Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685758.8 | 683392.7413 | 2366.0588 | 27215.0013 | 402571.5107 | -375356.5095 |
Total P&L (%) | 685.7588 | 683.3927 | 2.3661 | 27.215 | 402.5715 | -375.3565 |
Avg Daily Profit (%) | 0.371 | 0.3697 | 0.0013 | 0.013 | 0.0874 | 0 |
Buy And Hold Return (%) | 171.4493 | 171.4493 | 171.4493 | 171.4493 | 171.4493 | 171.4493 |
Max Trade Drawdown | -210249 | -119729 | -118663 | -2670923 | -711873 | -1998954 |
Profit Factor | 1.914 | 3.0207 | 1.0057 | 1.0062 | 1.2309 | 0.857 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 46.5753 | 44.4444 | 48.6486 | 46.5753 | 44.4444 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.1954 | 3.7759 | 1.0616 | 1.1542 | 1.5386 | 0.9046 |
Largest Winning Trade | 284658 | 284658 | 52834 | 833573 | 577392 | 833573 |
Largest Losing Trade | -87467 | -37381 | -87467 | -1921472 | -547657 | -1921472 |
Avg Bars in Trades | 71 | 96 | 47 | 71 | 96 | 47 |
Avg Bars in Winners | 98 | 143 | 58 | 98 | 143 | 58 |
Avg Bars in Losers | 48 | 58 | 37 | 48 | 58 | 37 |
Bars Traded | 5226 | 3468 | 1758 | 5226 | 3468 | 1758 |
Profit Streak | 237.018 | 237.018 | 241.3514 | 237.018 | 237.018 | 241.3514 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65249 | 439768 | -570232 | -631054 | -80888 | -579920 |
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{ "first_band": { "type": "swma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603872000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758875159202, "expiration_time": 1763635680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "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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