Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2217530.7878 | 2115524.9652 | 102005.8225 | 2054842.1589 | 2685711.8973 | -630869.7384 |
Total P&L (%) | 2217.5308 | 2115.525 | 102.0058 | 2054.8422 | 2685.7119 | -630.8697 |
Avg Daily Profit (%) | 1.1919 | 1.1371 | 0.0548 | 0.1652 | 0.179 | 0 |
Buy And Hold Return (%) | 146.229 | 146.229 | 146.229 | 146.229 | 146.229 | 146.229 |
Max Trade Drawdown | -131989 | -119584 | -106103 | -6271157 | -5792116 | -3150238 |
Profit Factor | 5.5762 | 9.5245 | 1.4315 | 1.1514 | 1.3482 | 0.8923 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 53.4483 | 51.7241 | 55.1724 | 53.4483 | 51.7241 | 55.1724 |
Ratio Avg Win / Avg Loss | 4.8567 | 8.8895 | 1.1631 | 1.0028 | 1.2583 | 0.725 |
Largest Winning Trade | 1893354 | 1893354 | 63139 | 3908967 | 3908967 | 1258584 |
Largest Losing Trade | -71185 | -50608 | -71185 | -3925302 | -3925302 | -2251102 |
Avg Bars in Trades | 61 | 92 | 30 | 61 | 92 | 30 |
Avg Bars in Winners | 69 | 105 | 35 | 69 | 105 | 35 |
Avg Bars in Losers | 52 | 78 | 24 | 52 | 78 | 24 |
Bars Traded | 3565 | 2682 | 883 | 3565 | 2682 | 883 |
Profit Streak | 45.0646 | 45.0646 | 85.5646 | 45.0646 | 45.0646 | 85.5646 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155909 | 817593 | -283017 | -223876 | 322584 | -579201 |
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{ "first_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 57, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3721, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603195200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759930385399, "expiration_time": 1764704016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 57, "offset": 0, "scalar": 2 } } }
# | 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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