Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766162.9614 | 723581.6758 | 42581.2856 | 878223.8367 | 932457.8698 | -54234.0332 |
Total P&L (%) | 766.163 | 723.5817 | 42.5813 | 878.2238 | 932.4579 | -54.234 |
Avg Daily Profit (%) | 0.4136 | 0.3906 | 0.023 | 0.1232 | 0.1261 | -0.0422 |
Buy And Hold Return (%) | 138.7617 | 138.7617 | 138.7617 | 138.7617 | 138.7617 | 138.7617 |
Max Trade Drawdown | -152450 | -83316 | -115591 | -1897557 | -1030137 | -1554816 |
Profit Factor | 2.0816 | 3.2031 | 1.1121 | 1.1702 | 1.4159 | 0.9814 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 44.3299 | 46.9388 | 41.6667 | 44.3299 | 46.9388 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.6142 | 3.6209 | 1.5569 | 1.4696 | 1.6006 | 1.374 |
Largest Winning Trade | 333479 | 333479 | 75646 | 927077 | 927077 | 764313 |
Largest Losing Trade | -44963 | -30461 | -44963 | -982698 | -414784 | -982698 |
Avg Bars in Trades | 112 | 107 | 117 | 112 | 107 | 117 |
Avg Bars in Winners | 179 | 167 | 193 | 179 | 167 | 193 |
Avg Bars in Losers | 59 | 54 | 63 | 59 | 54 | 63 |
Bars Traded | 10908 | 5266 | 5642 | 10908 | 5266 | 5642 |
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 | 391993 | 486152 | -427206 | -63812 | -23634 | -582263 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11115, "evaluation_days": 1852.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601107200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759238962199, "expiration_time": 1764035280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 91, "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": [ [ 766162.9613861179, 723581.6758183314, 42581.2855677863, 878223.8366578456, 932457.869820023, -54234.033162178 ], [ 766.162961, 723.581676, 42.581286, 878.223837, 932.45787, -54.234033 ], [ 0.413583, 0.390597, 0.022986, 0.123183, 0.1261, -0.042184 ], [ 138.761662, 138.761662, 138.761662, 138.761662, 138.761662, 138.761662 ], [ -152450, -83316, -115591, -1897557, -1030137, -1554816 ], [ 2.081644, 3.203066, 1.112089, 1.170231, 1.415872, 0.981407 ], [ 97, 49, 48, 97, 49, 48 ], [ 43, 23, 20, 43, 23, 20 ], [ 54, 26, 28, 54, 26, 28 ], [ 44.329897, 46.938776, 41.666667, 44.329897, 46.938776, 41.666667 ], [ 2.614157, 3.620857, 1.556924, 1.469592, 1.600551, 1.373969 ], [ 333479, 333479, 75646, 927077, 927077, 764313 ], [ -44963, -30461, -44963, -982698, -414784, -982698 ], [ 112, 107, 117, 112, 107, 117 ], [ 179, 167, 193, 179, 167, 193 ], [ 59, 54, 63, 59, 54, 63 ], [ 10908, 5266, 5642, 10908, 5266, 5642 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391993, 486152, -427206, -63812, -23634, -582263 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11115, "evaluation_days": 1852.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601107200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759238962199, "expiration_time": 1764035280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 91, "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) |
---|