| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 137616.8141 | 81604.0098 | 56012.8043 | 216946.8017 | 154310.9436 | 62635.8581 |
| Total P&L (%) | 137.6168 | 81.604 | 56.0128 | 216.9468 | 154.3109 | 62.6359 |
| Avg Daily Profit (%) | 0.5284 | 0.3134 | 0.2151 | 0.4439 | 0.3591 | 0.1869 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -34775 | -21732 | -51011 | -100195 | -59582 | -153302 |
| Profit Factor | 1.5862 | 1.7615 | 1.439 | 1.3628 | 1.5912 | 1.1859 |
| Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
| Winning Trades | 118 | 55 | 63 | 118 | 55 | 63 |
| Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
| Profitability (%) | 61.7801 | 57.8947 | 65.625 | 61.7801 | 57.8947 | 65.625 |
| Ratio Avg Win / Avg Loss | 0.9813 | 1.2811 | 0.7537 | 0.8431 | 1.1573 | 0.6212 |
| Largest Winning Trade | 15847 | 15573 | 15847 | 35212 | 35212 | 32907 |
| Largest Losing Trade | -16216 | -13674 | -16216 | -46159 | -36813 | -46159 |
| Avg Bars in Trades | 126 | 129 | 123 | 126 | 129 | 123 |
| Avg Bars in Winners | 72 | 69 | 74 | 72 | 69 | 74 |
| Avg Bars in Losers | 213 | 211 | 216 | 213 | 211 | 216 |
| Bars Traded | 24132 | 12316 | 11816 | 24132 | 12316 | 11816 |
| Profit Streak | 5.5362 | 0 | 31.4321 | 5.5362 | 0 | 31.4321 |
| Trades During Streak | 1 | 0 | 12 | 1 | 0 | 12 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 447544 | 365256 | 303191 | 372410 | 366172 | -8338 |
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736526600000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758833529605,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 167,
"offset": 166
}
}
} {
"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": [
[
137616.8140881765,
81604.0098094638,
56012.8042787127,
216946.8016673943,
154310.9436173042,
62635.8580500899
],
[
137.616814,
81.60401,
56.012804,
216.946802,
154.310944,
62.635858
],
[
0.528442,
0.313355,
0.215086,
0.443945,
0.359059,
0.186928
],
[
10,
10,
10,
10,
10,
10
],
[
-34775,
-21732,
-51011,
-100195,
-59582,
-153302
],
[
1.586178,
1.761488,
1.438952,
1.362838,
1.591235,
1.185908
],
[
191,
95,
96,
191,
95,
96
],
[
118,
55,
63,
118,
55,
63
],
[
73,
40,
33,
73,
40,
33
],
[
61.780105,
57.894737,
65.625,
61.780105,
57.894737,
65.625
],
[
0.98128,
1.281082,
0.753737,
0.843112,
1.157262,
0.62119
],
[
15847,
15573,
15847,
35212,
35212,
32907
],
[
-16216,
-13674,
-16216,
-46159,
-36813,
-46159
],
[
126,
129,
123,
126,
129,
123
],
[
72,
69,
74,
72,
69,
74
],
[
213,
211,
216,
213,
211,
216
],
[
24132,
12316,
11816,
24132,
12316,
11816
],
[
5.536222,
0,
31.432055,
5.536222,
0,
31.432056
],
[
1,
0,
12,
1,
0,
12
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
447544,
365256,
303191,
372410,
366172,
-8338
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736526600000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758833529605,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 167,
"offset": 166
}
}
}
| # | 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) |
|---|