Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84136.0233 | 46923.5602 | 37212.4631 | 78995.4264 | 43201.2875 | 35794.1389 |
Total P&L (%) | 84.136 | 46.9236 | 37.2125 | 78.9954 | 43.2013 | 35.7941 |
Avg Daily Profit (%) | 0.3231 | 0.1802 | 0.1429 | 0.2238 | 0.138 | 0.1176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33768 | -48522 | -17369 | -37309 | -45818 | -20376 |
Profit Factor | 1.368 | 1.2784 | 1.6196 | 1.282 | 1.2108 | 1.4764 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 56.0748 | 50.9434 | 61.1111 | 56.0748 | 50.9434 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.0716 | 1.231 | 1.0307 | 1.0042 | 1.1659 | 0.9395 |
Largest Winning Trade | 22942 | 22942 | 18179 | 21480 | 21480 | 11792 |
Largest Losing Trade | -17818 | -17818 | -9664 | -22566 | -22566 | -18035 |
Avg Bars in Trades | 230 | 384 | 79 | 230 | 384 | 79 |
Avg Bars in Winners | 173 | 289 | 79 | 173 | 289 | 79 |
Avg Bars in Losers | 301 | 482 | 79 | 301 | 482 | 79 |
Bars Traded | 24626 | 20352 | 4274 | 24626 | 20352 | 4274 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318566 | -175531 | -182806 | 269099 | -192560 | -219170 |
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737214200000, "first_datapoint_time": 1737387900000, "last_datapoint_time": 1759713300000, "evaluation_time": 1759714141255, "expiration_time": 1766193300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 194, "offset": 0, "scalar": 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": [ [ 84136.0232657968, 46923.5602065236, 37212.4630592732, 78995.4263939518, 43201.2874917755, 35794.1389021763 ], [ 84.136023, 46.92356, 37.212463, 78.995426, 43.201287, 35.794139 ], [ 0.323078, 0.180184, 0.142894, 0.223808, 0.13798, 0.11756 ], [ 10, 10, 10, 10, 10, 10 ], [ -33768, -48522, -17369, -37309, -45818, -20376 ], [ 1.368019, 1.27838, 1.619594, 1.282008, 1.21075, 1.476431 ], [ 107, 53, 54, 107, 53, 54 ], [ 60, 27, 33, 60, 27, 33 ], [ 47, 26, 21, 47, 26, 21 ], [ 56.074766, 50.943396, 61.111111, 56.074766, 50.943396, 61.111111 ], [ 1.071615, 1.231033, 1.030651, 1.00424, 1.165908, 0.939547 ], [ 22942, 22942, 18179, 21480, 21480, 11792 ], [ -17818, -17818, -9664, -22566, -22566, -18035 ], [ 230, 384, 79, 230, 384, 79 ], [ 173, 289, 79, 173, 289, 79 ], [ 301, 482, 79, 301, 482, 79 ], [ 24626, 20352, 4274, 24626, 20352, 4274 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318566, -175531, -182806, 269099, -192560, -219170 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737214200000, "first_datapoint_time": 1737387900000, "last_datapoint_time": 1759713300000, "evaluation_time": 1759714141255, "expiration_time": 1766193300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 194, "offset": 0, "scalar": 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) |
---|