Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2013554.3434 | 2101241.8928 | -87687.5494 | -43577.8736 | 166511.2529 | -210089.1265 |
Total P&L (%) | 2013.5543 | 2101.2419 | -87.6875 | -43.5779 | 166.5113 | -210.0891 |
Avg Daily Profit (%) | 1.0878 | 1.1352 | -0.0474 | -0.0309 | 0.053 | 0 |
Buy And Hold Return (%) | 156.25 | 156.25 | 156.25 | 156.25 | 156.25 | 156.25 |
Max Trade Drawdown | -358912 | -221974 | -172146 | -1693207 | -1116460 | -741545 |
Profit Factor | 3.3062 | 5.2615 | 0.7692 | 0.9807 | 1.1213 | 0.7621 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 37.3494 | 34.1463 | 40.4762 | 37.3494 | 34.1463 | 40.4762 |
Ratio Avg Win / Avg Loss | 5.546 | 10.1471 | 1.1312 | 1.645 | 2.1626 | 1.1208 |
Largest Winning Trade | 2052860 | 2052860 | 38984 | 1191937 | 1191937 | 241716 |
Largest Losing Trade | -50598 | -50127 | -50598 | -509280 | -509280 | -343601 |
Avg Bars in Trades | 64 | 102 | 26 | 64 | 102 | 26 |
Avg Bars in Winners | 106 | 192 | 34 | 106 | 192 | 34 |
Avg Bars in Losers | 38 | 55 | 21 | 38 | 55 | 21 |
Bars Traded | 5317 | 4187 | 1130 | 5317 | 4187 | 1130 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487425 | 551305 | -582493 | -584197 | -359595 | -582493 |
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{ "first_band": { "type": "bbm", "factors": { "length": 86, "offset": 0, "std": 4.23615 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 1.80793 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601625600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759100185971, "expiration_time": 1763872992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 86, "offset": 0, "std": 4.23615 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 1.80793 } } }
# | 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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