Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302253.2054 | 254610.3965 | 47642.8088 | 883866.5027 | 968171.1667 | -84304.664 |
Total P&L (%) | 302.2532 | 254.6104 | 47.6428 | 883.8665 | 968.1712 | -84.3047 |
Avg Daily Profit (%) | 0.2902 | 0.2444 | 0.0457 | 0.2197 | 0.2276 | -0.1776 |
Buy And Hold Return (%) | 357.9621 | 357.9621 | 357.9621 | 357.9621 | 357.9621 | 357.9621 |
Max Trade Drawdown | -50703 | -48503 | -39707 | -577145 | -563974 | -431472 |
Profit Factor | 2.1525 | 2.7056 | 1.4217 | 1.5546 | 2.1719 | 0.8902 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 61.5385 | 64.4444 | 58.6957 | 61.5385 | 64.4444 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.3453 | 1.4927 | 1.0005 | 0.9716 | 1.1983 | 0.6264 |
Largest Winning Trade | 31586 | 31586 | 21542 | 235214 | 235214 | 190369 |
Largest Losing Trade | -48503 | -48503 | -28039 | -563974 | -563974 | -310311 |
Avg Bars in Trades | 252 | 448 | 60 | 252 | 448 | 60 |
Avg Bars in Winners | 208 | 342 | 65 | 208 | 342 | 65 |
Avg Bars in Losers | 321 | 640 | 53 | 321 | 640 | 53 |
Bars Traded | 22934 | 20160 | 2774 | 22934 | 20160 | 2774 |
Profit Streak | 0 | 51.0769 | 0 | 0 | 51.0769 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152664 | -151223 | -295572 | 221644 | 375254 | -579577 |
{ "trading_pair": "AAVE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669435200000, "first_datapoint_time": 1670526000000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759438244919, "expiration_time": 1765915200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 183, "offset": 0, "std": 4.05928 } }, "second_band": { "type": "wma", "factors": { "length": 69, "offset": 235 } } }
{ "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": [ [ 302253.2053790627, 254610.3965476918, 47642.8088313708, 883866.5026514176, 968171.1666809767, -84304.6640295589 ], [ 302.253205, 254.610397, 47.642809, 883.866503, 968.171167, -84.304664 ], [ 0.290162, 0.244425, 0.045737, 0.219727, 0.227637, -0.177615 ], [ 357.962085, 357.962085, 357.962085, 357.962085, 357.962085, 357.962085 ], [ -50703, -48503, -39707, -577145, -563974, -431472 ], [ 2.152543, 2.7056, 1.42173, 1.554602, 2.171897, 0.890162 ], [ 91, 45, 46, 91, 45, 46 ], [ 56, 29, 27, 56, 29, 27 ], [ 35, 16, 19, 35, 16, 19 ], [ 61.538462, 64.444444, 58.695652, 61.538462, 64.444444, 58.695652 ], [ 1.345339, 1.492745, 1.000477, 0.971627, 1.198288, 0.62641 ], [ 31586, 31586, 21542, 235214, 235214, 190369 ], [ -48503, -48503, -28039, -563974, -563974, -310311 ], [ 252, 448, 60, 252, 448, 60 ], [ 208, 342, 65, 208, 342, 65 ], [ 321, 640, 53, 321, 640, 53 ], [ 22934, 20160, 2774, 22934, 20160, 2774 ], [ 0, 51.076909, 0, 0, 51.076909, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152664, -151223, -295572, 221644, 375254, -579577 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669435200000, "first_datapoint_time": 1670526000000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759438244919, "expiration_time": 1765915200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 183, "offset": 0, "std": 4.05928 } }, "second_band": { "type": "wma", "factors": { "length": 69, "offset": 235 } } }
# | 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) |
---|