| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 302155.3435 | 216095.144 | 86060.1994 | 200024.9092 | 306159.9018 | -106134.9926 |
| Total P&L (%) | 302.1553 | 216.0951 | 86.0602 | 200.0249 | 306.1599 | -106.135 |
| Avg Daily Profit (%) | 0.1673 | 0.1197 | 0.0477 | 0.0609 | 0.0776 | 0 |
| Buy And Hold Return (%) | 89.575 | 89.575 | 89.575 | 89.575 | 89.575 | 89.575 |
| Max Trade Drawdown | -129013 | -70303 | -140161 | -888352 | -621519 | -996366 |
| Profit Factor | 1.5595 | 1.9253 | 1.2808 | 1.0543 | 1.1826 | 0.9471 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 70.4082 | 69.3878 | 71.4286 | 70.4082 | 69.3878 | 71.4286 |
| Ratio Avg Win / Avg Loss | 0.6554 | 0.8494 | 0.5123 | 0.4431 | 0.5217 | 0.3788 |
| Largest Winning Trade | 35421 | 35421 | 26419 | 192223 | 192223 | 147122 |
| Largest Losing Trade | -51953 | -49794 | -51953 | -434887 | -367060 | -434887 |
| Avg Bars in Trades | 33 | 38 | 28 | 33 | 38 | 28 |
| Avg Bars in Winners | 19 | 20 | 18 | 19 | 20 | 18 |
| Avg Bars in Losers | 67 | 80 | 54 | 67 | 80 | 54 |
| Bars Traded | 3314 | 1897 | 1418 | 3314 | 1897 | 1418 |
| Profit Streak | 63.603 | 156.603 | 63.603 | 63.603 | 156.603 | 63.603 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330930 | -32536 | -292623 | -274799 | -109345 | -576652 |
{
"trading_pair": "AAVE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3612,
"evaluation_days": 1806,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1610625600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758896896699,
"expiration_time": 1763396352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 184,
"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": [
[
302155.3434568646,
216095.1440191164,
86060.1994377484,
200024.9091801674,
306159.9018075976,
-106134.9926274303
],
[
302.155343,
216.095144,
86.060199,
200.024909,
306.159902,
-106.134993
],
[
0.167306,
0.119654,
0.047652,
0.060854,
0.077637,
0
],
[
89.575002,
89.575002,
89.575002,
89.575002,
89.575002,
89.575002
],
[
-129013,
-70303,
-140161,
-888352,
-621519,
-996366
],
[
1.559494,
1.925269,
1.280782,
1.054336,
1.182624,
0.94706
],
[
98,
49,
49,
98,
49,
49
],
[
69,
34,
35,
69,
34,
35
],
[
29,
15,
14,
29,
15,
14
],
[
70.408163,
69.387755,
71.428571,
70.408163,
69.387755,
71.428571
],
[
0.65544,
0.849383,
0.512313,
0.443127,
0.521746,
0.378824
],
[
35421,
35421,
26419,
192223,
192223,
147122
],
[
-51953,
-49794,
-51953,
-434887,
-367060,
-434887
],
[
33,
38,
28,
33,
38,
28
],
[
19,
20,
18,
19,
20,
18
],
[
67,
80,
54,
67,
80,
54
],
[
3314,
1897,
1418,
3314,
1897,
1418
],
[
63.602971,
156.602971,
63.602971,
63.602971,
156.602971,
63.602971
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330930,
-32536,
-292623,
-274799,
-109345,
-576652
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3612,
"evaluation_days": 1806,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1610625600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758896896699,
"expiration_time": 1763396352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 184,
"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) |
|---|