Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1458164.7004 | 1666893.2596 | -208728.5591 | -95794.182 | 240622.3171 | -336416.4991 |
Total P&L (%) | 1458.1647 | 1666.8933 | -208.7286 | -95.7942 | 240.6223 | -336.4165 |
Avg Daily Profit (%) | 0.7831 | 0.8952 | -0.1121 | -0.17 | 0.0658 | 0 |
Buy And Hold Return (%) | 186.742 | 186.742 | 186.742 | 186.742 | 186.742 | 186.742 |
Max Trade Drawdown | -276911 | -168579 | -169364 | -597011 | -316540 | -290893 |
Profit Factor | 2.2499 | 3.3976 | 0.5572 | 0.8948 | 1.4653 | 0.1458 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 41.6667 | 39.3939 | 43.9394 | 41.6667 | 39.3939 | 43.9394 |
Ratio Avg Win / Avg Loss | 3.1499 | 5.2271 | 0.7109 | 1.2528 | 2.2543 | 0.186 |
Largest Winning Trade | 1646134 | 1646134 | 42506 | 566786 | 566786 | 14096 |
Largest Losing Trade | -52818 | -46771 | -52818 | -221440 | -221440 | -127763 |
Avg Bars in Trades | 166 | 270 | 62 | 166 | 270 | 62 |
Avg Bars in Winners | 247 | 440 | 73 | 247 | 440 | 73 |
Avg Bars in Losers | 109 | 160 | 54 | 109 | 160 | 54 |
Bars Traded | 22030 | 17879 | 4151 | 22030 | 17879 | 4151 |
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 | 518876 | -108836 | -707593 | -582002 | -307405 | -707593 |
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{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 78, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22344, "evaluation_days": 1862, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600812000000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760113448850, "expiration_time": 1765903564800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 78, "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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