Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74792.2329 | 42997.8033 | 31794.4296 | 71594.251 | 57555.0779 | 14039.1731 |
Total P&L (%) | 74.7922 | 42.9978 | 31.7944 | 71.5943 | 57.5551 | 14.0392 |
Avg Daily Profit (%) | 0.2872 | 0.1651 | 0.1221 | 0.2076 | 0.1747 | 0.0505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31910 | -31716 | -51481 | -60329 | -53243 | -94910 |
Profit Factor | 1.3249 | 1.375 | 1.2751 | 1.1937 | 1.3346 | 1.071 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 67.9389 | 66.1538 | 69.697 | 67.9389 | 66.1538 | 69.697 |
Ratio Avg Win / Avg Loss | 0.6252 | 0.7035 | 0.5544 | 0.5633 | 0.6828 | 0.4657 |
Largest Winning Trade | 17669 | 17669 | 9010 | 22956 | 22956 | 10230 |
Largest Losing Trade | -19406 | -14599 | -19406 | -36737 | -21488 | -36737 |
Avg Bars in Trades | 183 | 183 | 183 | 183 | 183 | 183 |
Avg Bars in Winners | 104 | 100 | 107 | 104 | 100 | 107 |
Avg Bars in Losers | 351 | 345 | 357 | 351 | 345 | 357 |
Bars Traded | 24024 | 11920 | 12104 | 24024 | 11920 | 12104 |
Profit Streak | 6.442 | 16.2336 | 6.442 | 6.442 | 16.2336 | 6.442 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354448 | -125202 | -156565 | 51689 | -124241 | -431556 |
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737626400000, "first_datapoint_time": 1737863100000, "last_datapoint_time": 1760125500000, "evaluation_time": 1760125886732, "expiration_time": 1766605500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 68, "offset": 196 } } }
{ "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": [ [ 74792.2328755405, 42997.8032649547, 31794.4296105859, 71594.2510471317, 57555.07792512, 14039.1731220117 ], [ 74.792233, 42.997803, 31.79443, 71.594251, 57.555078, 14.039173 ], [ 0.287198, 0.165109, 0.122089, 0.207558, 0.174719, 0.050459 ], [ 10, 10, 10, 10, 10, 10 ], [ -31910, -31716, -51481, -60329, -53243, -94910 ], [ 1.324852, 1.374967, 1.275124, 1.193667, 1.334555, 1.071034 ], [ 131, 65, 66, 131, 65, 66 ], [ 89, 43, 46, 89, 43, 46 ], [ 42, 22, 20, 42, 22, 20 ], [ 67.938931, 66.153846, 69.69697, 67.938931, 66.153846, 69.69697 ], [ 0.625211, 0.703472, 0.554402, 0.563304, 0.682796, 0.465667 ], [ 17669, 17669, 9010, 22956, 22956, 10230 ], [ -19406, -14599, -19406, -36737, -21488, -36737 ], [ 183, 183, 183, 183, 183, 183 ], [ 104, 100, 107, 104, 100, 107 ], [ 351, 345, 357, 351, 345, 357 ], [ 24024, 11920, 12104, 24024, 11920, 12104 ], [ 6.441976, 16.233643, 6.441976, 6.441976, 16.233643, 6.441976 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354448, -125202, -156565, 51689, -124241, -431556 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737626400000, "first_datapoint_time": 1737863100000, "last_datapoint_time": 1760125500000, "evaluation_time": 1760125886732, "expiration_time": 1766605500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 68, "offset": 196 } } }
# | 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) |
---|