Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242493.2594 | 1130580.7208 | 111912.5386 | 3212151.0474 | 3212281.3636 | -130.3162 |
Total P&L (%) | 1242.4933 | 1130.5807 | 111.9125 | 3212.151 | 3212.2814 | -0.1303 |
Avg Daily Profit (%) | 0.6682 | 0.608 | 0.0602 | 0.1884 | 0.1884 | -0.0001 |
Buy And Hold Return (%) | 96.3109 | 96.3109 | 96.3109 | 96.3109 | 96.3109 | 96.3109 |
Max Trade Drawdown | -105035 | -72291 | -62764 | -11546288 | -7206133 | -5673256 |
Profit Factor | 2.8587 | 4.7254 | 1.3066 | 1.1216 | 1.2673 | 1 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 46.7391 | 45.6522 | 47.8261 | 46.7391 | 45.6522 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.2576 | 5.6254 | 1.4254 | 1.2781 | 1.5087 | 1.0909 |
Largest Winning Trade | 552838 | 552838 | 73323 | 6675854 | 6675854 | 3223249 |
Largest Losing Trade | -58062 | -34721 | -58062 | -4384181 | -4384181 | -2407953 |
Avg Bars in Trades | 78 | 85 | 72 | 78 | 85 | 72 |
Avg Bars in Winners | 121 | 142 | 101 | 121 | 142 | 101 |
Avg Bars in Losers | 41 | 36 | 45 | 41 | 36 | 45 |
Bars Traded | 7246 | 3917 | 3328 | 7246 | 3917 | 3328 |
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 | 593066 | 630045 | -228588 | -79821 | 263399 | -579883 |
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{ "first_band": { "type": "swma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7438, "evaluation_days": 1859.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602568800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759845942157, "expiration_time": 1764658224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "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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