Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775651.3051 | 712496.2714 | 63155.0337 | 1607083.2901 | 850467.458 | 756615.8321 |
Total P&L (%) | 775.6513 | 712.4963 | 63.155 | 1607.0833 | 850.4675 | 756.6158 |
Avg Daily Profit (%) | 0.419 | 0.3849 | 0.0341 | 0.1534 | 0.1217 | 0.1161 |
Buy And Hold Return (%) | 163.6051 | 163.6051 | 163.6051 | 163.6051 | 163.6051 | 163.6051 |
Max Trade Drawdown | -107120 | -70601 | -67560 | -2412333 | -1530359 | -1478045 |
Profit Factor | 2.3031 | 3.7859 | 1.186 | 1.2671 | 1.284 | 1.2504 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 36 | 34.2105 | 37.8378 | 36 | 34.2105 | 37.8378 |
Ratio Avg Win / Avg Loss | 4.0944 | 7.2806 | 1.9485 | 2.2526 | 2.4692 | 2.0542 |
Largest Winning Trade | 366781 | 366781 | 74261 | 924178 | 924178 | 777889 |
Largest Losing Trade | -33422 | -29733 | -33422 | -552962 | -552962 | -417808 |
Avg Bars in Trades | 72 | 68 | 76 | 72 | 68 | 76 |
Avg Bars in Winners | 142 | 135 | 149 | 142 | 135 | 149 |
Avg Bars in Losers | 32 | 33 | 32 | 32 | 33 | 32 |
Bars Traded | 5422 | 2588 | 2834 | 5422 | 2588 | 2834 |
Profit Streak | 0 | 0 | 160.9559 | 0 | 0 | 160.9559 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53990 | 305600 | -331639 | -58088 | -36319 | -42119 |
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{ "first_band": { "type": "sma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
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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": 1601798400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759100187472, "expiration_time": 1763872992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
# | 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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