Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203615.5939 | 1246296.9969 | -42681.403 | 242063.2502 | 388789.991 | -146726.7408 |
Total P&L (%) | 1203.6156 | 1246.297 | -42.6814 | 242.0633 | 388.79 | -146.7267 |
Avg Daily Profit (%) | 0.6633 | 0.6868 | -0.0235 | 0.0678 | 0.0875 | 0 |
Buy And Hold Return (%) | 650.2632 | 650.2632 | 650.2632 | 650.2632 | 650.2632 | 650.2632 |
Max Trade Drawdown | -155560 | -143148 | -41128 | -1053246 | -943212 | -98407 |
Profit Factor | 3.5438 | 4.1372 | 0.4376 | 1.1283 | 1.2355 | 0.3776 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 39.3939 | 39.3939 | 39.3939 | 39.3939 | 39.3939 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.452 | 6.3649 | 0.6732 | 1.7359 | 1.9008 | 0.5809 |
Largest Winning Trade | 1050050 | 1050050 | 9173 | 1050050 | 1050050 | 32133 |
Largest Losing Trade | -51385 | -51385 | -11302 | -419102 | -419102 | -56746 |
Avg Bars in Trades | 78 | 153 | 4 | 78 | 153 | 4 |
Avg Bars in Winners | 123 | 243 | 3 | 123 | 243 | 3 |
Avg Bars in Losers | 49 | 95 | 4 | 49 | 95 | 4 |
Bars Traded | 5208 | 5073 | 135 | 5208 | 5073 | 135 |
Profit Streak | 0 | 216.4638 | 0 | 0 | 216.4638 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122060 | 300881 | -584649 | -479363 | -244702 | -584649 |
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{ "first_band": { "type": "ssf", "factors": { "length": 67, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 2.98008 } } }
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{ "trading_pair": "AAVE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5444, "evaluation_days": 1814.67, "actual_first_datapoint_time": 1602720000000, "first_datapoint_time": 1603094400000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759489671594, "expiration_time": 1764182016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 67, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 2.98008 } } }
# | 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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