| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 354028.465 | 222839.6943 | 131188.7708 | 112864.5017 | 5237473.5578 | -5124609.0561 |
| Total P&L (%) | 354.0285 | 222.8397 | 131.1888 | 112.8645 | 5237.4736 | -5124.6091 |
| Avg Daily Profit (%) | 0.196 | 0.1234 | 0.0726 | 0.0418 | 0.2205 | 0 |
| Buy And Hold Return (%) | 216.094 | 216.094 | 216.094 | 216.094 | 216.094 | 216.094 |
| Max Trade Drawdown | -169201 | -43227 | -158065 | -9195446 | -294598 | -9006796 |
| Profit Factor | 2.2316 | 3.7872 | 1.6322 | 1.0099 | 7.0587 | 0.5154 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
| Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
| Profitability (%) | 78.2609 | 73.913 | 82.6087 | 78.2609 | 73.913 | 82.6087 |
| Ratio Avg Win / Avg Loss | 0.6199 | 1.3367 | 0.3436 | 0.2805 | 2.4913 | 0.1085 |
| Largest Winning Trade | 33404 | 33404 | 28990 | 1937139 | 1937139 | 1073642 |
| Largest Losing Trade | -94661 | -31468 | -94661 | -5812478 | -257443 | -5812478 |
| Avg Bars in Trades | 35 | 36 | 33 | 35 | 36 | 33 |
| Avg Bars in Winners | 20 | 20 | 19 | 20 | 20 | 19 |
| Avg Bars in Losers | 89 | 83 | 99 | 89 | 83 | 99 |
| Bars Traded | 3244 | 1692 | 1551 | 3244 | 1692 | 1551 |
| Profit Streak | 0 | 141.5941 | 0 | 0 | 141.5941 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 141946 | -174424 | -257200 | -509950 | 751525 | -576561 |
{
"trading_pair": "AAVE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3612,
"evaluation_days": 1806,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1609416000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758982532237,
"expiration_time": 1763396352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 52,
"offset": 104
}
}
} {
"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": [
[
354028.4650404328,
222839.6942655829,
131188.7707748498,
112864.5017041074,
5237473.557843023,
-5124609.056138915
],
[
354.028465,
222.839694,
131.188771,
112.864502,
5237.473558,
-5124.609056
],
[
0.196029,
0.123389,
0.072641,
0.041841,
0.220472,
0
],
[
216.094033,
216.094033,
216.094033,
216.094033,
216.094033,
216.094033
],
[
-169201,
-43227,
-158065,
-9195446,
-294598,
-9006796
],
[
2.231583,
3.787207,
1.632213,
1.009866,
7.058662,
0.515426
],
[
92,
46,
46,
92,
46,
46
],
[
72,
34,
38,
72,
34,
38
],
[
20,
12,
8,
20,
12,
8
],
[
78.26087,
73.913043,
82.608696,
78.26087,
73.913043,
82.608696
],
[
0.619884,
1.336661,
0.343624,
0.280518,
2.491293,
0.108511
],
[
33404,
33404,
28990,
1937139,
1937139,
1073642
],
[
-94661,
-31468,
-94661,
-5812478,
-257443,
-5812478
],
[
35,
36,
33,
35,
36,
33
],
[
20,
20,
19,
20,
20,
19
],
[
89,
83,
99,
89,
83,
99
],
[
3244,
1692,
1551,
3244,
1692,
1551
],
[
0,
141.594123,
0,
0,
141.594123,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
141946,
-174424,
-257200,
-509950,
751525,
-576561
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3612,
"evaluation_days": 1806,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1609416000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758982532237,
"expiration_time": 1763396352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 52,
"offset": 104
}
}
}
| # | 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) |
|---|