| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -105454.8866 | 277310.2362 | -382765.1228 | -7319678.6586 | -21355923.701 | 14036245.0425 |
| Total P&L (%) | -105.4549 | 277.3102 | -382.7651 | -7319.6787 | -21355.9237 | 14036.245 |
| Avg Daily Profit (%) | -0.0584 | 0.1536 | -0.212 | 0 | 0 | 0.2746 |
| Buy And Hold Return (%) | 291.4072 | 291.4072 | 291.4072 | 291.4072 | 291.4072 | 291.4072 |
| Max Trade Drawdown | -157836 | -22111 | -142380 | -34419428 | -22662929 | -12124872 |
| Profit Factor | 0.8746 | 4.3258 | 0.4945 | 0.8528 | 0.2178 | 1.6262 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 43 | 23 | 20 | 28 | 13 | 15 |
| Losing Trades | 29 | 13 | 16 | 44 | 23 | 21 |
| Profitability (%) | 59.7222 | 63.8889 | 55.5556 | 38.8889 | 36.1111 | 41.6667 |
| Ratio Avg Win / Avg Loss | 0.5898 | 2.445 | 0.3956 | 1.3401 | 0.3853 | 2.2766 |
| Largest Winning Trade | 61536 | 61536 | 54561 | 7265026 | 1820445 | 7265026 |
| Largest Losing Trade | -525250 | -13558 | -525250 | -7858314 | -7213625 | -7858314 |
| Avg Bars in Trades | 145 | 138 | 152 | 145 | 138 | 152 |
| Avg Bars in Winners | 142 | 137 | 148 | 131 | 141 | 122 |
| Avg Bars in Losers | 149 | 141 | 156 | 154 | 137 | 173 |
| Bars Traded | 10478 | 5001 | 5477 | 10478 | 5001 | 5477 |
| Profit Streak | 79.2158 | 136.8825 | 79.2158 | 0 | 0 | 0 |
| Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -661554 | -148103 | -579096 | -667209 | -586181 | 306400 |
{
"trading_pair": "AAVE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10834,
"evaluation_days": 1805.67,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1606190400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759036246336,
"expiration_time": 1763395488000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 242,
"offset": 0,
"a": 0.36371
}
}
} {
"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": [
[
-105454.8866354805,
277310.2361560843,
-382765.1227915647,
-7319678.658568266,
-21355923.701042302,
14036245.042474039
],
[
-105.454887,
277.310236,
-382.765123,
-7319.678659,
-21355.923701,
14036.245042
],
[
-0.058402,
0.153577,
-0.21198,
0,
0,
0.274586
],
[
291.407179,
291.407179,
291.407179,
291.407179,
291.407179,
291.407179
],
[
-157836,
-22111,
-142380,
-34419428,
-22662929,
-12124872
],
[
0.874555,
4.325794,
0.494543,
0.852776,
0.217769,
1.62615
],
[
72,
36,
36,
72,
36,
36
],
[
43,
23,
20,
28,
13,
15
],
[
29,
13,
16,
44,
23,
21
],
[
59.722222,
63.888889,
55.555556,
38.888889,
36.111111,
41.666667
],
[
0.589816,
2.445014,
0.395634,
1.340077,
0.385284,
2.27661
],
[
61536,
61536,
54561,
7265026,
1820445,
7265026
],
[
-525250,
-13558,
-525250,
-7858314,
-7213625,
-7858314
],
[
145,
138,
152,
145,
138,
152
],
[
142,
137,
148,
131,
141,
122
],
[
149,
141,
156,
154,
137,
173
],
[
10478,
5001,
5477,
10478,
5001,
5477
],
[
79.215814,
136.882481,
79.215814,
0,
0,
0
],
[
5,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-661554,
-148103,
-579096,
-667209,
-586181,
306400
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10834,
"evaluation_days": 1805.67,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1606190400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759036246336,
"expiration_time": 1763395488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 242,
"offset": 0,
"a": 0.36371
}
}
}
| # | 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) |
|---|