Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022304.2639 | 1058806.6069 | -36502.343 | 34136.8421 | 50182.3317 | -16045.4897 |
Total P&L (%) | 1022.3043 | 1058.8066 | -36.5023 | 34.1368 | 50.1823 | -16.0455 |
Avg Daily Profit (%) | 0.551 | 0.5706 | -0.0197 | 0.0158 | 0.0219 | -0.0094 |
Buy And Hold Return (%) | 167.2038 | 167.2038 | 167.2038 | 167.2038 | 167.2038 | 167.2038 |
Max Trade Drawdown | -116243 | -86483 | -137514 | -605268 | -339070 | -538285 |
Profit Factor | 2.6969 | 5.1456 | 0.8948 | 1.0159 | 1.0499 | 0.986 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 40.3509 | 37.931 | 42.8571 | 40.3509 | 37.931 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.9868 | 8.4201 | 1.1931 | 1.5017 | 1.718 | 1.3147 |
Largest Winning Trade | 972773 | 972773 | 73363 | 270097 | 270097 | 259013 |
Largest Losing Trade | -60449 | -33880 | -60449 | -213735 | -213735 | -210028 |
Avg Bars in Trades | 127 | 121 | 133 | 127 | 121 | 133 |
Avg Bars in Winners | 206 | 212 | 201 | 206 | 212 | 201 |
Avg Bars in Losers | 73 | 65 | 82 | 73 | 65 | 82 |
Bars Traded | 7240 | 3510 | 3730 | 7240 | 3510 | 3730 |
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 | -167660 | 500890 | -602944 | -722703 | -498675 | -602944 |
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{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 4.138 } }, "second_band": { "type": "wma", "factors": { "length": 91, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7422, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601748000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759519693785, "expiration_time": 1764302256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 4.138 } }, "second_band": { "type": "wma", "factors": { "length": 91, "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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