Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1893914.0611 | -5868.9236 | -1888045.1376 | -78036.6623 | 1831769.9451 | -1909806.6073 |
Total P&L (%) | -1893.9141 | -5.8689 | -1888.0451 | -78.0367 | 1831.7699 | -1909.8066 |
Avg Daily Profit (%) | -1.0241 | -0.0032 | -1.0209 | -0.0819 | 0.1602 | 0 |
Buy And Hold Return (%) | 189.487 | 189.487 | 189.487 | 189.487 | 189.487 | 189.487 |
Max Trade Drawdown | -2115252 | -153708 | -315404 | -3382531 | -392106 | -238985 |
Profit Factor | 0.2368 | 0.9839 | 0.1082 | 0.9811 | 4.9242 | 0.479 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 14 | 17 | 35 | 17 | 18 |
Losing Trades | 28 | 16 | 12 | 24 | 13 | 11 |
Profitability (%) | 52.5424 | 46.6667 | 58.6207 | 59.322 | 56.6667 | 62.069 |
Ratio Avg Win / Avg Loss | 0.2139 | 1.1244 | 0.0764 | 0.6728 | 3.7656 | 0.2927 |
Largest Winning Trade | 102684 | 102684 | 30370 | 1457329 | 1457329 | 817376 |
Largest Losing Trade | -1668864 | -77922 | -1668864 | -3382531 | -305889 | -3382531 |
Avg Bars in Trades | 90 | 88 | 92 | 90 | 88 | 92 |
Avg Bars in Winners | 39 | 34 | 43 | 86 | 95 | 79 |
Avg Bars in Losers | 147 | 136 | 162 | 96 | 80 | 115 |
Bars Traded | 5353 | 2662 | 2691 | 5353 | 2662 | 2691 |
Profit Streak | 0 | 0 | 110.1704 | 0 | 0 | 110.1704 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759948 | -580455 | -578757 | -759069 | 585143 | -578310 |
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{ "first_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 171, "offset": 0 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5548, "evaluation_days": 1849.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604073600000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758945924354, "expiration_time": 1763724672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 171, "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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