Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1830130.9421 | 1831924.81 | -1793.8678 | 189262.6304 | 166491.8632 | 22770.7672 |
Total P&L (%) | 1830.1309 | 1831.9248 | -1.7939 | 189.2626 | 166.4919 | 22.7708 |
Avg Daily Profit (%) | 0.9813 | 0.9823 | -0.001 | 0.057 | 0.0526 | 0.011 |
Buy And Hold Return (%) | 22.0272 | 22.0272 | 22.0272 | 22.0272 | 22.0272 | 22.0272 |
Max Trade Drawdown | -114091 | -110280 | -75026 | -512462 | -352394 | -289133 |
Profit Factor | 3.9249 | 6.5853 | 0.994 | 1.1147 | 1.1814 | 1.0311 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 44.4444 | 41.9355 | 46.875 | 44.4444 | 41.9355 | 46.875 |
Ratio Avg Win / Avg Loss | 4.9061 | 9.1182 | 1.1265 | 1.3934 | 1.6358 | 1.1686 |
Largest Winning Trade | 1663401 | 1663401 | 46582 | 476823 | 476823 | 143885 |
Largest Losing Trade | -42170 | -39065 | -42170 | -193164 | -168864 | -193164 |
Avg Bars in Trades | 58 | 89 | 28 | 58 | 89 | 28 |
Avg Bars in Winners | 93 | 154 | 39 | 93 | 154 | 39 |
Avg Bars in Losers | 30 | 42 | 17 | 30 | 42 | 17 |
Bars Traded | 3666 | 2768 | 898 | 3666 | 2768 | 898 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133108 | 672347 | -580081 | -364609 | -145753 | -520686 |
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{ "first_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 4.36036 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3730, "evaluation_days": 1865, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1599998400000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760290083846, "expiration_time": 1765104480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 4.36036 } } }
# | 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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