Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120276.6569 | 68345.3326 | 51931.3243 | 158995.9522 | 82844.354 | 76151.5982 |
Total P&L (%) | 120.2767 | 68.3453 | 51.9313 | 158.996 | 82.8444 | 76.1516 |
Avg Daily Profit (%) | 0.4619 | 0.2624 | 0.1994 | 0.3661 | 0.232 | 0.2176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44613 | -27012 | -48328 | -127288 | -80493 | -106690 |
Profit Factor | 1.6936 | 1.774 | 1.6101 | 1.4057 | 1.3992 | 1.4129 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 65.3333 | 65.7895 | 64.8649 | 65.3333 | 65.7895 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.8986 | 0.9225 | 0.8721 | 0.7459 | 0.7276 | 0.7653 |
Largest Winning Trade | 21540 | 21540 | 20554 | 48518 | 48518 | 38404 |
Largest Losing Trade | -22374 | -22374 | -21811 | -64978 | -64978 | -49091 |
Avg Bars in Trades | 323 | 328 | 318 | 323 | 328 | 318 |
Avg Bars in Winners | 196 | 183 | 209 | 196 | 183 | 209 |
Avg Bars in Losers | 562 | 607 | 518 | 562 | 607 | 518 |
Bars Traded | 24249 | 12475 | 11774 | 24249 | 12475 | 11774 |
Profit Streak | 0 | 0 | 16.6553 | 0 | 0 | 16.6553 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50117 | 334625 | 280491 | -52304 | 272961 | 287610 |
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736830800000, "first_datapoint_time": 1737198900000, "last_datapoint_time": 1759329900000, "evaluation_time": 1759330720223, "expiration_time": 1765809900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 188, "offset": 222 } } }
{ "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": [ [ 120276.6568984687, 68345.3325542754, 51931.3243441932, 158995.9522244721, 82844.3540461533, 76151.5981783188 ], [ 120.276657, 68.345333, 51.931324, 158.995952, 82.844354, 76.151598 ], [ 0.461856, 0.262443, 0.199414, 0.366094, 0.231996, 0.217645 ], [ 10, 10, 10, 10, 10, 10 ], [ -44613, -27012, -48328, -127288, -80493, -106690 ], [ 1.693555, 1.774038, 1.610071, 1.405659, 1.399202, 1.412926 ], [ 75, 38, 37, 75, 38, 37 ], [ 49, 25, 24, 49, 25, 24 ], [ 26, 13, 13, 26, 13, 13 ], [ 65.333333, 65.789474, 64.864865, 65.333333, 65.789474, 64.864865 ], [ 0.898621, 0.9225, 0.872122, 0.74586, 0.727585, 0.765335 ], [ 21540, 21540, 20554, 48518, 48518, 38404 ], [ -22374, -22374, -21811, -64978, -64978, -49091 ], [ 323, 328, 318, 323, 328, 318 ], [ 196, 183, 209, 196, 183, 209 ], [ 562, 607, 518, 562, 607, 518 ], [ 24249, 12475, 11774, 24249, 12475, 11774 ], [ 0, 0, 16.655327, 0, 0, 16.655327 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -50117, 334625, 280491, -52304, 272961, 287610 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736830800000, "first_datapoint_time": 1737198900000, "last_datapoint_time": 1759329900000, "evaluation_time": 1759330720223, "expiration_time": 1765809900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 188, "offset": 222 } } }
# | 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) |
---|