Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358690.1818 | 503432.8292 | -144742.6474 | -83921.181 | 77324.4529 | -161245.6339 |
Total P&L (%) | 358.6902 | 503.4328 | -144.7426 | -83.9212 | 77.3245 | -161.2456 |
Avg Daily Profit (%) | 0.1933 | 0.2712 | -0.078 | -0.0984 | 0.0309 | 0 |
Buy And Hold Return (%) | 53.5384 | 53.5384 | 53.5384 | 53.5384 | 53.5384 | 53.5384 |
Max Trade Drawdown | -183538 | -99959 | -210701 | -151680 | -82178 | -151090 |
Profit Factor | 1.2957 | 1.9355 | 0.7856 | 0.8359 | 1.3685 | 0.4651 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 43.0233 | 40.6977 | 45.3488 | 43.0233 | 40.6977 | 45.3488 |
Ratio Avg Win / Avg Loss | 1.7159 | 2.8203 | 0.9467 | 1.107 | 1.9942 | 0.5606 |
Largest Winning Trade | 272098 | 272098 | 68819 | 55156 | 55156 | 23072 |
Largest Losing Trade | -51944 | -34055 | -51944 | -58333 | -35853 | -58333 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
Bars Traded | 5457 | 2492 | 2965 | 5457 | 2492 | 2965 |
Profit Streak | 0 | 0 | 51.3128 | 0 | 0 | 51.3128 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241903 | 311705 | -582346 | -580923 | -181257 | -582346 |
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{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5568, "evaluation_days": 1856, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1599926400000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759534229698, "expiration_time": 1764317952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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