Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79352.6831 | 44543.4873 | 34809.1958 | 78661.6399 | 54099.5124 | 24562.1275 |
Total P&L (%) | 79.3527 | 44.5435 | 34.8092 | 78.6616 | 54.0995 | 24.5621 |
Avg Daily Profit (%) | 0.3047 | 0.171 | 0.1337 | 0.2231 | 0.1662 | 0.0844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23689 | -22193 | -31718 | -32323 | -32710 | -55223 |
Profit Factor | 1.3847 | 1.4425 | 1.3295 | 1.259 | 1.3854 | 1.1504 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 69.9029 | 68.6275 | 71.1538 | 69.9029 | 68.6275 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.5962 | 0.6594 | 0.539 | 0.5421 | 0.6333 | 0.4664 |
Largest Winning Trade | 18300 | 18300 | 9804 | 20146 | 20146 | 11626 |
Largest Losing Trade | -20395 | -18698 | -20395 | -26276 | -23057 | -26276 |
Avg Bars in Trades | 233 | 231 | 234 | 233 | 231 | 234 |
Avg Bars in Winners | 122 | 112 | 132 | 122 | 112 | 132 |
Avg Bars in Losers | 489 | 493 | 485 | 489 | 493 | 485 |
Bars Traded | 24028 | 11829 | 12199 | 24028 | 11829 | 12199 |
Profit Streak | 6.8244 | 14.2411 | 6.8244 | 6.8244 | 14.2411 | 6.8244 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372425 | -173117 | -196693 | 319669 | -172750 | -318939 |
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{ "first_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 215, "offset": 118 } } }
{ "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": [ [ 79352.6831147638, 44543.4872891789, 34809.1958255847, 78661.6399390729, 54099.5124207833, 24562.1275182895 ], [ 79.352683, 44.543487, 34.809196, 78.66164, 54.099512, 24.562128 ], [ 0.30471, 0.171045, 0.133666, 0.22309, 0.166188, 0.084374 ], [ 10, 10, 10, 10, 10, 10 ], [ -23689, -22193, -31718, -32323, -32710, -55223 ], [ 1.384652, 1.442507, 1.329521, 1.259003, 1.385353, 1.150393 ], [ 103, 51, 52, 103, 51, 52 ], [ 72, 35, 37, 72, 35, 37 ], [ 31, 16, 15, 31, 16, 15 ], [ 69.902913, 68.627451, 71.153846, 69.902913, 68.627451, 71.153846 ], [ 0.59617, 0.659432, 0.538995, 0.542071, 0.633304, 0.466375 ], [ 18300, 18300, 9804, 20146, 20146, 11626 ], [ -20395, -18698, -20395, -26276, -23057, -26276 ], [ 233, 231, 234, 233, 231, 234 ], [ 122, 112, 132, 122, 112, 132 ], [ 489, 493, 485, 489, 493, 485 ], [ 24028, 11829, 12199, 24028, 11829, 12199 ], [ 6.824412, 14.241079, 6.824412, 6.824412, 14.241079, 6.824412 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372425, -173117, -196693, 319669, -172750, -318939 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737690300000, "first_datapoint_time": 1737989100000, "last_datapoint_time": 1760189400000, "evaluation_time": 1760190429226, "expiration_time": 1766669400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 215, "offset": 118 } } }
# | 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) |
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