0, 131.334656, 0, 133.834656 ], [ 0, 4, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -69911, -50082, -97870, -659361, 525252, -575458 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3612, "evaluation_days": 1806, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1612094400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759003314303, "expiration_time": 1763396352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.42553, "nb": 0.10886, "nc": 0.1 } }, "second_band": { "type": "alma", "factors": { "length": 218, "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) |
---|