| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -56556.0884 | 268991.8514 | -325547.9398 | 1935333.0293 | -2782792.0541 | 4718125.0834 |
| Total P&L (%) | -56.5561 | 268.9919 | -325.5479 | 1935.333 | -2782.7921 | 4718.1251 |
| Avg Daily Profit (%) | -0.0312 | 0.1486 | -0.1798 | 0.1666 | 0 | 0.2143 |
| Buy And Hold Return (%) | 225.1986 | 225.1986 | 225.1986 | 225.1986 | 225.1986 | 225.1986 |
| Max Trade Drawdown | -152729 | -56132 | -173373 | -3556851 | -4040667 | -1886199 |
| Profit Factor | 0.9402 | 2.5156 | 0.5764 | 1.1695 | 0.538 | 1.8748 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 57 | 32 | 25 | 45 | 20 | 25 |
| Losing Trades | 39 | 16 | 23 | 51 | 28 | 23 |
| Profitability (%) | 59.375 | 66.6667 | 52.0833 | 46.875 | 41.6667 | 52.0833 |
| Ratio Avg Win / Avg Loss | 0.6433 | 1.2578 | 0.5302 | 1.3255 | 0.7532 | 1.7248 |
| Largest Winning Trade | 57353 | 37256 | 57353 | 4791433 | 462912 | 4791433 |
| Largest Losing Trade | -369309 | -33775 | -369309 | -836178 | -836178 | -679345 |
| Avg Bars in Trades | 52 | 35 | 69 | 52 | 35 | 69 |
| Avg Bars in Winners | 46 | 35 | 59 | 43 | 28 | 55 |
| Avg Bars in Losers | 62 | 35 | 80 | 61 | 41 | 85 |
| Bars Traded | 5070 | 1716 | 3354 | 5070 | 1716 | 3354 |
| Profit Streak | 59.5372 | 176.2039 | 0 | 59.5372 | 176.2039 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578746 | -92678 | -580419 | -26701 | -582574 | 434779 |
{
"trading_pair": "AAVE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5431,
"evaluation_days": 1810.33,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1608652800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759121617130,
"expiration_time": 1763796384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 207,
"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": [
[
-56556.0884492901,
268991.8513941962,
-325547.9398434863,
1935333.0293000443,
-2782792.0541287474,
4718125.083428792
],
[
-56.556088,
268.991851,
-325.54794,
1935.333029,
-2782.792054,
4718.125083
],
[
-0.031241,
0.148587,
-0.179828,
0.166586,
0,
0.214277
],
[
225.198624,
225.198624,
225.198624,
225.198624,
225.198624,
225.198624
],
[
-152729,
-56132,
-173373,
-3556851,
-4040667,
-1886199
],
[
0.940211,
2.515639,
0.576358,
1.169521,
0.537989,
1.874821
],
[
96,
48,
48,
96,
48,
48
],
[
57,
32,
25,
45,
20,
25
],
[
39,
16,
23,
51,
28,
23
],
[
59.375,
66.666667,
52.083333,
46.875,
41.666667,
52.083333
],
[
0.643302,
1.257819,
0.530249,
1.325457,
0.753185,
1.724835
],
[
57353,
37256,
57353,
4791433,
462912,
4791433
],
[
-369309,
-33775,
-369309,
-836178,
-836178,
-679345
],
[
52,
35,
69,
52,
35,
69
],
[
46,
35,
59,
43,
28,
55
],
[
62,
35,
80,
61,
41,
85
],
[
5070,
1716,
3354,
5070,
1716,
3354
],
[
59.537235,
176.203902,
0,
59.537235,
176.203902,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578746,
-92678,
-580419,
-26701,
-582574,
434779
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5431,
"evaluation_days": 1810.33,
"actual_first_datapoint_time": 1602720000000,
"first_datapoint_time": 1608652800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759121617130,
"expiration_time": 1763796384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 207,
"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) |
|---|