| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 380211.2956 | 260961.4247 | 119249.8709 | -2283711.5585 | 5642113.4551 | -7925825.0136 |
| Total P&L (%) | 380.2113 | 260.9614 | 119.2499 | -2283.7116 | 5642.1135 | -7925.825 |
| Avg Daily Profit (%) | 0.2091 | 0.1435 | 0.0656 | 0 | 0.223 | 0 |
| Buy And Hold Return (%) | 239.4115 | 239.4115 | 239.4115 | 239.4115 | 239.4115 | 239.4115 |
| Max Trade Drawdown | -169510 | -44925 | -168226 | -10078280 | -427911 | -11507378 |
| Profit Factor | 2.1231 | 3.248 | 1.5361 | 0.8449 | 4.9013 | 0.4032 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 39 | 19 | 20 | 41 | 19 | 22 |
| Losing Trades | 19 | 10 | 9 | 17 | 10 | 7 |
| Profitability (%) | 67.2414 | 65.5172 | 68.9655 | 70.6897 | 65.5172 | 75.8621 |
| Ratio Avg Win / Avg Loss | 1.0343 | 1.7095 | 0.6912 | 0.3503 | 2.5797 | 0.1283 |
| Largest Winning Trade | 75229 | 75229 | 31571 | 1773221 | 1773221 | 933264 |
| Largest Losing Trade | -136914 | -27451 | -136914 | -10078280 | -405512 | -10078280 |
| Avg Bars in Trades | 85 | 82 | 88 | 85 | 82 | 88 |
| Avg Bars in Winners | 60 | 70 | 51 | 71 | 81 | 62 |
| Avg Bars in Losers | 137 | 107 | 170 | 119 | 84 | 169 |
| Bars Traded | 4968 | 2400 | 2568 | 4968 | 2400 | 2568 |
| Profit Streak | 0 | 151.4059 | 0 | 53.0725 | 0 | 239.0725 |
| Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -176274 | -130484 | -268878 | -757032 | 644880 | -576508 |
{
"trading_pair": "AAVE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5455,
"evaluation_days": 1818.33,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1609574400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759830267590,
"expiration_time": 1764508320000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 84,
"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": [
[
380211.2956098687,
260961.4246971293,
119249.870912739,
-2283711.558541789,
5642113.45509402,
-7925825.013635809
],
[
380.211296,
260.961425,
119.249871,
-2283.711559,
5642.113455,
-7925.825014
],
[
0.209099,
0.143517,
0.065582,
0,
0.223003,
0
],
[
239.411478,
239.411478,
239.411478,
239.411478,
239.411478,
239.411478
],
[
-169510,
-44925,
-168226,
-10078280,
-427911,
-11507378
],
[
2.123074,
3.247995,
1.536054,
0.844928,
4.901343,
0.403204
],
[
58,
29,
29,
58,
29,
29
],
[
39,
19,
20,
41,
19,
22
],
[
19,
10,
9,
17,
10,
7
],
[
67.241379,
65.517241,
68.965517,
70.689655,
65.517241,
75.862069
],
[
1.034318,
1.709471,
0.691224,
0.350336,
2.579654,
0.128292
],
[
75229,
75229,
31571,
1773221,
1773221,
933264
],
[
-136914,
-27451,
-136914,
-10078280,
-405512,
-10078280
],
[
85,
82,
88,
85,
82,
88
],
[
60,
70,
51,
71,
81,
62
],
[
137,
107,
170,
119,
84,
169
],
[
4968,
2400,
2568,
4968,
2400,
2568
],
[
0,
151.405875,
0,
53.072542,
0,
239.072542
],
[
0,
1,
0,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-176274,
-130484,
-268878,
-757032,
644880,
-576508
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5455,
"evaluation_days": 1818.33,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1609574400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759830267590,
"expiration_time": 1764508320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 84,
"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) |
|---|