Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1395004.8446 | 1384699.8941 | 10304.9505 | 1019056.0138 | 932635.8467 | 86420.1671 |
Total P&L (%) | 1395.0048 | 1384.6999 | 10.305 | 1019.056 | 932.6358 | 86.4202 |
Avg Daily Profit (%) | 0.7678 | 0.7621 | 0.0057 | 0.133 | 0.1286 | 0.0343 |
Buy And Hold Return (%) | 642.4765 | 642.4765 | 642.4765 | 642.4765 | 642.4765 | 642.4765 |
Max Trade Drawdown | -107082 | -118512 | -21100 | -795731 | -905227 | -108904 |
Profit Factor | 3.6555 | 4.149 | 1.1204 | 1.2882 | 1.2981 | 1.2122 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 42.268 | 35.4167 | 48.9796 | 42.268 | 35.4167 | 48.9796 |
Ratio Avg Win / Avg Loss | 4.9929 | 7.5659 | 1.1671 | 1.7595 | 2.3671 | 1.2627 |
Largest Winning Trade | 1121868 | 1121868 | 21924 | 911134 | 911134 | 70919 |
Largest Losing Trade | -46666 | -46666 | -14493 | -430286 | -430286 | -72417 |
Avg Bars in Trades | 221 | 432 | 14 | 221 | 432 | 14 |
Avg Bars in Winners | 319 | 749 | 14 | 319 | 749 | 14 |
Avg Bars in Losers | 149 | 258 | 14 | 149 | 258 | 14 |
Bars Traded | 21473 | 20770 | 703 | 21473 | 20770 | 703 |
Profit Streak | 10.2627 | 0 | 26.3461 | 10.2627 | 0 | 26.3461 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427014 | 308758 | -438613 | -25659 | -50620 | -312804 |
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{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 3.45188 } } }
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{ "trading_pair": "AAVE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21803, "evaluation_days": 1816.92, "actual_first_datapoint_time": 1602727200000, "first_datapoint_time": 1603648800000, "last_datapoint_time": 1759744800000, "evaluation_time": 1759753100062, "expiration_time": 1765396137600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 3.45188 } } }
# | 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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