| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 272187.5388 | 180649.4099 | 91538.1289 | 301145.0905 | 2180860.7368 | -1879715.6463 |
| Total P&L (%) | 272.1875 | 180.6494 | 91.5381 | 301.1451 | 2180.8607 | -1879.7156 |
| Avg Daily Profit (%) | 0.1507 | 0.1 | 0.0507 | 0.0769 | 0.1733 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157898 | -39774 | -153576 | -3094342 | -228279 | -3512363 |
| Profit Factor | 1.7254 | 2.1641 | 1.416 | 1.0541 | 3.4084 | 0.5963 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
| Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
| Profitability (%) | 84.6154 | 81.5385 | 87.6923 | 84.6154 | 81.5385 | 87.6923 |
| Ratio Avg Win / Avg Loss | 0.3137 | 0.49 | 0.1987 | 0.1917 | 0.7717 | 0.0837 |
| Largest Winning Trade | 20562 | 20562 | 18033 | 552345 | 552345 | 410390 |
| Largest Losing Trade | -61248 | -39602 | -61248 | -1624449 | -228279 | -1624449 |
| Avg Bars in Trades | 25 | 25 | 24 | 25 | 25 | 24 |
| Avg Bars in Winners | 10 | 8 | 13 | 10 | 8 | 13 |
| Avg Bars in Losers | 105 | 103 | 107 | 105 | 103 | 107 |
| Bars Traded | 3281 | 1674 | 1607 | 3281 | 1674 | 1607 |
| Profit Streak | 10.1968 | 140.6968 | 10.1968 | 10.1968 | 140.6968 | 10.1968 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 505127 | -184500 | -252206 | -246507 | -114853 | -706885 |
{
"trading_pair": "AAVE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3612,
"evaluation_days": 1806,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1612440000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758818604807,
"expiration_time": 1763396352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 226,
"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": [
[
272187.5388176621,
180649.409935243,
91538.1288824193,
301145.0905275818,
2180860.736786468,
-1879715.6462588862
],
[
272.187539,
180.64941,
91.538129,
301.145091,
2180.860737,
-1879.715646
],
[
0.150713,
0.100027,
0.050686,
0.076948,
0.173303,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-157898,
-39774,
-153576,
-3094342,
-228279,
-3512363
],
[
1.725371,
2.164095,
1.415979,
1.054142,
3.408404,
0.596335
],
[
130,
65,
65,
130,
65,
65
],
[
110,
53,
57,
110,
53,
57
],
[
20,
12,
8,
20,
12,
8
],
[
84.615385,
81.538462,
87.692308,
84.615385,
81.538462,
87.692308
],
[
0.313704,
0.489984,
0.198734,
0.191662,
0.771714,
0.083696
],
[
20562,
20562,
18033,
552345,
552345,
410390
],
[
-61248,
-39602,
-61248,
-1624449,
-228279,
-1624449
],
[
25,
25,
24,
25,
25,
24
],
[
10,
8,
13,
10,
8,
13
],
[
105,
103,
107,
105,
103,
107
],
[
3281,
1674,
1607,
3281,
1674,
1607
],
[
10.196815,
140.696815,
10.196815,
10.196815,
140.696815,
10.196815
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
505127,
-184500,
-252206,
-246507,
-114853,
-706885
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3612,
"evaluation_days": 1806,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1612440000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758818604807,
"expiration_time": 1763396352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 226,
"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) |
|---|