| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 80008.674 | 44894.9675 | 35113.7065 | 58800.3927 | 74892.2038 | -16091.8111 |
| Total P&L (%) | 80.0087 | 44.895 | 35.1137 | 58.8004 | 74.8922 | -16.0918 |
| Avg Daily Profit (%) | 0.3072 | 0.1724 | 0.1348 | 0.1777 | 0.2149 | -0.0673 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -69443 | -11573 | -77816 | -199223 | -29439 | -216249 |
| Profit Factor | 1.3691 | 1.7749 | 1.2211 | 1.1301 | 1.7183 | 0.9537 |
| Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
| Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
| Profitability (%) | 65.8915 | 64.6154 | 67.1875 | 65.8915 | 64.6154 | 67.1875 |
| Ratio Avg Win / Avg Loss | 0.7087 | 0.972 | 0.5963 | 0.585 | 0.941 | 0.4658 |
| Largest Winning Trade | 15648 | 14859 | 15648 | 34322 | 23193 | 34322 |
| Largest Losing Trade | -45193 | -11573 | -45193 | -119086 | -28544 | -119086 |
| Avg Bars in Trades | 186 | 53 | 320 | 186 | 53 | 320 |
| Avg Bars in Winners | 99 | 41 | 155 | 99 | 41 | 155 |
| Avg Bars in Losers | 354 | 76 | 658 | 354 | 76 | 658 |
| Bars Traded | 24017 | 3509 | 20508 | 24017 | 3509 | 20508 |
| Profit Streak | 7.2732 | 7.2732 | 10.6378 | 7.2732 | 7.2732 | 10.6378 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343102 | -124314 | -154998 | -70219 | -122272 | -718028 |
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736745300000,
"first_datapoint_time": 1736888400000,
"last_datapoint_time": 1759244400000,
"evaluation_time": 1759244605653,
"expiration_time": 1765724400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 160,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
80008.6739946029,
44894.9675119605,
35113.7064826424,
58800.3927022837,
74892.2038104037,
-16091.8111081201
],
[
80.008674,
44.894968,
35.113706,
58.800393,
74.892204,
-16.091811
],
[
0.307229,
0.172394,
0.134835,
0.177747,
0.214884,
-0.067348
],
[
10,
10,
10,
10,
10,
10
],
[
-69443,
-11573,
-77816,
-199223,
-29439,
-216249
],
[
1.369107,
1.774887,
1.221083,
1.130124,
1.718302,
0.953708
],
[
129,
65,
64,
129,
65,
64
],
[
85,
42,
43,
85,
42,
43
],
[
44,
23,
21,
44,
23,
21
],
[
65.891473,
64.615385,
67.1875,
65.891473,
64.615385,
67.1875
],
[
0.708714,
0.971962,
0.596343,
0.585005,
0.940975,
0.465764
],
[
15648,
14859,
15648,
34322,
23193,
34322
],
[
-45193,
-11573,
-45193,
-119086,
-28544,
-119086
],
[
186,
53,
320,
186,
53,
320
],
[
99,
41,
155,
99,
41,
155
],
[
354,
76,
658,
354,
76,
658
],
[
24017,
3509,
20508,
24017,
3509,
20508
],
[
7.273213,
7.273213,
10.637797,
7.273214,
7.273214,
10.637797
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343102,
-124314,
-154998,
-70219,
-122272,
-718028
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736745300000,
"first_datapoint_time": 1736888400000,
"last_datapoint_time": 1759244400000,
"evaluation_time": 1759244605653,
"expiration_time": 1765724400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 160,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|