Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57545.0108 | -28856.0375 | 86401.0484 | -1948.7243 | -39956.8485 | 38008.1242 |
Total P&L (%) | 57.545 | -28.856 | 86.401 | -1.9487 | -39.9568 | 38.0081 |
Avg Daily Profit (%) | 0.1105 | -0.0554 | 0.1659 | -0.0038 | -0.0979 | 0.0619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93654 | -88537 | -70369 | -90346 | -80888 | -58027 |
Profit Factor | 1.1756 | 0.8126 | 1.4971 | 0.9924 | 0.6666 | 1.2798 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 63.4409 | 59.5745 | 67.3913 | 63.4409 | 59.5745 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.6774 | 0.5514 | 0.7244 | 0.5719 | 0.4524 | 0.6192 |
Largest Winning Trade | 25734 | 11367 | 25734 | 15184 | 7628 | 15184 |
Largest Losing Trade | -35110 | -25862 | -35110 | -28921 | -26120 | -28921 |
Avg Bars in Trades | 254 | 132 | 379 | 254 | 132 | 379 |
Avg Bars in Winners | 167 | 104 | 223 | 167 | 104 | 223 |
Avg Bars in Losers | 405 | 173 | 700 | 405 | 173 | 700 |
Bars Traded | 23661 | 6226 | 17435 | 23661 | 6226 | 17435 |
Profit Streak | 8.292 | 8.292 | 11.6462 | 8.292 | 8.292 | 11.6462 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72565 | -579351 | 336237 | -577951 | -579351 | -112028 |
{ "trading_pair": "RUNE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714521600000, "first_datapoint_time": 1715146200000, "last_datapoint_time": 1759519800000, "evaluation_time": 1759521628358, "expiration_time": 1765999800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 190, "offset": 158 } } }
{ "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": [ [ 57545.0108277021, -28856.0375463427, 86401.0483740449, -1948.7243075738, -39956.8485379594, 38008.1242303856 ], [ 57.545011, -28.856038, 86.401048, -1.948724, -39.956849, 38.008124 ], [ 0.110487, -0.055404, 0.165891, -0.003778, -0.097893, 0.061871 ], [ 10, 10, 10, 10, 10, 10 ], [ -93654, -88537, -70369, -90346, -80888, -58027 ], [ 1.175566, 0.81258, 1.49712, 0.992379, 0.666633, 1.279765 ], [ 93, 47, 46, 93, 47, 46 ], [ 59, 28, 31, 59, 28, 31 ], [ 34, 19, 15, 34, 19, 15 ], [ 63.44086, 59.574468, 67.391304, 63.44086, 59.574468, 67.391304 ], [ 0.677445, 0.551394, 0.724413, 0.57188, 0.452358, 0.619241 ], [ 25734, 11367, 25734, 15184, 7628, 15184 ], [ -35110, -25862, -35110, -28921, -26120, -28921 ], [ 254, 132, 379, 254, 132, 379 ], [ 167, 104, 223, 167, 104, 223 ], [ 405, 173, 700, 405, 173, 700 ], [ 23661, 6226, 17435, 23661, 6226, 17435 ], [ 8.291995, 8.291995, 11.646161, 8.291995, 8.291995, 11.646162 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -72565, -579351, 336237, -577951, -579351, -112028 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714521600000, "first_datapoint_time": 1715146200000, "last_datapoint_time": 1759519800000, "evaluation_time": 1759521628358, "expiration_time": 1765999800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 190, "offset": 158 } } }
# | 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) |
---|