Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1143628.6956 | 1084985.17 | 58643.5256 | 728131.3689 | 1390554.3311 | -662422.9621 |
Total P&L (%) | 1143.6287 | 1084.9852 | 58.6435 | 728.1314 | 1390.5543 | -662.423 |
Avg Daily Profit (%) | 0.6175 | 0.5858 | 0.0317 | 0.1142 | 0.146 | 0 |
Buy And Hold Return (%) | 99.7228 | 99.7228 | 99.7228 | 99.7228 | 99.7228 | 99.7228 |
Max Trade Drawdown | -137966 | -61162 | -119221 | -991553 | -588807 | -915565 |
Profit Factor | 3.1928 | 5.8827 | 1.1959 | 1.2104 | 1.9928 | 0.6784 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 51.5625 | 53.125 | 50 | 51.5625 | 53.125 | 50 |
Ratio Avg Win / Avg Loss | 2.9993 | 5.1906 | 1.1959 | 1.137 | 1.7584 | 0.6784 |
Largest Winning Trade | 681302 | 681302 | 74993 | 950036 | 950036 | 466392 |
Largest Losing Trade | -65161 | -36876 | -65161 | -709920 | -298053 | -709920 |
Avg Bars in Trades | 82 | 88 | 76 | 82 | 88 | 76 |
Avg Bars in Winners | 122 | 125 | 119 | 122 | 125 | 119 |
Avg Bars in Losers | 40 | 46 | 34 | 40 | 46 | 34 |
Bars Traded | 5278 | 2821 | 2457 | 5278 | 2821 | 2457 |
Profit Streak | 46.4752 | 46.4752 | 71.1419 | 46.4752 | 46.4752 | 71.1419 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124600 | 745511 | -320849 | -182879 | 251217 | -580252 |
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{ "first_band": { "type": "pwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5556, "evaluation_days": 1852, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604908800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759173858995, "expiration_time": 1763961984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 108, "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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