| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 259503.391 | 158089.0949 | 101414.2961 | 162895.6675 | 1704747.909 | -1541852.2415 |
| Total P&L (%) | 259.5034 | 158.0891 | 101.4143 | 162.8957 | 1704.7479 | -1541.8522 |
| Avg Daily Profit (%) | 0.1424 | 0.0867 | 0.0556 | 0.053 | 0.1589 | 0 |
| Buy And Hold Return (%) | 100.2227 | 100.2227 | 100.2227 | 100.2227 | 100.2227 | 100.2227 |
| Max Trade Drawdown | -148310 | -47177 | -144322 | -2904467 | -301510 | -2943110 |
| Profit Factor | 1.959 | 3.0072 | 1.5287 | 1.0374 | 4.3931 | 0.6003 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Losing Trades | 11 | 6 | 5 | 11 | 6 | 5 |
| Profitability (%) | 86.5854 | 85.3659 | 87.8049 | 86.5854 | 85.3659 | 87.8049 |
| Ratio Avg Win / Avg Loss | 0.3035 | 0.5155 | 0.2123 | 0.1607 | 0.7531 | 0.0834 |
| Largest Winning Trade | 30245 | 30245 | 26400 | 422776 | 422776 | 235115 |
| Largest Losing Trade | -82592 | -33248 | -82592 | -1819115 | -188552 | -1819115 |
| Avg Bars in Trades | 59 | 62 | 56 | 59 | 62 | 56 |
| Avg Bars in Winners | 29 | 28 | 30 | 29 | 28 | 30 |
| Avg Bars in Losers | 254 | 263 | 242 | 254 | 263 | 242 |
| Bars Traded | 4899 | 2572 | 2327 | 4899 | 2572 | 2327 |
| Profit Streak | 20.02 | 155.3533 | 20.02 | 20.02 | 155.3533 | 20.02 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -8411 | -78101 | -275643 | -315464 | 650046 | -575539 |
{
"trading_pair": "AAVE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5468,
"evaluation_days": 1822.67,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1609891200000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760171326621,
"expiration_time": 1764893952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 250,
"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": [
[
259503.3910326026,
158089.0949428911,
101414.2960897116,
162895.6675083766,
1704747.908969581,
-1541852.241461204
],
[
259.503391,
158.089095,
101.414296,
162.895668,
1704.747909,
-1541.852241
],
[
0.142375,
0.086735,
0.055641,
0.053045,
0.15885,
0
],
[
100.222729,
100.222729,
100.222729,
100.222729,
100.222729,
100.222729
],
[
-148310,
-47177,
-144322,
-2904467,
-301510,
-2943110
],
[
1.959002,
3.007175,
1.528653,
1.037365,
4.393051,
0.600258
],
[
82,
41,
41,
82,
41,
41
],
[
71,
35,
36,
71,
35,
36
],
[
11,
6,
5,
11,
6,
5
],
[
86.585366,
85.365854,
87.804878,
86.585366,
85.365854,
87.804878
],
[
0.303507,
0.515516,
0.212313,
0.160719,
0.753094,
0.083369
],
[
30245,
30245,
26400,
422776,
422776,
235115
],
[
-82592,
-33248,
-82592,
-1819115,
-188552,
-1819115
],
[
59,
62,
56,
59,
62,
56
],
[
29,
28,
30,
29,
28,
30
],
[
254,
263,
242,
254,
263,
242
],
[
4899,
2572,
2327,
4899,
2572,
2327
],
[
20.019984,
155.353317,
20.019984,
20.019984,
155.353317,
20.019984
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-8411,
-78101,
-275643,
-315464,
650046,
-575539
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5468,
"evaluation_days": 1822.67,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1609891200000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760171326621,
"expiration_time": 1764893952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 250,
"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) |
|---|