Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018450.8214 | 838803.3444 | 179647.477 | 19075777.6689 | 8179832.3348 | 10895945.3341 |
Total P&L (%) | 1018.4508 | 838.8033 | 179.6475 | 19075.7777 | 8179.8323 | 10895.9453 |
Avg Daily Profit (%) | 0.551 | 0.4538 | 0.0972 | 0.2848 | 0.2392 | 0.2546 |
Buy And Hold Return (%) | 134.9864 | 134.9864 | 134.9864 | 134.9864 | 134.9864 | 134.9864 |
Max Trade Drawdown | -93942 | -46393 | -60697 | -17011822 | -8612048 | -10795695 |
Profit Factor | 3.5782 | 5.7642 | 1.8205 | 1.6144 | 1.4768 | 1.7842 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 44.2623 | 41.9355 | 46.6667 | 44.2623 | 41.9355 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.5059 | 7.9811 | 2.0805 | 2.0329 | 2.0448 | 2.0391 |
Largest Winning Trade | 366310 | 366310 | 75207 | 7159281 | 6712652 | 7159281 |
Largest Losing Trade | -29990 | -24352 | -29990 | -4709257 | -3500986 | -4709257 |
Avg Bars in Trades | 88 | 83 | 94 | 88 | 83 | 94 |
Avg Bars in Winners | 157 | 147 | 166 | 157 | 147 | 166 |
Avg Bars in Losers | 34 | 37 | 31 | 34 | 37 | 31 |
Bars Traded | 5418 | 2587 | 2831 | 5418 | 2587 | 2831 |
Profit Streak | 0 | 0 | 158.4689 | 0 | 0 | 158.4689 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150440 | 535043 | -122984 | -156412 | 269004 | 414338 |
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{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 24, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602172800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758856509892, "expiration_time": 1763635680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 24, "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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