Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174368.5036 | 299135.8916 | -124767.388 | 2240686.8851 | -361258.5301 | 2601945.4152 |
Total P&L (%) | 174.3685 | 299.1359 | -124.7674 | 2240.6869 | -361.2585 | 2601.9454 |
Avg Daily Profit (%) | 0.0944 | 0.162 | -0.0676 | 0.1709 | 0 | 0.1786 |
Buy And Hold Return (%) | 24.0174 | 24.0174 | 24.0174 | 24.0174 | 24.0174 | 24.0174 |
Max Trade Drawdown | -270416 | -37768 | -268517 | -2354232 | -917368 | -1335595 |
Profit Factor | 1.2609 | 3.195 | 0.7655 | 1.4716 | 0.8407 | 2.0479 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 60 | 60 | 60 | 60 | 60 | 60 |
Ratio Avg Win / Avg Loss | 0.8406 | 2.13 | 0.5104 | 0.9811 | 0.5605 | 1.3653 |
Largest Winning Trade | 119502 | 119502 | 61653 | 1713683 | 482332 | 1713683 |
Largest Losing Trade | -193462 | -36492 | -193462 | -440874 | -440874 | -370754 |
Avg Bars in Trades | 57 | 35 | 80 | 57 | 35 | 80 |
Avg Bars in Winners | 49 | 32 | 66 | 44 | 28 | 61 |
Avg Bars in Losers | 69 | 38 | 101 | 77 | 45 | 109 |
Bars Traded | 3462 | 1055 | 2407 | 3462 | 1055 | 2407 |
Profit Streak | 41.7031 | 0 | 66.2031 | 41.7031 | 0 | 66.2031 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -240406 | 527438 | -578970 | -164398 | -579529 | 447996 |
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1607342400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758819147939, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 190, "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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