Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737724.1265 | 695485.4374 | 42238.689 | 1224925.2584 | 1860767.3311 | -635842.0727 |
Total P&L (%) | 737.7241 | 695.4854 | 42.2387 | 1224.9253 | 1860.7673 | -635.8421 |
Avg Daily Profit (%) | 0.3995 | 0.3767 | 0.0229 | 0.14 | 0.1613 | 0 |
Buy And Hold Return (%) | 127.0403 | 127.0403 | 127.0403 | 127.0403 | 127.0403 | 127.0403 |
Max Trade Drawdown | -87841 | -52925 | -102878 | -2790177 | -1171488 | -2691864 |
Profit Factor | 2.1319 | 3.7845 | 1.1051 | 1.108 | 1.4216 | 0.9083 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 39.3939 | 42 | 36.7347 | 39.3939 | 42 | 36.7347 |
Ratio Avg Win / Avg Loss | 3.2798 | 5.2263 | 1.9032 | 1.7046 | 1.9632 | 1.5642 |
Largest Winning Trade | 333672 | 333672 | 74475 | 1931078 | 1931078 | 896144 |
Largest Losing Trade | -37683 | -29060 | -37683 | -1485399 | -771538 | -1485399 |
Avg Bars in Trades | 73 | 66 | 79 | 73 | 66 | 79 |
Avg Bars in Winners | 131 | 104 | 161 | 131 | 104 | 161 |
Avg Bars in Losers | 35 | 39 | 31 | 35 | 39 | 31 |
Bars Traded | 7231 | 3346 | 3885 | 7231 | 3346 | 3885 |
Profit Streak | 0 | 0 | 139.489 | 0 | 0 | 139.489 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329094 | -167732 | -436026 | -110187 | -173521 | -582101 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758822250492, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 2 } } }
# | 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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