Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083879.7362 | 1028486.4785 | 55393.2577 | 1177202.7928 | 924658.7304 | 252544.0624 |
Total P&L (%) | 1083.8797 | 1028.4865 | 55.3933 | 1177.2028 | 924.6587 | 252.5441 |
Avg Daily Profit (%) | 0.5854 | 0.5554 | 0.0299 | 0.1377 | 0.1257 | 0.0681 |
Buy And Hold Return (%) | 120.2677 | 120.2677 | 120.2677 | 120.2677 | 120.2677 | 120.2677 |
Max Trade Drawdown | -132750 | -105214 | -84045 | -1394106 | -962977 | -782334 |
Profit Factor | 2.9764 | 4.9199 | 1.1937 | 1.2788 | 1.4298 | 1.122 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 40.5063 | 37.5 | 43.5897 | 40.5063 | 37.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.3716 | 8.1998 | 1.5447 | 1.8783 | 2.383 | 1.452 |
Largest Winning Trade | 822071 | 822071 | 75795 | 643816 | 572948 | 643816 |
Largest Losing Trade | -43099 | -32808 | -43099 | -428943 | -428943 | -295934 |
Avg Bars in Trades | 137 | 124 | 150 | 137 | 124 | 150 |
Avg Bars in Winners | 249 | 234 | 264 | 249 | 234 | 264 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 10828 | 4973 | 5855 | 10828 | 4973 | 5855 |
Profit Streak | 0 | 0 | 143.1317 | 0 | 0 | 143.1317 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17953 | 503241 | -326148 | -42746 | -27573 | -195698 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11110, "evaluation_days": 1851.67, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602316800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759172974642, "expiration_time": 1763961120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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": [ [ 1083879.7362019534, 1028486.4784736198, 55393.2577283339, 1177202.7927559856, 924658.7303523393, 252544.0624036468 ], [ 1083.879736, 1028.486478, 55.393258, 1177.202793, 924.65873, 252.544062 ], [ 0.585353, 0.555437, 0.029915, 0.13766, 0.125746, 0.06807 ], [ 120.267686, 120.267686, 120.267686, 120.267686, 120.267686, 120.267686 ], [ -132750, -105214, -84045, -1394106, -962977, -782334 ], [ 2.976388, 4.919873, 1.193658, 1.278825, 1.429809, 1.121961 ], [ 79, 40, 39, 79, 40, 39 ], [ 32, 15, 17, 32, 15, 17 ], [ 47, 25, 22, 47, 25, 22 ], [ 40.506329, 37.5, 43.589744, 40.506329, 37.5, 43.589744 ], [ 4.37157, 8.199789, 1.544734, 1.878274, 2.383015, 1.45195 ], [ 822071, 822071, 75795, 643816, 572948, 643816 ], [ -43099, -32808, -43099, -428943, -428943, -295934 ], [ 137, 124, 150, 137, 124, 150 ], [ 249, 234, 264, 249, 234, 264 ], [ 60, 58, 62, 60, 58, 62 ], [ 10828, 4973, 5855, 10828, 4973, 5855 ], [ 0, 0, 143.131651, 0, 0, 143.131651 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -17953, 503241, -326148, -42746, -27573, -195698 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11110, "evaluation_days": 1851.67, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602316800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759172974642, "expiration_time": 1763961120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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) |
---|