Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407989.3416 | 1419158.6156 | -11169.274 | 270835.41 | 413259.3135 | -142423.9035 |
Total P&L (%) | 1407.9893 | 1419.1586 | -11.1693 | 270.8354 | 413.2593 | -142.4239 |
Avg Daily Profit (%) | 0.7625 | 0.7686 | -0.006 | 0.071 | 0.0886 | 0 |
Buy And Hold Return (%) | 132.2743 | 132.2743 | 132.2743 | 132.2743 | 132.2743 | 132.2743 |
Max Trade Drawdown | -103831 | -65590 | -99898 | -608237 | -419767 | -398078 |
Profit Factor | 3.5482 | 7.574 | 0.9668 | 1.1217 | 1.41 | 0.883 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 39.3443 | 41.9355 | 36.6667 | 39.3443 | 41.9355 | 36.6667 |
Ratio Avg Win / Avg Loss | 5.4701 | 10.4871 | 1.67 | 1.7293 | 1.9522 | 1.5252 |
Largest Winning Trade | 1267247 | 1267247 | 74234 | 442951 | 442951 | 246723 |
Largest Losing Trade | -57190 | -38770 | -57190 | -244018 | -223045 | -244018 |
Avg Bars in Trades | 114 | 118 | 111 | 114 | 118 | 111 |
Avg Bars in Winners | 190 | 193 | 186 | 190 | 193 | 186 |
Avg Bars in Losers | 65 | 63 | 67 | 65 | 63 | 67 |
Bars Traded | 6994 | 3660 | 3334 | 6994 | 3660 | 3334 |
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 | -150845 | 656979 | -583232 | -360690 | -78958 | -583232 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602828000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758967832459, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 69, "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": [ [ 1407989.3415917885, 1419158.6156208322, -11169.2740290438, 270835.4100394739, 413259.3135438702, -142423.9035043959 ], [ 1407.989342, 1419.158616, -11.169274, 270.83541, 413.259314, -142.423904 ], [ 0.762518, 0.768567, -0.006049, 0.071002, 0.088618, 0 ], [ 132.274312, 132.274312, 132.274312, 132.274312, 132.274312, 132.274312 ], [ -103831, -65590, -99898, -608237, -419767, -398078 ], [ 3.548174, 7.574032, 0.966825, 1.121687, 1.409954, 0.88303 ], [ 61, 31, 30, 61, 31, 30 ], [ 24, 13, 11, 24, 13, 11 ], [ 37, 18, 19, 37, 18, 19 ], [ 39.344262, 41.935484, 36.666667, 39.344262, 41.935484, 36.666667 ], [ 5.470102, 10.487122, 1.66997, 1.729268, 1.952243, 1.525233 ], [ 1267247, 1267247, 74234, 442951, 442951, 246723 ], [ -57190, -38770, -57190, -244018, -223045, -244018 ], [ 114, 118, 111, 114, 118, 111 ], [ 190, 193, 186, 190, 193, 186 ], [ 65, 63, 67, 65, 63, 67 ], [ 6994, 3660, 3334, 6994, 3660, 3334 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150845, 656979, -583232, -360690, -78958, -583232 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602828000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758967832459, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 69, "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) |
---|