Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88378.3098 | 9756.362 | 78621.9478 | 61488.8237 | 11674.2997 | 49814.524 |
Total P&L (%) | 88.3783 | 9.7564 | 78.6219 | 61.4888 | 11.6743 | 49.8145 |
Avg Daily Profit (%) | 0.3394 | 0.0375 | 0.3019 | 0.1842 | 0.0424 | 0.1553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56512 | -30158 | -52617 | -136767 | -50296 | -118933 |
Profit Factor | 1.3938 | 1.113 | 1.5694 | 1.1545 | 1.0874 | 1.1885 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 53.6082 | 46.9388 | 60.4167 | 53.6082 | 46.9388 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.2062 | 1.2582 | 1.0282 | 0.9991 | 1.2292 | 0.7786 |
Largest Winning Trade | 42899 | 16105 | 42899 | 46136 | 24751 | 46136 |
Largest Losing Trade | -33857 | -26316 | -33857 | -67981 | -28537 | -67981 |
Avg Bars in Trades | 247 | 86 | 411 | 247 | 86 | 411 |
Avg Bars in Winners | 184 | 77 | 269 | 184 | 77 | 269 |
Avg Bars in Losers | 318 | 93 | 626 | 318 | 93 | 626 |
Bars Traded | 23963 | 4233 | 19730 | 23963 | 4233 | 19730 |
Profit Streak | 10.2156 | 10.2156 | 13.7572 | 10.2156 | 10.2156 | 13.7572 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356447 | -406677 | 408344 | -44878 | -376208 | -7874 |
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737042300000, "first_datapoint_time": 1737242100000, "last_datapoint_time": 1759541400000, "evaluation_time": 1759542025125, "expiration_time": 1766021400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 88378.3097960165, 9756.3620149602, 78621.9477810564, 61488.8237025274, 11674.2997041685, 49814.523998359 ], [ 88.37831, 9.756362, 78.621948, 61.488824, 11.6743, 49.814524 ], [ 0.339368, 0.037464, 0.301904, 0.184205, 0.042408, 0.155342 ], [ 10, 10, 10, 10, 10, 10 ], [ -56512, -30158, -52617, -136767, -50296, -118933 ], [ 1.393834, 1.113012, 1.569415, 1.154514, 1.087364, 1.188463 ], [ 97, 49, 48, 97, 49, 48 ], [ 52, 23, 29, 52, 23, 29 ], [ 45, 26, 19, 45, 26, 19 ], [ 53.608247, 46.938776, 60.416667, 53.608247, 46.938776, 60.416667 ], [ 1.206202, 1.258188, 1.028237, 0.999099, 1.229194, 0.778648 ], [ 42899, 16105, 42899, 46136, 24751, 46136 ], [ -33857, -26316, -33857, -67981, -28537, -67981 ], [ 247, 86, 411, 247, 86, 411 ], [ 184, 77, 269, 184, 77, 269 ], [ 318, 93, 626, 318, 93, 626 ], [ 23963, 4233, 19730, 23963, 4233, 19730 ], [ 10.215568, 10.215569, 13.757235, 10.215569, 10.215569, 13.757235 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356447, -406677, 408344, -44878, -376208, -7874 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737042300000, "first_datapoint_time": 1737242100000, "last_datapoint_time": 1759541400000, "evaluation_time": 1759542025125, "expiration_time": 1766021400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "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) |
---|