Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019410.7299 | 961313.9591 | 58096.7708 | 1806051.9954 | 1018681.0486 | 787370.9468 |
Total P&L (%) | 1019.4107 | 961.314 | 58.0968 | 1806.052 | 1018.681 | 787.3709 |
Avg Daily Profit (%) | 0.5503 | 0.5189 | 0.0314 | 0.1592 | 0.1304 | 0.1179 |
Buy And Hold Return (%) | 126.5041 | 126.5041 | 126.5041 | 126.5041 | 126.5041 | 126.5041 |
Max Trade Drawdown | -143470 | -74132 | -88718 | -7631028 | -4709622 | -3669152 |
Profit Factor | 3.0071 | 5.2981 | 1.2044 | 1.1424 | 1.143 | 1.1415 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 42.1875 | 43.75 | 40.625 | 42.1875 | 43.75 | 40.625 |
Ratio Avg Win / Avg Loss | 4.1209 | 6.8118 | 1.7603 | 1.5654 | 1.4696 | 1.6684 |
Largest Winning Trade | 658232 | 658232 | 75592 | 2628586 | 2628586 | 1683606 |
Largest Losing Trade | -51665 | -34435 | -51665 | -3166501 | -3166501 | -2355267 |
Avg Bars in Trades | 56 | 54 | 57 | 56 | 54 | 57 |
Avg Bars in Winners | 99 | 91 | 108 | 99 | 91 | 108 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 3594 | 1748 | 1846 | 3594 | 1748 | 1846 |
Profit Streak | 2.0677 | 4.5677 | 0 | 2.0677 | 4.5677 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132053 | 598488 | -319836 | -203969 | -83845 | -103123 |
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{ "first_band": { "type": "wma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3705, "evaluation_days": 1852.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759196249883, "expiration_time": 1763992080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "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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