Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438982.0071 | 569558.8253 | -130576.8182 | -111016.5595 | 322270.8104 | -433287.3699 |
Total P&L (%) | 438.982 | 569.5588 | -130.5768 | -111.0166 | 322.2708 | -433.2874 |
Avg Daily Profit (%) | 0.2357 | 0.3058 | -0.0701 | 0 | 0.0774 | 0 |
Buy And Hold Return (%) | 66.9818 | 66.9818 | 66.9818 | 66.9818 | 66.9818 | 66.9818 |
Max Trade Drawdown | -198268 | -123573 | -204106 | -624245 | -313839 | -535962 |
Profit Factor | 1.2612 | 1.8203 | 0.8676 | 0.9462 | 1.4046 | 0.6579 |
Total Trades | 491 | 246 | 245 | 491 | 246 | 245 |
Winning Trades | 240 | 112 | 128 | 273 | 146 | 127 |
Losing Trades | 251 | 134 | 117 | 218 | 100 | 118 |
Profitability (%) | 48.8798 | 45.5285 | 52.2449 | 55.6008 | 59.3496 | 51.8367 |
Ratio Avg Win / Avg Loss | 1.319 | 2.1779 | 0.793 | 0.7556 | 0.962 | 0.6113 |
Largest Winning Trade | 179800 | 179800 | 63549 | 165924 | 165924 | 104467 |
Largest Losing Trade | -117033 | -37438 | -117033 | -329095 | -94469 | -329095 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 54 | 52 | 56 | 35 | 37 | 33 |
Avg Bars in Losers | 34 | 33 | 34 | 55 | 49 | 59 |
Bars Traded | 21817 | 10482 | 11335 | 21817 | 10482 | 11335 |
Profit Streak | 0 | 0 | 90.0887 | 24.6721 | 46.8387 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345810 | 409972 | -578356 | -576942 | -89587 | -579813 |
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{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22350, "evaluation_days": 1862.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601157600000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760155667402, "expiration_time": 1765948320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 90, "offset": 183 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 87 } } }
# | 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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