Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1657640.8677 | 1630721.565 | 26919.3026 | 563879.2396 | 306432.6347 | 257446.6049 |
Total P&L (%) | 1657.6409 | 1630.7216 | 26.9193 | 563.8792 | 306.4326 | 257.4466 |
Avg Daily Profit (%) | 0.891 | 0.8765 | 0.0145 | 0.1018 | 0.0754 | 0.0685 |
Buy And Hold Return (%) | 123.3571 | 123.3571 | 123.3571 | 123.3571 | 123.3571 | 123.3571 |
Max Trade Drawdown | -123152 | -78299 | -131376 | -1740781 | -1011220 | -1185579 |
Profit Factor | 4.0511 | 7.5093 | 1.0919 | 1.1136 | 1.1159 | 1.1109 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 49.1525 | 46.6667 | 51.7241 | 49.1525 | 46.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 4.1907 | 8.5821 | 1.0191 | 1.152 | 1.2753 | 1.0369 |
Largest Winning Trade | 1468626 | 1468626 | 76007 | 788117 | 518596 | 788117 |
Largest Losing Trade | -58663 | -36522 | -58663 | -750831 | -583783 | -750831 |
Avg Bars in Trades | 121 | 111 | 132 | 121 | 111 | 132 |
Avg Bars in Winners | 180 | 144 | 214 | 180 | 144 | 214 |
Avg Bars in Losers | 64 | 82 | 43 | 64 | 82 | 43 |
Bars Traded | 7175 | 3347 | 3828 | 7175 | 3347 | 3828 |
Profit Streak | 0 | 0 | 150.0611 | 0 | 0 | 150.0611 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159485 | 735005 | -457160 | -333824 | -190346 | -204800 |
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{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7442, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602741600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930077018, "expiration_time": 1764747216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 110, "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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