Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615618.068 | 457332.9472 | 158285.1208 | 7842886.9898 | 9772161.669 | -1929274.6792 |
Total P&L (%) | 615.6181 | 457.3329 | 158.2851 | 7842.887 | 9772.1617 | -1929.2747 |
Avg Daily Profit (%) | 0.3409 | 0.2532 | 0.0876 | 0.2425 | 0.2546 | 0 |
Buy And Hold Return (%) | 266.4378 | 266.4378 | 266.4378 | 266.4378 | 266.4378 | 266.4378 |
Max Trade Drawdown | -73627 | -48113 | -80605 | -6617687 | -3015369 | -7238634 |
Profit Factor | 2.4354 | 3.4951 | 1.6445 | 1.3644 | 2.1313 | 0.8503 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 54.2857 | 54.717 | 53.8462 | 54.2857 | 54.717 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.0509 | 2.8925 | 1.4096 | 1.1489 | 1.7638 | 0.7288 |
Largest Winning Trade | 65503 | 65503 | 48136 | 2862679 | 2862679 | 2173137 |
Largest Losing Trade | -28681 | -20518 | -28681 | -1871192 | -1871192 | -1852790 |
Avg Bars in Trades | 32 | 36 | 28 | 32 | 36 | 28 |
Avg Bars in Winners | 40 | 43 | 38 | 40 | 43 | 38 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 3422 | 1931 | 1491 | 3422 | 1931 | 1491 |
Profit Streak | 65.5941 | 65.5941 | 79.5941 | 65.5941 | 65.5941 | 79.5941 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391325 | -172902 | -418443 | 384653 | -166327 | -759499 |
{ "trading_pair": "AAVE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3612, "evaluation_days": 1806, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1607601600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758982528105, "expiration_time": 1763396352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "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": [ [ 615618.0680465729, 457332.9472339485, 158285.1208126244, 7842886.989843339, 9772161.669027759, -1929274.6791844233 ], [ 615.618068, 457.332947, 158.285121, 7842.88699, 9772.161669, -1929.274679 ], [ 0.340874, 0.25323, 0.087644, 0.242534, 0.254604, 0 ], [ 266.437818, 266.437818, 266.437818, 266.437818, 266.437818, 266.437818 ], [ -73627, -48113, -80605, -6617687, -3015369, -7238634 ], [ 2.435414, 3.495096, 1.644521, 1.364351, 2.131269, 0.850298 ], [ 105, 53, 52, 105, 53, 52 ], [ 57, 29, 28, 57, 29, 28 ], [ 48, 24, 24, 48, 24, 24 ], [ 54.285714, 54.716981, 53.846154, 54.285714, 54.716981, 53.846154 ], [ 2.050875, 2.892493, 1.40959, 1.148927, 1.763809, 0.728827 ], [ 65503, 65503, 48136, 2862679, 2862679, 2173137 ], [ -28681, -20518, -28681, -1871192, -1871192, -1852790 ], [ 32, 36, 28, 32, 36, 28 ], [ 40, 43, 38, 40, 43, 38 ], [ 22, 27, 17, 22, 27, 17 ], [ 3422, 1931, 1491, 3422, 1931, 1491 ], [ 65.594075, 65.594075, 79.594075, 65.594075, 65.594075, 79.594075 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391325, -172902, -418443, 384653, -166327, -759499 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3612, "evaluation_days": 1806, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1607601600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758982528105, "expiration_time": 1763396352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "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) |
---|