Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191035.5248 | 1139430.3013 | 51605.2235 | 1067634.0533 | 929364.3149 | 138269.7384 |
Total P&L (%) | 1191.0355 | 1139.4303 | 51.6052 | 1067.6341 | 929.3643 | 138.2697 |
Avg Daily Profit (%) | 0.645 | 0.6171 | 0.0279 | 0.1332 | 0.1263 | 0.047 |
Buy And Hold Return (%) | 195.2475 | 195.2475 | 195.2475 | 195.2475 | 195.2475 | 195.2475 |
Max Trade Drawdown | -139839 | -105257 | -86086 | -842068 | -458117 | -511382 |
Profit Factor | 3.0373 | 4.6074 | 1.192 | 1.3474 | 1.5293 | 1.1049 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 32.8767 | 29.7297 | 36.1111 | 32.8767 | 29.7297 | 36.1111 |
Ratio Avg Win / Avg Loss | 6.2011 | 10.8903 | 2.1089 | 2.7509 | 3.6148 | 1.9549 |
Largest Winning Trade | 890197 | 890197 | 74935 | 509439 | 509439 | 478167 |
Largest Losing Trade | -36830 | -32761 | -36830 | -252318 | -177646 | -252318 |
Avg Bars in Trades | 148 | 158 | 138 | 148 | 158 | 138 |
Avg Bars in Winners | 306 | 352 | 267 | 306 | 352 | 267 |
Avg Bars in Losers | 71 | 76 | 65 | 71 | 76 | 65 |
Bars Traded | 10836 | 5863 | 4974 | 10836 | 5863 | 4974 |
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 | -65893 | 337318 | -334932 | -97286 | -31840 | -405261 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602057600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758880698305, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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": [ [ 1191035.5248025213, 1139430.3012979138, 51605.2235046079, 1067634.0532544327, 929364.3148833192, 138269.7383711133 ], [ 1191.035525, 1139.430301, 51.605224, 1067.634053, 929.364315, 138.269738 ], [ 0.645023, 0.617076, 0.027948, 0.133182, 0.126347, 0.047032 ], [ 195.247476, 195.247476, 195.247476, 195.247476, 195.247476, 195.247476 ], [ -139839, -105257, -86086, -842068, -458117, -511382 ], [ 3.037265, 4.607437, 1.192006, 1.347382, 1.529328, 1.104939 ], [ 73, 37, 36, 73, 37, 36 ], [ 24, 11, 13, 24, 11, 13 ], [ 49, 26, 23, 49, 26, 23 ], [ 32.876712, 29.72973, 36.111111, 32.876712, 29.72973, 36.111111 ], [ 6.201083, 10.890307, 2.108934, 2.750906, 3.614775, 1.954891 ], [ 890197, 890197, 74935, 509439, 509439, 478167 ], [ -36830, -32761, -36830, -252318, -177646, -252318 ], [ 148, 158, 138, 148, 158, 138 ], [ 306, 352, 267, 306, 352, 267 ], [ 71, 76, 65, 71, 76, 65 ], [ 10836, 5863, 4974, 10836, 5863, 4974 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -65893, 337318, -334932, -97286, -31840, -405261 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602057600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758880698305, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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) |
---|