Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248182.4751 | 189705.4701 | 58477.005 | 201003.9018 | 104724.7147 | 96279.1872 |
Total P&L (%) | 248.1825 | 189.7055 | 58.477 | 201.0039 | 104.7247 | 96.2792 |
Avg Daily Profit (%) | 0.2383 | 0.1821 | 0.0561 | 0.1058 | 0.0688 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122115 | -80609 | -73027 | -130874 | -126076 | -99681 |
Profit Factor | 1.2607 | 1.3629 | 1.1362 | 1.1493 | 1.1364 | 1.1665 |
Total Trades | 387 | 193 | 194 | 387 | 193 | 194 |
Winning Trades | 183 | 93 | 90 | 183 | 93 | 90 |
Losing Trades | 204 | 100 | 104 | 204 | 100 | 104 |
Profitability (%) | 47.2868 | 48.1865 | 46.3918 | 47.2868 | 48.1865 | 46.3918 |
Ratio Avg Win / Avg Loss | 1.4054 | 1.4655 | 1.313 | 1.2812 | 1.2219 | 1.348 |
Largest Winning Trade | 59634 | 59634 | 33344 | 58454 | 58454 | 56889 |
Largest Losing Trade | -23932 | -23932 | -19492 | -54445 | -54445 | -37607 |
Avg Bars in Trades | 63 | 61 | 66 | 63 | 61 | 66 |
Avg Bars in Winners | 81 | 73 | 89 | 81 | 73 | 89 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 24695 | 11886 | 12808 | 24695 | 11886 | 12808 |
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 | 315346 | 276711 | -190363 | -106980 | -171809 | -144773 |
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669672800000, "first_datapoint_time": 1670155200000, "last_datapoint_time": 1759672800000, "evaluation_time": 1759675979359, "expiration_time": 1766152800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 58, "offset": 0, "poles": 3 } } }
{ "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": [ [ 248182.4750979107, 189705.470065198, 58477.0050327127, 201003.9018342898, 104724.7146710686, 96279.187163221 ], [ 248.182475, 189.70547, 58.477005, 201.003902, 104.724715, 96.279187 ], [ 0.238254, 0.182117, 0.056138, 0.105843, 0.068807, 0.06476 ], [ 10, 10, 10, 10, 10, 10 ], [ -122115, -80609, -73027, -130874, -126076, -99681 ], [ 1.260693, 1.362937, 1.13621, 1.149328, 1.136392, 1.166506 ], [ 387, 193, 194, 387, 193, 194 ], [ 183, 93, 90, 183, 93, 90 ], [ 204, 100, 104, 204, 100, 104 ], [ 47.286822, 48.186528, 46.391753, 47.286822, 48.186528, 46.391753 ], [ 1.405363, 1.465523, 1.312954, 1.281219, 1.221927, 1.347962 ], [ 59634, 59634, 33344, 58454, 58454, 56889 ], [ -23932, -23932, -19492, -54445, -54445, -37607 ], [ 63, 61, 66, 63, 61, 66 ], [ 81, 73, 89, 81, 73, 89 ], [ 48, 50, 46, 48, 50, 46 ], [ 24695, 11886, 12808, 24695, 11886, 12808 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315346, 276711, -190363, -106980, -171809, -144773 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669672800000, "first_datapoint_time": 1670155200000, "last_datapoint_time": 1759672800000, "evaluation_time": 1759675979359, "expiration_time": 1766152800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 58, "offset": 0, "poles": 3 } } }
# | 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) |
---|