Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542384.4831 | 576736.0956 | -34351.6125 | 19266.91 | 386787.9472 | -367521.0372 |
Total P&L (%) | 542.3845 | 576.7361 | -34.3516 | 19.2669 | 386.7879 | -367.521 |
Avg Daily Profit (%) | 0.2917 | 0.3102 | -0.0185 | 0.0095 | 0.0852 | 0 |
Buy And Hold Return (%) | 163.7024 | 163.7024 | 163.7024 | 163.7024 | 163.7024 | 163.7024 |
Max Trade Drawdown | -174263 | -123692 | -155823 | -828542 | -622637 | -534147 |
Profit Factor | 1.5065 | 2.0044 | 0.9308 | 1.006 | 1.2204 | 0.7449 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 48.4076 | 46.1538 | 50.6329 | 48.4076 | 46.1538 | 50.6329 |
Ratio Avg Win / Avg Loss | 1.6057 | 2.3384 | 0.9075 | 1.0722 | 1.4237 | 0.7263 |
Largest Winning Trade | 247325 | 247325 | 50680 | 373670 | 373670 | 257601 |
Largest Losing Trade | -50130 | -50130 | -45495 | -435937 | -435937 | -151841 |
Avg Bars in Trades | 34 | 43 | 26 | 34 | 43 | 26 |
Avg Bars in Winners | 43 | 53 | 34 | 43 | 53 | 34 |
Avg Bars in Losers | 26 | 34 | 17 | 26 | 34 | 17 |
Bars Traded | 5437 | 3381 | 2056 | 5437 | 3381 | 2056 |
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 | 311382 | -25811 | -607376 | -559641 | -120092 | -607376 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5578, "evaluation_days": 1859.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601827200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759808525700, "expiration_time": 1764614592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "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": [ [ 542384.4831087512, 576736.0956197614, -34351.6125110101, 19266.9099935297, 386787.9471960068, -367521.0372024772 ], [ 542.384483, 576.736096, -34.351613, 19.26691, 386.787947, -367.521037 ], [ 0.29171, 0.310185, -0.018475, 0.009477, 0.085156, 0 ], [ 163.702399, 163.702399, 163.702399, 163.702399, 163.702399, 163.702399 ], [ -174263, -123692, -155823, -828542, -622637, -534147 ], [ 1.506545, 2.004359, 0.930815, 1.006028, 1.220355, 0.744936 ], [ 157, 78, 79, 157, 78, 79 ], [ 76, 36, 40, 76, 36, 40 ], [ 81, 42, 39, 81, 42, 39 ], [ 48.407643, 46.153846, 50.632911, 48.407643, 46.153846, 50.632911 ], [ 1.60566, 2.338419, 0.907545, 1.072214, 1.423748, 0.726313 ], [ 247325, 247325, 50680, 373670, 373670, 257601 ], [ -50130, -50130, -45495, -435937, -435937, -151841 ], [ 34, 43, 26, 34, 43, 26 ], [ 43, 53, 34, 43, 53, 34 ], [ 26, 34, 17, 26, 34, 17 ], [ 5437, 3381, 2056, 5437, 3381, 2056 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311382, -25811, -607376, -559641, -120092, -607376 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5578, "evaluation_days": 1859.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601827200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759808525700, "expiration_time": 1764614592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "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) |
---|