Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151193.4691 | 365003.5494 | -213810.0804 | -91318.1526 | 50504.0274 | -141822.18 |
Total P&L (%) | 151.1935 | 365.0035 | -213.8101 | -91.3182 | 50.504 | -141.8222 |
Avg Daily Profit (%) | 0.0813 | 0.1962 | -0.115 | -0.1313 | 0.022 | 0 |
Buy And Hold Return (%) | 131.8291 | 131.8291 | 131.8291 | 131.8291 | 131.8291 | 131.8291 |
Max Trade Drawdown | -165966 | -59510 | -230561 | -97407 | -17413 | -97963 |
Profit Factor | 1.1885 | 2.6837 | 0.6347 | 0.6494 | 1.7743 | 0.2735 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 35.3846 | 45.4545 | 25 | 35.3846 | 45.4545 | 25 |
Ratio Avg Win / Avg Loss | 2.1703 | 3.2204 | 1.9042 | 1.1858 | 2.1292 | 0.8206 |
Largest Winning Trade | 225498 | 225498 | 78600 | 47240 | 47240 | 10981 |
Largest Losing Trade | -44217 | -31526 | -44217 | -45846 | -14986 | -45846 |
Avg Bars in Trades | 51 | 25 | 77 | 51 | 25 | 77 |
Avg Bars in Winners | 115 | 42 | 252 | 115 | 42 | 252 |
Avg Bars in Losers | 15 | 10 | 19 | 15 | 10 | 19 |
Bars Traded | 3322 | 827 | 2495 | 3322 | 827 | 2495 |
Profit Streak | 151.0117 | 157.5117 | 0 | 151.0117 | 157.5117 | 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 | -357968 | 304338 | -607847 | -720498 | -326848 | -610625 |
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{ "first_band": { "type": "bbu", "factors": { "length": 127, "offset": 0, "std": 1.3373 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
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{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3720, "evaluation_days": 1860, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604620800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759882608145, "expiration_time": 1764659520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 127, "offset": 0, "std": 1.3373 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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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