Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2329180.4482 | 2480541.1754 | -151360.7272 | -87499.4712 | 578434.0922 | -665933.5634 |
Total P&L (%) | 2329.1804 | 2480.5412 | -151.3607 | -87.4995 | 578.4341 | -665.9336 |
Avg Daily Profit (%) | 1.2566 | 1.3383 | -0.0817 | -0.1121 | 0.1034 | 0 |
Buy And Hold Return (%) | 181.2574 | 181.2574 | 181.2574 | 181.2574 | 181.2574 | 181.2574 |
Max Trade Drawdown | -408253 | -238970 | -195645 | -2182592 | -1375356 | -818455 |
Profit Factor | 3.1072 | 4.6421 | 0.6433 | 0.9674 | 1.3489 | 0.3518 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 36.7925 | 33.9623 | 39.6226 | 36.7925 | 33.9623 | 39.6226 |
Ratio Avg Win / Avg Loss | 5.3379 | 9.0263 | 0.9802 | 1.662 | 2.6229 | 0.5361 |
Largest Winning Trade | 2482115 | 2482115 | 36183 | 1953172 | 1953172 | 156308 |
Largest Losing Trade | -42586 | -42586 | -38961 | -514825 | -514825 | -462626 |
Avg Bars in Trades | 67 | 102 | 32 | 67 | 102 | 32 |
Avg Bars in Winners | 111 | 197 | 38 | 111 | 197 | 38 |
Avg Bars in Losers | 41 | 53 | 29 | 41 | 53 | 29 |
Bars Traded | 7170 | 5425 | 1746 | 7170 | 5425 | 1746 |
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 | 527214 | -165404 | -764868 | -582854 | -242605 | -764868 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7414, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601899200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759332649503, "expiration_time": 1764124272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 2.63691 } } }
{ "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": [ [ 2329180.448188422, 2480541.1754059293, -151360.7272175075, -87499.4712242117, 578434.0921537321, -665933.5633779435 ], [ 2329.180448, 2480.541175, -151.360727, -87.499471, 578.434092, -665.933563 ], [ 1.256639, 1.338301, -0.081662, -0.112125, 0.103351, 0 ], [ 181.257386, 181.257386, 181.257386, 181.257386, 181.257386, 181.257386 ], [ -408253, -238970, -195645, -2182592, -1375356, -818455 ], [ 3.107157, 4.642095, 0.643262, 0.967413, 1.348932, 0.351833 ], [ 106, 53, 53, 106, 53, 53 ], [ 39, 18, 21, 39, 18, 21 ], [ 67, 35, 32, 67, 35, 32 ], [ 36.792453, 33.962264, 39.622642, 36.792453, 33.962264, 39.622642 ], [ 5.337937, 9.026295, 0.980208, 1.661967, 2.622924, 0.536127 ], [ 2482115, 2482115, 36183, 1953172, 1953172, 156308 ], [ -42586, -42586, -38961, -514825, -514825, -462626 ], [ 67, 102, 32, 67, 102, 32 ], [ 111, 197, 38, 111, 197, 38 ], [ 41, 53, 29, 41, 53, 29 ], [ 7170, 5425, 1746, 7170, 5425, 1746 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 527214, -165404, -764868, -582854, -242605, -764868 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7414, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601899200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759332649503, "expiration_time": 1764124272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 2.63691 } } }
# | 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) |
---|