Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321278.6087 | 1472713.0276 | -151434.419 | -90998.4805 | 1936169.268 | -2027167.7486 |
Total P&L (%) | 1321.2786 | 1472.713 | -151.4344 | -90.9985 | 1936.1693 | -2027.1677 |
Avg Daily Profit (%) | 0.7105 | 0.7919 | -0.0814 | -0.1294 | 0.1622 | 0 |
Buy And Hold Return (%) | 129.9465 | 129.9465 | 129.9465 | 129.9465 | 129.9465 | 129.9465 |
Max Trade Drawdown | -319254 | -144548 | -226851 | -4278714 | -1177339 | -3582386 |
Profit Factor | 2.0591 | 3.6545 | 0.7814 | 0.9851 | 2.0113 | 0.5161 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 47.5962 | 43.2692 | 51.9231 | 47.5962 | 43.2692 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.2671 | 4.7915 | 0.7235 | 1.0846 | 2.637 | 0.4779 |
Largest Winning Trade | 1411260 | 1411260 | 65137 | 2760652 | 2760652 | 719586 |
Largest Losing Trade | -81668 | -32978 | -81668 | -2998692 | -1177339 | -2998692 |
Avg Bars in Trades | 34 | 42 | 26 | 34 | 42 | 26 |
Avg Bars in Winners | 41 | 58 | 27 | 41 | 58 | 27 |
Avg Bars in Losers | 28 | 30 | 25 | 28 | 30 | 25 |
Bars Traded | 7211 | 4466 | 2746 | 7211 | 4466 | 2746 |
Profit Streak | 0 | 17.6688 | 0 | 0 | 17.6688 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592884 | 632769 | -580528 | -578957 | 331506 | -580528 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 174, "na": 0.2, "nb": 0.1, "nc": 0.24683 } }, "second_band": { "type": "kcu", "factors": { "length": 66, "offset": 128, "scalar": 3 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7439, "evaluation_days": 1859.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602957600000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759874580805, "expiration_time": 1764680472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 174, "na": 0.2, "nb": 0.1, "nc": 0.24683 } }, "second_band": { "type": "kcu", "factors": { "length": 66, "offset": 128, "scalar": 3 } } }
# | 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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