Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72650.3975 | 3831.3823 | 68819.0152 | 8117.9098 | 28722.5194 | -20604.6096 |
Total P&L (%) | 72.6504 | 3.8314 | 68.819 | 8.1179 | 28.7225 | -20.6046 |
Avg Daily Profit (%) | 0.279 | 0.0147 | 0.2643 | 0.03 | 0.097 | -0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125181 | -36085 | -96427 | -247021 | -44731 | -206834 |
Profit Factor | 1.2338 | 1.0398 | 1.3209 | 1.0164 | 1.2289 | 0.9441 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 54.6099 | 52.1127 | 57.1429 | 54.6099 | 52.1127 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0255 | 0.9555 | 0.9907 | 0.8448 | 1.1292 | 0.7081 |
Largest Winning Trade | 48538 | 35470 | 48538 | 56809 | 56809 | 52335 |
Largest Losing Trade | -54850 | -9800 | -54850 | -109492 | -13103 | -109492 |
Avg Bars in Trades | 175 | 30 | 322 | 175 | 30 | 322 |
Avg Bars in Winners | 169 | 26 | 301 | 169 | 26 | 301 |
Avg Bars in Losers | 182 | 34 | 351 | 182 | 34 | 351 |
Bars Traded | 24747 | 2145 | 22602 | 24747 | 2145 | 22602 |
Profit Streak | 6.2377 | 6.2377 | 7.2273 | 6.2377 | 6.2377 | 7.2273 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313829 | -604509 | -87331 | -522003 | -154153 | -674746 |
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736316900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758932838883, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 235, "offset": 0, "std": 2.21385 } }, "second_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.65359 } } }
{ "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": [ [ 72650.3974769741, 3831.3822837579, 68819.0151932162, 8117.9097583457, 28722.5194044178, -20604.6096460721 ], [ 72.650397, 3.831382, 68.819015, 8.11791, 28.722519, -20.60461 ], [ 0.278974, 0.014712, 0.264262, 0.029976, 0.097002, -0.08856 ], [ 10, 10, 10, 10, 10, 10 ], [ -125181, -36085, -96427, -247021, -44731, -206834 ], [ 1.233767, 1.039782, 1.320877, 1.016422, 1.228887, 0.944136 ], [ 141, 71, 70, 141, 71, 70 ], [ 77, 37, 40, 77, 37, 40 ], [ 64, 34, 30, 64, 34, 30 ], [ 54.609929, 52.112676, 57.142857, 54.609929, 52.112676, 57.142857 ], [ 1.025469, 0.955475, 0.990658, 0.844818, 1.129248, 0.708102 ], [ 48538, 35470, 48538, 56809, 56809, 52335 ], [ -54850, -9800, -54850, -109492, -13103, -109492 ], [ 175, 30, 322, 175, 30, 322 ], [ 169, 26, 301, 169, 26, 301 ], [ 182, 34, 351, 182, 34, 351 ], [ 24747, 2145, 22602, 24747, 2145, 22602 ], [ 6.237718, 6.237718, 7.227302, 6.237719, 6.237719, 7.227302 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313829, -604509, -87331, -522003, -154153, -674746 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736316900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758932838883, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 235, "offset": 0, "std": 2.21385 } }, "second_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.65359 } } }
# | 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) |
---|