Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60663.184 | 30692.193 | 29970.991 | 51502.728 | 32736.724 | 18766.004 |
Total P&L (%) | 60.6632 | 30.6922 | 29.971 | 51.5027 | 32.7367 | 18.766 |
Avg Daily Profit (%) | 0.2329 | 0.1179 | 0.1151 | 0.1597 | 0.1088 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47569 | -37641 | -28914 | -91880 | -60098 | -41520 |
Profit Factor | 1.2738 | 1.2273 | 1.3464 | 1.1734 | 1.1855 | 1.1558 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 70.4545 | 63.6364 | 77.2727 | 70.4545 | 63.6364 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.5342 | 0.7013 | 0.396 | 0.4921 | 0.6774 | 0.3399 |
Largest Winning Trade | 9830 | 9830 | 8894 | 13454 | 13454 | 8375 |
Largest Losing Trade | -18652 | -15171 | -18652 | -23919 | -21356 | -23919 |
Avg Bars in Trades | 185 | 247 | 122 | 185 | 247 | 122 |
Avg Bars in Winners | 104 | 132 | 82 | 104 | 132 | 82 |
Avg Bars in Losers | 376 | 449 | 260 | 376 | 449 | 260 |
Bars Traded | 24427 | 16334 | 8093 | 24427 | 16334 | 8093 |
Profit Streak | 6.2054 | 6.2054 | 6.2262 | 6.2054 | 6.2054 | 6.2262 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314127 | -163853 | -164643 | -22168 | -191842 | -284145 |
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737219600000, "first_datapoint_time": 1737507600000, "last_datapoint_time": 1759718700000, "evaluation_time": 1759719345345, "expiration_time": 1766198700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "offset": 82 } } }
{ "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": [ [ 60663.1839851305, 30692.1929702362, 29970.9910148943, 51502.7280028093, 32736.7239896004, 18766.0040132089 ], [ 60.663184, 30.692193, 29.970991, 51.502728, 32.736724, 18.766004 ], [ 0.232944, 0.117857, 0.115087, 0.159652, 0.108806, 0.066063 ], [ 10, 10, 10, 10, 10, 10 ], [ -47569, -37641, -28914, -91880, -60098, -41520 ], [ 1.273834, 1.227346, 1.346364, 1.173449, 1.185513, 1.155778 ], [ 132, 66, 66, 132, 66, 66 ], [ 93, 42, 51, 93, 42, 51 ], [ 39, 24, 15, 39, 24, 15 ], [ 70.454545, 63.636364, 77.272727, 70.454545, 63.636364, 77.272727 ], [ 0.534189, 0.701341, 0.395989, 0.492092, 0.677436, 0.339935 ], [ 9830, 9830, 8894, 13454, 13454, 8375 ], [ -18652, -15171, -18652, -23919, -21356, -23919 ], [ 185, 247, 122, 185, 247, 122 ], [ 104, 132, 82, 104, 132, 82 ], [ 376, 449, 260, 376, 449, 260 ], [ 24427, 16334, 8093, 24427, 16334, 8093 ], [ 6.205386, 6.205386, 6.226219, 6.205386, 6.205386, 6.226219 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314127, -163853, -164643, -22168, -191842, -284145 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737219600000, "first_datapoint_time": 1737507600000, "last_datapoint_time": 1759718700000, "evaluation_time": 1759719345345, "expiration_time": 1766198700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "offset": 82 } } }
# | 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) |
---|