Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431862.313 | 461793.2931 | -29930.98 | 107869.5822 | 91590.0674 | 16279.5148 |
Total P&L (%) | 431.8623 | 461.7933 | -29.931 | 107.8696 | 91.5901 | 16.2795 |
Avg Daily Profit (%) | 0.237 | 0.2535 | -0.0164 | 0.0402 | 0.0357 | 0.0083 |
Buy And Hold Return (%) | 59.4792 | 59.4792 | 59.4792 | 59.4792 | 59.4792 | 59.4792 |
Max Trade Drawdown | -201690 | -115827 | -103896 | -436772 | -367965 | -185976 |
Profit Factor | 1.767 | 2.6885 | 0.8966 | 1.0963 | 1.1483 | 1.0324 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.767 | 2.6885 | 0.8966 | 1.0963 | 1.1483 | 1.0324 |
Largest Winning Trade | 304926 | 304926 | 43461 | 236611 | 236611 | 143126 |
Largest Losing Trade | -45385 | -45385 | -40913 | -214418 | -214418 | -103828 |
Avg Bars in Trades | 71 | 74 | 69 | 71 | 74 | 69 |
Avg Bars in Winners | 101 | 107 | 94 | 101 | 107 | 94 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 5166 | 2667 | 2499 | 5166 | 2667 | 2499 |
Profit Streak | 52.3206 | 68.6539 | 0 | 52.3206 | 68.6539 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71926 | 495468 | -580780 | -345197 | -211992 | -532452 |
{ "trading_pair": "AAVE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5466, "evaluation_days": 1822, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1606953600000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760139700516, "expiration_time": 1764834624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 53, "offset": 0 } } }
{ "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": [ [ 431862.3130184038, 461793.2930608898, -29930.9800424862, 107869.5822327883, 91590.0674259549, 16279.5148068333 ], [ 431.862313, 461.793293, -29.93098, 107.869582, 91.590067, 16.279515 ], [ 0.237027, 0.253454, -0.016428, 0.040169, 0.035692, 0.008278 ], [ 59.479156, 59.479156, 59.479156, 59.479156, 59.479156, 59.479156 ], [ -201690, -115827, -103896, -436772, -367965, -185976 ], [ 1.766976, 2.688461, 0.896637, 1.096294, 1.14832, 1.032385 ], [ 72, 36, 36, 72, 36, 36 ], [ 36, 18, 18, 36, 18, 18 ], [ 36, 18, 18, 36, 18, 18 ], [ 50, 50, 50, 50, 50, 50 ], [ 1.766976, 2.688461, 0.896637, 1.096294, 1.14832, 1.032385 ], [ 304926, 304926, 43461, 236611, 236611, 143126 ], [ -45385, -45385, -40913, -214418, -214418, -103828 ], [ 71, 74, 69, 71, 74, 69 ], [ 101, 107, 94, 101, 107, 94 ], [ 42, 40, 44, 42, 40, 44 ], [ 5166, 2667, 2499, 5166, 2667, 2499 ], [ 52.320608, 68.653941, 0, 52.320608, 68.653941, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -71926, 495468, -580780, -345197, -211992, -532452 ] ] }
{ "trading_pair": "AAVE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5466, "evaluation_days": 1822, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1606953600000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760139700516, "expiration_time": 1764834624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 53, "offset": 0 } } }
# | 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) |
---|