Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677549.7522 | 855636.9928 | -178087.2406 | -100205.0404 | 450989.5675 | -551194.6079 |
Total P&L (%) | 677.5498 | 855.637 | -178.0872 | -100.205 | 450.9896 | -551.1946 |
Avg Daily Profit (%) | 0.366 | 0.4622 | -0.0962 | 0 | 0.0922 | 0 |
Buy And Hold Return (%) | 97.0299 | 97.0299 | 97.0299 | 97.0299 | 97.0299 | 97.0299 |
Max Trade Drawdown | -249838 | -69444 | -257268 | -434422 | -29018 | -482503 |
Profit Factor | 1.734 | 4.2618 | 0.7305 | 0.8516 | 9.7977 | 0.1164 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 42 | 23 | 19 | 30 | 15 | 15 |
Losing Trades | 32 | 14 | 18 | 44 | 22 | 22 |
Profitability (%) | 56.7568 | 62.1622 | 51.3514 | 40.5405 | 40.5405 | 40.5405 |
Ratio Avg Win / Avg Loss | 1.3211 | 2.5942 | 0.692 | 1.249 | 14.37 | 0.1708 |
Largest Winning Trade | 629065 | 629065 | 79929 | 374659 | 374659 | 60159 |
Largest Losing Trade | -102410 | -35296 | -102410 | -319162 | -29018 | -319162 |
Avg Bars in Trades | 145 | 137 | 154 | 145 | 137 | 154 |
Avg Bars in Winners | 148 | 120 | 182 | 153 | 117 | 189 |
Avg Bars in Losers | 142 | 166 | 124 | 140 | 151 | 129 |
Bars Traded | 10797 | 5098 | 5700 | 10797 | 5098 | 5700 |
Profit Streak | 147.9819 | 268.6485 | 147.9819 | 0 | 0 | 0 |
Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54559 | 738331 | -579245 | -651567 | -66634 | -584451 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11108, "evaluation_days": 1851.33, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602475200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759145632729, "expiration_time": 1763931456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 192, "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": [ [ 677549.7521826115, 855636.9928010806, -178087.2406184689, -100205.0404197971, 450989.5674553612, -551194.6078751583 ], [ 677.549752, 855.636993, -178.087241, -100.20504, 450.989567, -551.194608 ], [ 0.36598, 0.462174, -0.096194, 0, 0.092222, 0 ], [ 97.029874, 97.029874, 97.029874, 97.029874, 97.029874, 97.029874 ], [ -249838, -69444, -257268, -434422, -29018, -482503 ], [ 1.733992, 4.261848, 0.730492, 0.851568, 9.797725, 0.116431 ], [ 74, 37, 37, 74, 37, 37 ], [ 42, 23, 19, 30, 15, 15 ], [ 32, 14, 18, 44, 22, 22 ], [ 56.756757, 62.162162, 51.351351, 40.540541, 40.540541, 40.540541 ], [ 1.321137, 2.594168, 0.692045, 1.248966, 14.369996, 0.170766 ], [ 629065, 629065, 79929, 374659, 374659, 60159 ], [ -102410, -35296, -102410, -319162, -29018, -319162 ], [ 145, 137, 154, 145, 137, 154 ], [ 148, 120, 182, 153, 117, 189 ], [ 142, 166, 124, 140, 151, 129 ], [ 10797, 5098, 5700, 10797, 5098, 5700 ], [ 147.98186, 268.648527, 147.98186, 0, 0, 0 ], [ 6, 5, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -54559, 738331, -579245, -651567, -66634, -584451 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11108, "evaluation_days": 1851.33, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602475200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759145632729, "expiration_time": 1763931456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 192, "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) |
---|