Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988352.2431 | 865625.7891 | 122726.454 | 5465156.5482 | 3818349.9495 | 1646806.5987 |
Total P&L (%) | 988.3522 | 865.6258 | 122.7265 | 5465.1565 | 3818.35 | 1646.8066 |
Avg Daily Profit (%) | 0.5337 | 0.4675 | 0.0663 | 0.2173 | 0.1983 | 0.1546 |
Buy And Hold Return (%) | 132.6278 | 132.6278 | 132.6278 | 132.6278 | 132.6278 | 132.6278 |
Max Trade Drawdown | -143586 | -80822 | -78736 | -12797046 | -8739596 | -6034690 |
Profit Factor | 3.1087 | 4.7213 | 1.5199 | 1.2449 | 1.2811 | 1.1886 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 47.541 | 41.9355 | 53.3333 | 47.541 | 41.9355 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.4303 | 6.5372 | 1.3299 | 1.3737 | 1.7739 | 1.04 |
Largest Winning Trade | 423683 | 423683 | 72417 | 5469425 | 5469425 | 2137043 |
Largest Losing Trade | -47689 | -28746 | -47689 | -4126743 | -4126743 | -1863981 |
Avg Bars in Trades | 118 | 125 | 110 | 118 | 125 | 110 |
Avg Bars in Winners | 199 | 231 | 174 | 199 | 231 | 174 |
Avg Bars in Losers | 44 | 49 | 38 | 44 | 49 | 38 |
Bars Traded | 7224 | 3895 | 3329 | 7224 | 3895 | 3329 |
Profit Streak | 0 | 0 | 64.5001 | 0 | 0 | 64.5001 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150125 | 519216 | -267431 | -159023 | 213361 | -4046 |
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{ "first_band": { "type": "t3", "factors": { "length": 144, "offset": 0, "a": 0.74136 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "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": [ [ 988352.2430788989, 865625.7891065464, 122726.453972353, 5465156.548206963, 3818349.94950651, 1646806.598700453 ], [ 988.352243, 865.625789, 122.726454, 5465.156548, 3818.34995, 1646.806599 ], [ 0.53374, 0.467464, 0.066276, 0.21728, 0.198293, 0.154588 ], [ 132.627796, 132.627796, 132.627796, 132.627796, 132.627796, 132.627796 ], [ -143586, -80822, -78736, -12797046, -8739596, -6034690 ], [ 3.108733, 4.721282, 1.519851, 1.244934, 1.281139, 1.188613 ], [ 61, 31, 30, 61, 31, 30 ], [ 29, 13, 16, 29, 13, 16 ], [ 32, 18, 14, 32, 18, 14 ], [ 47.540984, 41.935484, 53.333333, 47.540984, 41.935484, 53.333333 ], [ 3.430326, 6.53716, 1.32987, 1.37372, 1.773885, 1.040037 ], [ 423683, 423683, 72417, 5469425, 5469425, 2137043 ], [ -47689, -28746, -47689, -4126743, -4126743, -1863981 ], [ 118, 125, 110, 118, 125, 110 ], [ 199, 231, 174, 199, 231, 174 ], [ 44, 49, 38, 44, 49, 38 ], [ 7224, 3895, 3329, 7224, 3895, 3329 ], [ 0, 0, 64.500075, 0, 0, 64.500075 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150125, 519216, -267431, -159023, 213361, -4046 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7407, "evaluation_days": 1851.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759190406499, "expiration_time": 1763968536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 144, "offset": 0, "a": 0.74136 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "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) |
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