Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81175.1545 | 6808.2262 | 74366.9284 | 25979.9598 | 56525.1908 | -30545.2309 |
Total P&L (%) | 81.1752 | 6.8082 | 74.3669 | 25.98 | 56.5252 | -30.5452 |
Avg Daily Profit (%) | 0.3117 | 0.0261 | 0.2856 | 0.0887 | 0.1722 | -0.1399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116424 | -44140 | -88288 | -306295 | -58287 | -272418 |
Profit Factor | 1.2717 | 1.0529 | 1.4375 | 1.0431 | 1.299 | 0.9262 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 58.8652 | 57.7465 | 60 | 58.8652 | 57.7465 | 60 |
Ratio Avg Win / Avg Loss | 0.8886 | 0.7704 | 0.9583 | 0.7289 | 0.9505 | 0.6175 |
Largest Winning Trade | 42886 | 17973 | 42886 | 50351 | 27781 | 50351 |
Largest Losing Trade | -56456 | -16432 | -56456 | -184041 | -26863 | -184041 |
Avg Bars in Trades | 170 | 89 | 252 | 170 | 89 | 252 |
Avg Bars in Winners | 130 | 69 | 189 | 130 | 69 | 189 |
Avg Bars in Losers | 228 | 116 | 348 | 228 | 116 | 348 |
Bars Traded | 24051 | 6353 | 17698 | 24051 | 6353 | 17698 |
Profit Streak | 12.5796 | 12.5796 | 14.6316 | 12.5796 | 12.5796 | 14.6316 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306539 | -573768 | -85596 | -251089 | -81092 | -673983 |
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{ "first_band": { "type": "bbu", "factors": { "length": 204, "offset": 0, "std": 2.03016 } }, "second_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.64515 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737092700000, "first_datapoint_time": 1737262800000, "last_datapoint_time": 1759591800000, "evaluation_time": 1759592373208, "expiration_time": 1766071800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 204, "offset": 0, "std": 2.03016 } }, "second_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.64515 } } }
# | 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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