Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083278.4669 | 898321.4096 | 184957.0573 | 23344681.8547 | 9345137.7502 | 13999544.1045 |
Total P&L (%) | 1083.2785 | 898.3214 | 184.9571 | 23344.6819 | 9345.1378 | 13999.5441 |
Avg Daily Profit (%) | 0.5834 | 0.4838 | 0.0996 | 0.2943 | 0.2452 | 0.2669 |
Buy And Hold Return (%) | 126.195 | 126.195 | 126.195 | 126.195 | 126.195 | 126.195 |
Max Trade Drawdown | -122332 | -76548 | -76530 | -40800496 | -22856711 | -24996019 |
Profit Factor | 3.4882 | 5.4345 | 1.7945 | 1.3922 | 1.3017 | 1.4902 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 37.6623 | 38.4615 | 36.8421 | 37.6623 | 38.4615 | 36.8421 |
Ratio Avg Win / Avg Loss | 5.7736 | 8.6952 | 3.0763 | 2.3043 | 2.0828 | 2.5547 |
Largest Winning Trade | 411812 | 411812 | 74357 | 14410498 | 14410498 | 12603095 |
Largest Losing Trade | -30410 | -22210 | -30410 | -10043156 | -5612732 | -10043156 |
Avg Bars in Trades | 93 | 87 | 100 | 93 | 87 | 100 |
Avg Bars in Winners | 188 | 168 | 209 | 188 | 168 | 209 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 7230 | 3411 | 3819 | 7230 | 3411 | 3819 |
Profit Streak | 0 | 0 | 168.0048 | 0 | 0 | 168.0048 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33088 | 507979 | -81632 | -40473 | 185883 | 245889 |
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{ "first_band": { "type": "swma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 10, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7427, "evaluation_days": 1856.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602309600000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759622813059, "expiration_time": 1764413496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 10, "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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