Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94367.6078 | 51465.2399 | 42902.3679 | 97608.5089 | 66785.8972 | 30822.6117 |
Total P&L (%) | 94.3676 | 51.4652 | 42.9024 | 97.6085 | 66.7859 | 30.8226 |
Avg Daily Profit (%) | 0.3624 | 0.1976 | 0.1647 | 0.2619 | 0.1966 | 0.1032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46650 | -37737 | -49853 | -99312 | -80201 | -108047 |
Profit Factor | 1.3996 | 1.4461 | 1.3553 | 1.2219 | 1.3212 | 1.1329 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 66.3366 | 60.7843 | 72 | 66.3366 | 60.7843 | 72 |
Ratio Avg Win / Avg Loss | 0.7103 | 0.9329 | 0.527 | 0.6201 | 0.8524 | 0.4406 |
Largest Winning Trade | 23817 | 23817 | 12305 | 44080 | 44080 | 17422 |
Largest Losing Trade | -21553 | -15839 | -21553 | -38418 | -37877 | -38418 |
Avg Bars in Trades | 239 | 240 | 237 | 239 | 240 | 237 |
Avg Bars in Winners | 158 | 147 | 167 | 158 | 147 | 167 |
Avg Bars in Losers | 398 | 386 | 416 | 398 | 386 | 416 |
Bars Traded | 24143 | 12290 | 11853 | 24143 | 12290 | 11853 |
Profit Streak | 5.5957 | 5.5957 | 15.5332 | 5.5957 | 5.5957 | 15.5332 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377242 | -173673 | -173417 | 307224 | -173423 | -311774 |
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736704800000, "first_datapoint_time": 1736864100000, "last_datapoint_time": 1759203900000, "evaluation_time": 1759204970425, "expiration_time": 1765683900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 178, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 211, "offset": 169, "poles": 2 } } }
{ "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": [ [ 94367.6077995095, 51465.2398516594, 42902.3679478501, 97608.5089086338, 66785.8972106289, 30822.6116980049 ], [ 94.367608, 51.46524, 42.902368, 97.608509, 66.785897, 30.822612 ], [ 0.362367, 0.197624, 0.164743, 0.261888, 0.196622, 0.103222 ], [ 10, 10, 10, 10, 10, 10 ], [ -46650, -37737, -49853, -99312, -80201, -108047 ], [ 1.39963, 1.446071, 1.355262, 1.2219, 1.321227, 1.132875 ], [ 101, 51, 50, 101, 51, 50 ], [ 67, 31, 36, 67, 31, 36 ], [ 34, 20, 14, 34, 20, 14 ], [ 66.336634, 60.784314, 72, 66.336634, 60.784314, 72 ], [ 0.71026, 0.932949, 0.527046, 0.620069, 0.852404, 0.440562 ], [ 23817, 23817, 12305, 44080, 44080, 17422 ], [ -21553, -15839, -21553, -38418, -37877, -38418 ], [ 239, 240, 237, 239, 240, 237 ], [ 158, 147, 167, 158, 147, 167 ], [ 398, 386, 416, 398, 386, 416 ], [ 24143, 12290, 11853, 24143, 12290, 11853 ], [ 5.595722, 5.595722, 15.533222, 5.595722, 5.595722, 15.533222 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377242, -173673, -173417, 307224, -173423, -311774 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736704800000, "first_datapoint_time": 1736864100000, "last_datapoint_time": 1759203900000, "evaluation_time": 1759204970425, "expiration_time": 1765683900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 178, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 211, "offset": 169, "poles": 2 } } }
# | 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) |
---|