Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47134.0941 | 393974.6281 | -346840.534 | -97977.8583 | 6214.4281 | -104192.2864 |
Total P&L (%) | 47.1341 | 393.9746 | -346.8405 | -97.9779 | 6.2144 | -104.1923 |
Avg Daily Profit (%) | 0.0255 | 0.2131 | -0.1876 | -0.2108 | 0.0033 | 0 |
Buy And Hold Return (%) | 115.2094 | 115.2094 | 115.2094 | 115.2094 | 115.2094 | 115.2094 |
Max Trade Drawdown | -324124 | -68026 | -399688 | -171363 | -35049 | -52273 |
Profit Factor | 1.0491 | 2.7134 | 0.5244 | 0.541 | 1.165 | 0.4073 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 16 | 15 | 27 | 14 | 13 |
Losing Trades | 29 | 14 | 15 | 33 | 16 | 17 |
Profitability (%) | 51.6667 | 53.3333 | 50 | 45 | 46.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.9815 | 2.3742 | 0.5244 | 0.6612 | 1.3314 | 0.5327 |
Largest Winning Trade | 166830 | 166830 | 77340 | 58976 | 24260 | 58976 |
Largest Losing Trade | -176291 | -38536 | -176291 | -85727 | -19492 | -85727 |
Avg Bars in Trades | 89 | 99 | 80 | 89 | 99 | 80 |
Avg Bars in Winners | 98 | 109 | 88 | 84 | 101 | 65 |
Avg Bars in Losers | 79 | 87 | 72 | 94 | 96 | 91 |
Bars Traded | 5383 | 2975 | 2408 | 5383 | 2975 | 2408 |
Profit Streak | 20.7856 | 21.119 | 20.7856 | 20.7856 | 21.119 | 20.7856 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -664954 | 399893 | -580272 | -755165 | -394042 | -582865 |
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{ "first_band": { "type": "dema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 130, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5546, "evaluation_days": 1848.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758883878228, "expiration_time": 1763665344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 130, "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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