Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113158.0209 | 1131838.4107 | -18680.3899 | 103506.8476 | 705677.3294 | -602170.4818 |
Total P&L (%) | 1113.158 | 1131.8384 | -18.6804 | 103.5068 | 705.6773 | -602.1705 |
Avg Daily Profit (%) | 0.5998 | 0.6099 | -0.0101 | 0.0383 | 0.1125 | 0 |
Buy And Hold Return (%) | 135.2266 | 135.2266 | 135.2266 | 135.2266 | 135.2266 | 135.2266 |
Max Trade Drawdown | -142509 | -108011 | -146091 | -1427391 | -818192 | -987166 |
Profit Factor | 2.8413 | 4.762 | 0.9385 | 1.0258 | 1.374 | 0.7157 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40.9836 | 38.7097 | 43.3333 | 40.9836 | 38.7097 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.0915 | 7.5399 | 1.2273 | 1.4772 | 2.1755 | 0.9359 |
Largest Winning Trade | 999269 | 999269 | 75651 | 1188177 | 1188177 | 448589 |
Largest Losing Trade | -62989 | -35056 | -62989 | -979890 | -371464 | -979890 |
Avg Bars in Trades | 113 | 109 | 116 | 113 | 109 | 116 |
Avg Bars in Winners | 173 | 142 | 203 | 173 | 142 | 203 |
Avg Bars in Losers | 70 | 89 | 49 | 70 | 89 | 49 |
Bars Traded | 6895 | 3407 | 3488 | 6895 | 3407 | 3488 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152905 | 530317 | -581751 | -669404 | -46363 | -583418 |
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{ "first_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 45, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7423, "evaluation_days": 1855.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603368000000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759526815644, "expiration_time": 1764324504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 45, "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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