Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105400.6572 | 1046492.6917 | 58907.9655 | 1213499.0312 | 1445326.5389 | -231827.5078 |
Total P&L (%) | 1105.4007 | 1046.4927 | 58.908 | 1213.499 | 1445.3265 | -231.8275 |
Avg Daily Profit (%) | 0.5985 | 0.5666 | 0.0319 | 0.1395 | 0.1483 | 0 |
Buy And Hold Return (%) | 123.6523 | 123.6523 | 123.6523 | 123.6523 | 123.6523 | 123.6523 |
Max Trade Drawdown | -106323 | -69602 | -86539 | -2101159 | -1294862 | -1423564 |
Profit Factor | 3.1732 | 5.3676 | 1.219 | 1.1483 | 1.3658 | 0.9452 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 40 | 44.8276 | 42.3729 | 40 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.3156 | 8.0514 | 1.5003 | 1.5616 | 2.0487 | 1.1634 |
Largest Winning Trade | 805613 | 805613 | 74492 | 1389144 | 1389144 | 1058775 |
Largest Losing Trade | -62957 | -30221 | -62957 | -1037655 | -677595 | -1037655 |
Avg Bars in Trades | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Winners | 108 | 105 | 110 | 108 | 105 | 110 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 3556 | 1721 | 1835 | 3556 | 1721 | 1835 |
Profit Streak | 0 | 0 | 73.335 | 0 | 0 | 73.335 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164957 | 550769 | -316459 | -245141 | 110132 | -580211 |
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{ "first_band": { "type": "sma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 12, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602979200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758787339949, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 12, "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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