| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 581534.6587 | 584821.8859 | -3287.2272 | 208410.3122 | 194922.9695 | 13487.3427 |
| Total P&L (%) | 581.5347 | 584.8219 | -3.2872 | 208.4103 | 194.923 | 13.4873 |
| Avg Daily Profit (%) | 0.322 | 0.3239 | -0.0018 | 0.0624 | 0.0599 | 0.007 |
| Buy And Hold Return (%) | 276.4199 | 276.4199 | 276.4199 | 276.4199 | 276.4199 | 276.4199 |
| Max Trade Drawdown | -158421 | -130732 | -57943 | -636656 | -564318 | -170471 |
| Profit Factor | 2.6008 | 3.9674 | 0.9802 | 1.1564 | 1.2319 | 1.0274 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Profitability (%) | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 |
| Ratio Avg Win / Avg Loss | 2.7866 | 4.2508 | 1.0502 | 1.239 | 1.3199 | 1.1008 |
| Largest Winning Trade | 496364 | 496364 | 27695 | 419810 | 419810 | 139692 |
| Largest Losing Trade | -63606 | -63606 | -32735 | -270365 | -270365 | -77968 |
| Avg Bars in Trades | 116 | 210 | 23 | 116 | 210 | 23 |
| Avg Bars in Winners | 97 | 171 | 23 | 97 | 171 | 23 |
| Avg Bars in Losers | 135 | 248 | 22 | 135 | 248 | 22 |
| Bars Traded | 6783 | 6115 | 668 | 6783 | 6115 | 668 |
| Profit Streak | 109.396 | 122.146 | 109.396 | 109.396 | 122.146 | 109.396 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -171368 | 354830 | -578997 | -503125 | -279193 | -539516 |
{
"trading_pair": "AAVE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7223,
"evaluation_days": 1805.75,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1606845600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758987015616,
"expiration_time": 1763395704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 220,
"offset": 0,
"std": 2.58191
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 192,
"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": [
[
581534.6587095128,
584821.8859334877,
-3287.2272239749,
208410.3122238258,
194922.969529587,
13487.3426942388
],
[
581.534659,
584.821886,
-3.287227,
208.410312,
194.92297,
13.487343
],
[
0.322046,
0.323866,
-0.00182,
0.06239,
0.059912,
0.007007
],
[
276.419919,
276.419919,
276.419919,
276.419919,
276.419919,
276.419919
],
[
-158421,
-130732,
-57943,
-636656,
-564318,
-170471
],
[
2.600841,
3.967412,
0.98022,
1.156374,
1.231915,
1.027398
],
[
58,
29,
29,
58,
29,
29
],
[
28,
14,
14,
28,
14,
14
],
[
30,
15,
15,
30,
15,
15
],
[
48.275862,
48.275862,
48.275862,
48.275862,
48.275862,
48.275862
],
[
2.786615,
4.250798,
1.050235,
1.238972,
1.319909,
1.100783
],
[
496364,
496364,
27695,
419810,
419810,
139692
],
[
-63606,
-63606,
-32735,
-270365,
-270365,
-77968
],
[
116,
210,
23,
116,
210,
23
],
[
97,
171,
23,
97,
171,
23
],
[
135,
248,
22,
135,
248,
22
],
[
6783,
6115,
668,
6783,
6115,
668
],
[
109.396014,
122.146014,
109.396014,
109.396014,
122.146014,
109.396014
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-171368,
354830,
-578997,
-503125,
-279193,
-539516
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7223,
"evaluation_days": 1805.75,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1606845600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758987015616,
"expiration_time": 1763395704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 220,
"offset": 0,
"std": 2.58191
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 192,
"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) |
|---|