| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 69702.4864 | 35078.4202 | 34624.0662 | 60156.1473 | 57733.0667 | 2423.0805 |
| Total P&L (%) | 69.7025 | 35.0784 | 34.6241 | 60.1561 | 57.7331 | 2.4231 |
| Avg Daily Profit (%) | 0.2677 | 0.1347 | 0.133 | 0.181 | 0.1752 | 0.0092 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -66976 | -17319 | -84394 | -182710 | -43975 | -212221 |
| Profit Factor | 1.3326 | 1.4472 | 1.2641 | 1.1322 | 1.3902 | 1.0079 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
| Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
| Profitability (%) | 75.6757 | 71.4286 | 80 | 75.6757 | 71.4286 | 80 |
| Ratio Avg Win / Avg Loss | 0.4283 | 0.5789 | 0.316 | 0.3639 | 0.5561 | 0.252 |
| Largest Winning Trade | 17968 | 17968 | 9715 | 28244 | 28244 | 19563 |
| Largest Losing Trade | -28107 | -12768 | -28107 | -75451 | -28436 | -75451 |
| Avg Bars in Trades | 212 | 122 | 304 | 212 | 122 | 304 |
| Avg Bars in Winners | 111 | 67 | 151 | 111 | 67 | 151 |
| Avg Bars in Losers | 526 | 258 | 917 | 526 | 258 | 917 |
| Bars Traded | 23611 | 6853 | 16758 | 23611 | 6853 | 16758 |
| Profit Streak | 13.6403 | 13.6403 | 22.9008 | 13.6403 | 13.6403 | 22.9008 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373650 | -194623 | -196089 | -66391 | -172512 | -735894 |
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737354600000,
"first_datapoint_time": 1737523800000,
"last_datapoint_time": 1759853700000,
"evaluation_time": 1759854125366,
"expiration_time": 1766333700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 189,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
69702.4863734806,
35078.4201882266,
34624.0661852541,
60156.1472554688,
57733.0667171704,
2423.0805382985
],
[
69.702486,
35.07842,
34.624066,
60.156147,
57.733067,
2.423081
],
[
0.267654,
0.134699,
0.132955,
0.181017,
0.175153,
0.009194
],
[
10,
10,
10,
10,
10,
10
],
[
-66976,
-17319,
-84394,
-182710,
-43975,
-212221
],
[
1.33262,
1.447177,
1.264081,
1.132197,
1.390232,
1.00789
],
[
111,
56,
55,
111,
56,
55
],
[
84,
40,
44,
84,
40,
44
],
[
27,
16,
11,
27,
16,
11
],
[
75.675676,
71.428571,
80,
75.675676,
71.428571,
80
],
[
0.428342,
0.578871,
0.31602,
0.36392,
0.556093,
0.251973
],
[
17968,
17968,
9715,
28244,
28244,
19563
],
[
-28107,
-12768,
-28107,
-75451,
-28436,
-75451
],
[
212,
122,
304,
212,
122,
304
],
[
111,
67,
151,
111,
67,
151
],
[
526,
258,
917,
526,
258,
917
],
[
23611,
6853,
16758,
23611,
6853,
16758
],
[
13.64034,
13.64034,
22.900756,
13.64034,
13.64034,
22.900757
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373650,
-194623,
-196089,
-66391,
-172512,
-735894
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737354600000,
"first_datapoint_time": 1737523800000,
"last_datapoint_time": 1759853700000,
"evaluation_time": 1759854125366,
"expiration_time": 1766333700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 189,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|