Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478097.9824 | 516672.6047 | -38574.6224 | -142227.675 | -565716.6559 | 423488.9809 |
Total P&L (%) | 478.098 | 516.6726 | -38.5746 | -142.2277 | -565.7167 | 423.489 |
Avg Daily Profit (%) | 0.2581 | 0.2789 | -0.0208 | 0 | 0 | 0.0894 |
Buy And Hold Return (%) | 184.3829 | 184.3829 | 184.3829 | 184.3829 | 184.3829 | 184.3829 |
Max Trade Drawdown | -266978 | -117762 | -207242 | -2243535 | -1535665 | -1133309 |
Profit Factor | 1.6744 | 2.9689 | 0.9136 | 0.9612 | 0.7451 | 1.2937 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 18 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 18 | 21 |
Profitability (%) | 46.5753 | 44.4444 | 48.6486 | 46.5753 | 50 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.9206 | 3.7111 | 0.9644 | 1.1025 | 0.7451 | 1.6979 |
Largest Winning Trade | 173922 | 173922 | 71248 | 860723 | 653741 | 860723 |
Largest Losing Trade | -105719 | -47177 | -105719 | -675155 | -675155 | -339307 |
Avg Bars in Trades | 97 | 111 | 83 | 97 | 111 | 83 |
Avg Bars in Winners | 129 | 134 | 124 | 97 | 103 | 91 |
Avg Bars in Losers | 69 | 93 | 43 | 96 | 119 | 77 |
Bars Traded | 7094 | 4019 | 3075 | 7094 | 4019 | 3075 |
Profit Streak | 0 | 50.9237 | 0 | 23.4237 | 0 | 31.6737 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69792 | 341898 | -581298 | -656174 | -580780 | -79430 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7409, "evaluation_days": 1852.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604556000000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759227005465, "expiration_time": 1764013032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 249, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 478097.9823683467, 516672.6047476083, -38574.6223792618, -142227.6750310798, -565716.6559335638, 423488.9809024846 ], [ 478.097982, 516.672605, -38.574622, -142.227675, -565.716656, 423.488981 ], [ 0.258117, 0.278943, -0.020826, 0, 0, 0.089409 ], [ 184.382872, 184.382872, 184.382872, 184.382872, 184.382872, 184.382872 ], [ -266978, -117762, -207242, -2243535, -1535665, -1133309 ], [ 1.674365, 2.968906, 0.913615, 0.961159, 0.74514, 1.293659 ], [ 73, 36, 37, 73, 36, 37 ], [ 34, 16, 18, 34, 18, 16 ], [ 39, 20, 19, 39, 18, 21 ], [ 46.575342, 44.444444, 48.648649, 46.575342, 50, 43.243243 ], [ 1.920595, 3.711132, 0.964372, 1.102506, 0.74514, 1.697927 ], [ 173922, 173922, 71248, 860723, 653741, 860723 ], [ -105719, -47177, -105719, -675155, -675155, -339307 ], [ 97, 111, 83, 97, 111, 83 ], [ 129, 134, 124, 97, 103, 91 ], [ 69, 93, 43, 96, 119, 77 ], [ 7094, 4019, 3075, 7094, 4019, 3075 ], [ 0, 50.923674, 0, 23.423674, 0, 31.673674 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -69792, 341898, -581298, -656174, -580780, -79430 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7409, "evaluation_days": 1852.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604556000000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759227005465, "expiration_time": 1764013032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 249, "offset": 0, "scalar": 2 } } }
# | 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) |
---|