Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710125.7468 | 1679472.1461 | 30653.6007 | 574663.1518 | 967593.7664 | -392930.6146 |
Total P&L (%) | 1710.1257 | 1679.4721 | 30.6536 | 574.6632 | 967.5938 | -392.9306 |
Avg Daily Profit (%) | 0.9187 | 0.9022 | 0.0165 | 0.1026 | 0.1273 | 0 |
Buy And Hold Return (%) | 127.9397 | 127.9397 | 127.9397 | 127.9397 | 127.9397 | 127.9397 |
Max Trade Drawdown | -128792 | -80978 | -82613 | -1578724 | -1101618 | -1016505 |
Profit Factor | 4.4336 | 7.8517 | 1.1212 | 1.1027 | 1.3482 | 0.8605 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 38.5965 | 37.931 | 39.2857 | 38.5965 | 37.931 | 39.2857 |
Ratio Avg Win / Avg Loss | 7.0534 | 12.8482 | 1.7327 | 1.7543 | 2.2061 | 1.3299 |
Largest Winning Trade | 1593662 | 1593662 | 71555 | 1593662 | 1593662 | 461316 |
Largest Losing Trade | -51846 | -51846 | -45069 | -890911 | -619849 | -890911 |
Avg Bars in Trades | 124 | 127 | 122 | 124 | 127 | 122 |
Avg Bars in Winners | 223 | 212 | 235 | 223 | 212 | 235 |
Avg Bars in Losers | 62 | 75 | 49 | 62 | 75 | 49 |
Bars Traded | 7113 | 3684 | 3429 | 7113 | 3684 | 3429 |
Profit Streak | 0 | 0 | 83.7551 | 0 | 0 | 83.7551 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163563 | 613237 | -447399 | -348028 | -25928 | -603775 |
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{ "first_band": { "type": "midprice", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7446, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603562400000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760033239831, "expiration_time": 1764836208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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