Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006724.0717 | 926663.436 | 80060.6357 | 2016898.0857 | 984107.3278 | 1032790.7579 |
Total P&L (%) | 1006.7241 | 926.6634 | 80.0606 | 2016.8981 | 984.1073 | 1032.7908 |
Avg Daily Profit (%) | 0.5454 | 0.502 | 0.0434 | 0.1655 | 0.1292 | 0.1316 |
Buy And Hold Return (%) | 125.8004 | 125.8004 | 125.8004 | 125.8004 | 125.8004 | 125.8004 |
Max Trade Drawdown | -60691 | -31618 | -64301 | -1030676 | -557053 | -634755 |
Profit Factor | 3.0745 | 6.5202 | 1.2522 | 1.5976 | 1.5732 | 1.6228 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 46.6667 | 50 | 43.3333 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.5137 | 6.5202 | 1.6375 | 1.8258 | 1.5732 | 2.1221 |
Largest Winning Trade | 637810 | 637810 | 76140 | 810530 | 704079 | 810530 |
Largest Losing Trade | -51701 | -28649 | -51701 | -441254 | -441254 | -214503 |
Avg Bars in Trades | 359 | 348 | 370 | 359 | 348 | 370 |
Avg Bars in Winners | 576 | 510 | 653 | 576 | 510 | 653 |
Avg Bars in Losers | 168 | 186 | 153 | 168 | 186 | 153 |
Bars Traded | 21549 | 10449 | 11100 | 21549 | 10449 | 11100 |
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 | -157932 | 687592 | -302491 | -164039 | -17309 | -16517 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22151, "evaluation_days": 1845.92, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601416800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758849517499, "expiration_time": 1764463939200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 149, "offset": 160 } }, "second_band": { "type": "wma", "factors": { "length": 153, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1006724.0716609047, 926663.4359978276, 80060.635663077, 2016898.0857460783, 984107.3278160649, 1032790.7579300124 ], [ 1006.724072, 926.663436, 80.060636, 2016.898086, 984.107328, 1032.790758 ], [ 0.545378, 0.502006, 0.043372, 0.165504, 0.129197, 0.13158 ], [ 125.800377, 125.800377, 125.800377, 125.800377, 125.800377, 125.800377 ], [ -60691, -31618, -64301, -1030676, -557053, -634755 ], [ 3.074454, 6.520237, 1.252216, 1.59759, 1.573235, 1.622803 ], [ 60, 30, 30, 60, 30, 30 ], [ 28, 15, 13, 28, 15, 13 ], [ 32, 15, 17, 32, 15, 17 ], [ 46.666667, 50, 43.333333, 46.666667, 50, 43.333333 ], [ 3.513661, 6.520237, 1.637513, 1.825817, 1.573235, 2.122127 ], [ 637810, 637810, 76140, 810530, 704079, 810530 ], [ -51701, -28649, -51701, -441254, -441254, -214503 ], [ 359, 348, 370, 359, 348, 370 ], [ 576, 510, 653, 576, 510, 653 ], [ 168, 186, 153, 168, 186, 153 ], [ 21549, 10449, 11100, 21549, 10449, 11100 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157932, 687592, -302491, -164039, -17309, -16517 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22151, "evaluation_days": 1845.92, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601416800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758849517499, "expiration_time": 1764463939200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 149, "offset": 160 } }, "second_band": { "type": "wma", "factors": { "length": 153, "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) |
---|