Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2176094.4993 | 2212160.1099 | -36065.6106 | 46959.9897 | 334610.1312 | -287650.1414 |
Total P&L (%) | 2176.0945 | 2212.1601 | -36.0656 | 46.96 | 334.6101 | -287.6501 |
Avg Daily Profit (%) | 1.1785 | 1.198 | -0.0195 | 0.0209 | 0.0796 | 0 |
Buy And Hold Return (%) | 88.1965 | 88.1965 | 88.1965 | 88.1965 | 88.1965 | 88.1965 |
Max Trade Drawdown | -179135 | -159831 | -47677 | -2292793 | -2094699 | -420612 |
Profit Factor | 6.2556 | 7.4436 | 0.4902 | 1.0124 | 1.1028 | 0.4738 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 59.322 | 58.6207 | 60 | 59.322 | 58.6207 | 60 |
Ratio Avg Win / Avg Loss | 4.2895 | 5.2543 | 0.3268 | 0.6942 | 0.7785 | 0.3159 |
Largest Winning Trade | 2223918 | 2223918 | 5443 | 2334769 | 2334769 | 124677 |
Largest Losing Trade | -76113 | -76113 | -27992 | -1291486 | -1291486 | -306982 |
Avg Bars in Trades | 173 | 351 | 2 | 173 | 351 | 2 |
Avg Bars in Winners | 78 | 159 | 1 | 78 | 159 | 1 |
Avg Bars in Losers | 313 | 623 | 3 | 313 | 623 | 3 |
Bars Traded | 10248 | 10179 | 69 | 10248 | 10179 | 69 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156268 | 831677 | -579251 | -717675 | -197085 | -579251 |
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{ "first_band": { "type": "jma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 11, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599336000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759030607094, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 11, "offset": 0, "scalar": 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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