Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011078.3563 | 855946.9645 | 155131.3917 | 13029173.3373 | 4050685.4641 | 8978487.8732 |
Total P&L (%) | 1011.0784 | 855.947 | 155.1314 | 13029.1733 | 4050.6855 | 8978.4879 |
Avg Daily Profit (%) | 0.5476 | 0.4636 | 0.084 | 0.2645 | 0.202 | 0.2445 |
Buy And Hold Return (%) | 145.8479 | 145.8479 | 145.8479 | 145.8479 | 145.8479 | 145.8479 |
Max Trade Drawdown | -74182 | -50910 | -70051 | -9227991 | -6159565 | -6365785 |
Profit Factor | 3.2059 | 5.6523 | 1.5654 | 1.5951 | 1.3402 | 1.8988 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 43.662 | 41.6667 | 45.7143 | 43.662 | 41.6667 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.1366 | 7.9132 | 1.8589 | 2.0582 | 1.8763 | 2.2549 |
Largest Winning Trade | 402158 | 402158 | 75940 | 5159085 | 3799416 | 5159085 |
Largest Losing Trade | -39549 | -26766 | -39549 | -3047288 | -2361712 | -3047288 |
Avg Bars in Trades | 152 | 142 | 163 | 152 | 142 | 163 |
Avg Bars in Winners | 266 | 248 | 282 | 266 | 248 | 282 |
Avg Bars in Losers | 65 | 66 | 63 | 65 | 66 | 63 |
Bars Traded | 10852 | 5125 | 5727 | 10852 | 5125 | 5727 |
Profit Streak | 0 | 0 | 160.1109 | 0 | 0 | 160.1109 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76651 | 524397 | -224656 | -82155 | 225097 | 407222 |
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{ "first_band": { "type": "vwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 60, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601438400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758926385980, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 60, "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) |
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