Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637427.5583 | 695345.9075 | -57918.3492 | -67796.8839 | 202256.2906 | -270053.1744 |
Total P&L (%) | 637.4276 | 695.3459 | -57.9183 | -67.7969 | 202.2563 | -270.0532 |
Avg Daily Profit (%) | 0.3449 | 0.3763 | -0.0313 | -0.0613 | 0.0599 | 0 |
Buy And Hold Return (%) | 152.913 | 152.913 | 152.913 | 152.913 | 152.913 | 152.913 |
Max Trade Drawdown | -148580 | -136850 | -88669 | -290558 | -216719 | -209434 |
Profit Factor | 1.7869 | 2.8725 | 0.868 | 0.9441 | 1.3595 | 0.5849 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 52.7778 | 55.5556 | 50 | 52.7778 | 55.5556 | 50 |
Ratio Avg Win / Avg Loss | 1.5988 | 2.298 | 0.868 | 0.8447 | 1.0876 | 0.5849 |
Largest Winning Trade | 259939 | 259939 | 47559 | 162443 | 162443 | 75306 |
Largest Losing Trade | -88669 | -76509 | -88669 | -199450 | -143802 | -199450 |
Avg Bars in Trades | 72 | 92 | 51 | 72 | 92 | 51 |
Avg Bars in Winners | 76 | 93 | 57 | 76 | 93 | 57 |
Avg Bars in Losers | 67 | 92 | 46 | 67 | 92 | 46 |
Bars Traded | 5207 | 3346 | 1861 | 5207 | 3346 | 1861 |
Profit Streak | 61.3495 | 0 | 77.0162 | 61.3495 | 0 | 77.0162 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71986 | 504382 | -580222 | -663357 | -177197 | -580222 |
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{ "first_band": { "type": "bbl", "factors": { "length": 55, "offset": 0, "std": 3.84939 } }, "second_band": { "type": "dcl", "factors": { "length": 162, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5544, "evaluation_days": 1848, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603814400000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758846196749, "expiration_time": 1763606016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 55, "offset": 0, "std": 3.84939 } }, "second_band": { "type": "dcl", "factors": { "length": 162, "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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