Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2016325.9304 | 1906752.6445 | 109573.2859 | 5015642.1838 | 4150800.4883 | 864841.6955 |
Total P&L (%) | 2016.3259 | 1906.7526 | 109.5733 | 5015.6422 | 4150.8005 | 864.8417 |
Avg Daily Profit (%) | 1.087 | 1.0279 | 0.0591 | 0.2123 | 0.2023 | 0.1223 |
Buy And Hold Return (%) | 197.9823 | 197.9823 | 197.9823 | 197.9823 | 197.9823 | 197.9823 |
Max Trade Drawdown | -102229 | -73159 | -69768 | -5315549 | -3693050 | -2446907 |
Profit Factor | 4.3604 | 8.1353 | 1.3293 | 1.2816 | 1.4935 | 1.092 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 40.2367 | 35.2941 | 45.2381 | 40.2367 | 35.2941 | 45.2381 |
Ratio Avg Win / Avg Loss | 6.4765 | 14.9147 | 1.6091 | 1.9035 | 2.738 | 1.3219 |
Largest Winning Trade | 1691528 | 1691528 | 74503 | 3294667 | 3294667 | 3129274 |
Largest Losing Trade | -28752 | -24799 | -28752 | -1651689 | -1632808 | -1651689 |
Avg Bars in Trades | 42 | 43 | 40 | 42 | 43 | 40 |
Avg Bars in Winners | 77 | 91 | 67 | 77 | 91 | 67 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 7108 | 3715 | 3393 | 7108 | 3715 | 3393 |
Profit Streak | 40.6765 | 40.6765 | 41.4265 | 40.6765 | 40.6765 | 41.4265 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 677408 | 590225 | -280083 | 262854 | 177772 | -152221 |
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{ "first_band": { "type": "dcm", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 3.43567 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7420, "evaluation_days": 1855, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604534400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759464848067, "expiration_time": 1764257760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 3.43567 } } }
# | 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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