| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 93853.3681 | 51172.9036 | 42680.4645 | 105161.4163 | 59524.4548 | 45636.9615 |
| Total P&L (%) | 93.8534 | 51.1729 | 42.6805 | 105.1614 | 59.5245 | 45.637 |
| Avg Daily Profit (%) | 0.3604 | 0.1965 | 0.1639 | 0.2763 | 0.1795 | 0.1445 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -34641 | -24965 | -31357 | -42692 | -32879 | -42439 |
| Profit Factor | 1.4283 | 1.4417 | 1.4132 | 1.3396 | 1.3753 | 1.302 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
| Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Profitability (%) | 70.4 | 72.5806 | 68.254 | 70.4 | 72.5806 | 68.254 |
| Ratio Avg Win / Avg Loss | 0.6005 | 0.5446 | 0.6573 | 0.5632 | 0.5196 | 0.6056 |
| Largest Winning Trade | 20188 | 20188 | 8351 | 21243 | 21243 | 10489 |
| Largest Losing Trade | -18735 | -17779 | -18735 | -24793 | -21155 | -24793 |
| Avg Bars in Trades | 192 | 186 | 197 | 192 | 186 | 197 |
| Avg Bars in Winners | 109 | 85 | 134 | 109 | 85 | 134 |
| Avg Bars in Losers | 387 | 453 | 332 | 387 | 453 | 332 |
| Bars Traded | 24002 | 11561 | 12441 | 24002 | 11561 | 12441 |
| Profit Streak | 13.2492 | 13.2492 | 26.2596 | 13.2492 | 13.2492 | 26.2596 |
| Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 411760 | -145527 | -139730 | 366378 | -145521 | -147645 |
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737623700000,
"first_datapoint_time": 1737846000000,
"last_datapoint_time": 1760122800000,
"evaluation_time": 1760123631829,
"expiration_time": 1766602800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 248,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
93853.3681050906,
51172.9036454853,
42680.4644596053,
105161.4162777199,
59524.4548255472,
45636.9614521728
],
[
93.853368,
51.172904,
42.680464,
105.161416,
59.524455,
45.636961
],
[
0.360392,
0.196501,
0.163891,
0.27633,
0.179497,
0.144466
],
[
10,
10,
10,
10,
10,
10
],
[
-34641,
-24965,
-31357,
-42692,
-32879,
-42439
],
[
1.428278,
1.441699,
1.413225,
1.339562,
1.375347,
1.302008
],
[
125,
62,
63,
125,
62,
63
],
[
88,
45,
43,
88,
45,
43
],
[
37,
17,
20,
37,
17,
20
],
[
70.4,
72.580645,
68.253968,
70.4,
72.580645,
68.253968
],
[
0.600526,
0.544642,
0.657314,
0.563225,
0.519576,
0.605585
],
[
20188,
20188,
8351,
21243,
21243,
10489
],
[
-18735,
-17779,
-18735,
-24793,
-21155,
-24793
],
[
192,
186,
197,
192,
186,
197
],
[
109,
85,
134,
109,
85,
134
],
[
387,
453,
332,
387,
453,
332
],
[
24002,
11561,
12441,
24002,
11561,
12441
],
[
13.249211,
13.249211,
26.259628,
13.249211,
13.249211,
26.259628
],
[
7,
3,
5,
7,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
411760,
-145527,
-139730,
366378,
-145521,
-147645
]
]
}
{
"trading_pair": "AAVE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737623700000,
"first_datapoint_time": 1737846000000,
"last_datapoint_time": 1760122800000,
"evaluation_time": 1760123631829,
"expiration_time": 1766602800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 248,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|