Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1991757.001 | 1958341.9915 | 33415.0094 | 105177.6469 | 196217.7598 | -91040.1128 |
Total P&L (%) | 1991.757 | 1958.342 | 33.415 | 105.1776 | 196.2178 | -91.0401 |
Avg Daily Profit (%) | 1.0687 | 1.0508 | 0.0179 | 0.0386 | 0.0583 | -0.1294 |
Buy And Hold Return (%) | 77.599 | 77.599 | 77.599 | 77.599 | 77.599 | 77.599 |
Max Trade Drawdown | -175254 | -131390 | -113905 | -1034879 | -420594 | -658709 |
Profit Factor | 3.4417 | 5.7963 | 1.082 | 1.062 | 1.2666 | 0.9053 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 49.0909 | 45.4545 | 52.7273 | 49.0909 | 45.4545 | 52.7273 |
Ratio Avg Win / Avg Loss | 3.5692 | 6.9556 | 0.9701 | 1.1013 | 1.5199 | 0.8116 |
Largest Winning Trade | 1864168 | 1864168 | 46531 | 480435 | 480435 | 268167 |
Largest Losing Trade | -81023 | -35685 | -81023 | -615797 | -306139 | -615797 |
Avg Bars in Trades | 66 | 99 | 33 | 66 | 99 | 33 |
Avg Bars in Winners | 89 | 150 | 36 | 89 | 150 | 36 |
Avg Bars in Losers | 44 | 57 | 30 | 44 | 57 | 30 |
Bars Traded | 7332 | 5485 | 1848 | 7332 | 5485 | 1848 |
Profit Streak | 10.408 | 0 | 29.658 | 10.408 | 0 | 29.658 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 740677 | -160060 | -645818 | -348358 | -299458 | -759939 |
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{ "first_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 216, "offset": 0, "std": 1.83821 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7455, "evaluation_days": 1863.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760219254581, "expiration_time": 1765036440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 216, "offset": 0, "std": 1.83821 } } }
# | 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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