Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43372.4823 | -7050.2844 | 50422.7668 | 44903.0431 | -8340.3067 | 53243.3498 |
Total P&L (%) | 43.3725 | -7.0503 | 50.4228 | 44.903 | -8.3403 | 53.2434 |
Avg Daily Profit (%) | 0.4996 | -0.0812 | 0.5808 | 0.4282 | -0.1003 | 0.4929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12683 | -6128 | -11821 | -14894 | -7418 | -13834 |
Profit Factor | 1.8602 | 0.4494 | 2.3405 | 1.7716 | 0.4339 | 2.2251 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 37.931 | 27.5862 | 48.2759 | 37.931 | 27.5862 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.044 | 1.1798 | 2.5077 | 2.899 | 1.1391 | 2.384 |
Largest Winning Trade | 26972 | 3002 | 26972 | 30117 | 3323 | 30117 |
Largest Losing Trade | -6010 | -2887 | -6010 | -7150 | -3306 | -7150 |
Avg Bars in Trades | 419 | 20 | 818 | 419 | 20 | 818 |
Avg Bars in Winners | 666 | 31 | 1029 | 666 | 31 | 1029 |
Avg Bars in Losers | 268 | 16 | 620 | 268 | 16 | 620 |
Bars Traded | 24318 | 595 | 23723 | 24318 | 595 | 23723 |
Profit Streak | 1.1495 | 0 | 7.08 | 1.1495 | 0 | 7.08 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177445 | -598696 | 450279 | -178091 | -598696 | 421979 |
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{ "first_band": { "type": "bbm", "factors": { "length": 81, "offset": 0, "std": 3.95322 } }, "second_band": { "type": "kcl", "factors": { "length": 66, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752754500000, "first_datapoint_time": 1752778500000, "last_datapoint_time": 1760254200000, "evaluation_time": 1760254514056, "expiration_time": 1766734200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 81, "offset": 0, "std": 3.95322 } }, "second_band": { "type": "kcl", "factors": { "length": 66, "offset": 0, "scalar": 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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