Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120482.926 | 1025874.3607 | 94608.5653 | 1769358.9344 | 937613.8974 | 831745.037 |
Total P&L (%) | 1120.4829 | 1025.8744 | 94.6086 | 1769.3589 | 937.6139 | 831.745 |
Avg Daily Profit (%) | 0.6068 | 0.5556 | 0.0512 | 0.1587 | 0.1268 | 0.1209 |
Buy And Hold Return (%) | 123.9447 | 123.9447 | 123.9447 | 123.9447 | 123.9447 | 123.9447 |
Max Trade Drawdown | -120791 | -99111 | -74461 | -7840165 | -6229247 | -3288889 |
Profit Factor | 2.8842 | 4.9517 | 1.2823 | 1.1063 | 1.1044 | 1.1085 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 48.8889 | 44.4444 | 53.3333 | 48.8889 | 44.4444 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.0153 | 6.1896 | 1.1221 | 1.1566 | 1.3805 | 0.9699 |
Largest Winning Trade | 451121 | 451121 | 69729 | 4470545 | 4470545 | 1715774 |
Largest Losing Trade | -74461 | -29685 | -74461 | -2882344 | -2882344 | -1946986 |
Avg Bars in Trades | 119 | 126 | 113 | 119 | 126 | 113 |
Avg Bars in Winners | 174 | 190 | 160 | 174 | 190 | 160 |
Avg Bars in Losers | 67 | 74 | 59 | 67 | 74 | 59 |
Bars Traded | 10791 | 5683 | 5108 | 10791 | 5683 | 5108 |
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 | 605857 | 602707 | -289793 | -96122 | -131151 | -133655 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602216000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802826673, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "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": [ [ 1120482.9260335944, 1025874.360695387, 94608.5653382073, 1769358.9344390589, 937613.8973956297, 831745.0370434299 ], [ 1120.482926, 1025.874361, 94.608565, 1769.358934, 937.613897, 831.745037 ], [ 0.606814, 0.555578, 0.051237, 0.158706, 0.12678, 0.120944 ], [ 123.944714, 123.944714, 123.944714, 123.944714, 123.944714, 123.944714 ], [ -120791, -99111, -74461, -7840165, -6229247, -3288889 ], [ 2.884169, 4.95168, 1.282348, 1.106284, 1.104382, 1.108513 ], [ 90, 45, 45, 90, 45, 45 ], [ 44, 20, 24, 44, 20, 24 ], [ 46, 25, 21, 46, 25, 21 ], [ 48.888889, 44.444444, 53.333333, 48.888889, 44.444444, 53.333333 ], [ 3.015267, 6.1896, 1.122054, 1.15657, 1.380477, 0.969949 ], [ 451121, 451121, 69729, 4470545, 4470545, 1715774 ], [ -74461, -29685, -74461, -2882344, -2882344, -1946986 ], [ 119, 126, 113, 119, 126, 113 ], [ 174, 190, 160, 174, 190, 160 ], [ 67, 74, 59, 67, 74, 59 ], [ 10791, 5683, 5108, 10791, 5683, 5108 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 605857, 602707, -289793, -96122, -131151, -133655 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602216000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802826673, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "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) |
---|