Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897562.4415 | 894956.2984 | 2606.143 | -56618.5973 | 1005229.2393 | -1061847.8366 |
Total P&L (%) | 897.5624 | 894.9563 | 2.6061 | -56.6186 | 1005.2292 | -1061.8478 |
Avg Daily Profit (%) | 0.4813 | 0.4799 | 0.0014 | -0.0448 | 0.1289 | 0 |
Buy And Hold Return (%) | 95.666 | 95.666 | 95.666 | 95.666 | 95.666 | 95.666 |
Max Trade Drawdown | -183849 | -110023 | -212893 | -1990822 | -626368 | -1606842 |
Profit Factor | 2.4739 | 4.3728 | 1.0076 | 0.9868 | 1.7986 | 0.6497 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 51.6667 | 56.6667 | 46.6667 | 51.6667 | 56.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3143 | 3.3439 | 1.1515 | 0.9231 | 1.3754 | 0.7425 |
Largest Winning Trade | 798650 | 798650 | 71329 | 1170101 | 1170101 | 532664 |
Largest Losing Trade | -86180 | -48159 | -86180 | -1578125 | -324274 | -1578125 |
Avg Bars in Trades | 89 | 82 | 95 | 89 | 82 | 95 |
Avg Bars in Winners | 107 | 91 | 127 | 107 | 91 | 127 |
Avg Bars in Losers | 69 | 71 | 67 | 69 | 71 | 67 |
Bars Traded | 5356 | 2481 | 2875 | 5356 | 2481 | 2875 |
Profit Streak | 66.1914 | 0 | 81.858 | 66.1914 | 0 | 81.858 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157568 | 668934 | -569692 | -753503 | -17391 | -581563 |
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{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5595, "evaluation_days": 1865, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603209600000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760301333561, "expiration_time": 1765118880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 141, "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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