Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1685441.4621 | 1511607.9752 | 173833.4869 | 21645804.5732 | 11296215.8905 | 10349588.6827 |
Total P&L (%) | 1685.4415 | 1511.608 | 173.8335 | 21645.8046 | 11296.2159 | 10349.5887 |
Avg Daily Profit (%) | 0.905 | 0.8117 | 0.0933 | 0.2894 | 0.2546 | 0.25 |
Buy And Hold Return (%) | 98.4276 | 98.4276 | 98.4276 | 98.4276 | 98.4276 | 98.4276 |
Max Trade Drawdown | -38459 | -42536 | -56538 | -10337266 | -7580873 | -5011553 |
Profit Factor | 5.2636 | 8.9698 | 1.8453 | 1.6391 | 1.5774 | 1.7236 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 34.375 | 29.1667 | 39.5833 | 34.375 | 29.1667 | 39.5833 |
Ratio Avg Win / Avg Loss | 10.0487 | 21.7838 | 2.8166 | 3.1292 | 3.8307 | 2.6307 |
Largest Winning Trade | 1161781 | 1161781 | 75611 | 10064713 | 9722399 | 10064713 |
Largest Losing Trade | -25752 | -17493 | -25752 | -5192316 | -5192316 | -2425708 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 134 | 143 | 127 | 134 | 143 | 127 |
Avg Bars in Losers | 16 | 18 | 13 | 16 | 18 | 13 |
Bars Traded | 5449 | 2629 | 2820 | 5449 | 2629 | 2820 |
Profit Streak | 0 | 0 | 57.8411 | 0 | 0 | 57.8411 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555295 | 372329 | -76279 | 219066 | 1172 | 314949 |
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{ "first_band": { "type": "alma", "factors": { "length": 106, "offset": 12 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5587, "evaluation_days": 1862.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760069473370, "expiration_time": 1764881568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 106, "offset": 12 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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