Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1446576.617 | 1429284.2787 | 17292.3384 | 287837.3205 | 257351.3529 | 30485.9677 |
Total P&L (%) | 1446.5766 | 1429.2843 | 17.2923 | 287.8373 | 257.3514 | 30.486 |
Avg Daily Profit (%) | 0.7773 | 0.768 | 0.0093 | 0.0729 | 0.0685 | 0.0143 |
Buy And Hold Return (%) | 88.4058 | 88.4058 | 88.4058 | 88.4058 | 88.4058 | 88.4058 |
Max Trade Drawdown | -153712 | -54593 | -126922 | -1169775 | -555511 | -672562 |
Profit Factor | 3.6965 | 7.1021 | 1.0572 | 1.1044 | 1.1959 | 1.0211 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 52.459 | 51.6129 | 53.3333 | 52.459 | 51.6129 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.35 | 6.6582 | 0.9251 | 1.0009 | 1.1212 | 0.8935 |
Largest Winning Trade | 1264460 | 1264460 | 75771 | 449910 | 434015 | 449910 |
Largest Losing Trade | -73383 | -35704 | -73383 | -518053 | -388706 | -518053 |
Avg Bars in Trades | 118 | 109 | 127 | 118 | 109 | 127 |
Avg Bars in Winners | 167 | 147 | 187 | 167 | 147 | 187 |
Avg Bars in Losers | 63 | 68 | 58 | 63 | 68 | 58 |
Bars Traded | 7198 | 3383 | 3815 | 7198 | 3383 | 3815 |
Profit Streak | 13.8837 | 13.8837 | 312.8837 | 13.8837 | 13.8837 | 312.8837 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144793 | 798764 | -503678 | -368817 | -108970 | -536700 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 88, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7444, "evaluation_days": 1861, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602568800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759979550849, "expiration_time": 1764791712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 88, "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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