Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445210.2863 | 462111.2464 | -16900.9601 | 94645.9422 | 302647.9941 | -208002.0519 |
Total P&L (%) | 445.2103 | 462.1112 | -16.901 | 94.6459 | 302.648 | -208.0021 |
Avg Daily Profit (%) | 0.2402 | 0.2493 | -0.0091 | 0.0359 | 0.0752 | 0 |
Buy And Hold Return (%) | 99.6633 | 99.6633 | 99.6633 | 99.6633 | 99.6633 | 99.6633 |
Max Trade Drawdown | -136671 | -110998 | -183864 | -193504 | -111386 | -344850 |
Profit Factor | 1.5388 | 2.2347 | 0.9626 | 1.1005 | 1.8238 | 0.6377 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 49.5146 | 49.0196 | 50 | 49.5146 | 49.0196 | 50 |
Ratio Avg Win / Avg Loss | 1.569 | 2.3241 | 0.9626 | 1.1221 | 1.8968 | 0.6377 |
Largest Winning Trade | 139570 | 139570 | 69372 | 127345 | 127345 | 65144 |
Largest Losing Trade | -63925 | -40860 | -63925 | -97631 | -62984 | -97631 |
Avg Bars in Trades | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Winners | 91 | 83 | 98 | 91 | 83 | 98 |
Avg Bars in Losers | 49 | 61 | 38 | 49 | 61 | 38 |
Bars Traded | 7232 | 3682 | 3550 | 7232 | 3682 | 3550 |
Profit Streak | 37.3031 | 0 | 63.0531 | 37.3031 | 0 | 63.0531 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339908 | -169797 | -759859 | -419973 | -272623 | -759859 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7414, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759324588230, "expiration_time": 1764124272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 156, "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": [ [ 445210.2862615891, 462111.2463593167, -16900.9600977276, 94645.9422096208, 302647.994063195, -208002.051853574 ], [ 445.210286, 462.111246, -16.90096, 94.645942, 302.647994, -208.002052 ], [ 0.2402, 0.249318, -0.009118, 0.035939, 0.075178, 0 ], [ 99.6633, 99.6633, 99.6633, 99.6633, 99.6633, 99.6633 ], [ -136671, -110998, -183864, -193504, -111386, -344850 ], [ 1.538811, 2.23473, 0.96261, 1.100536, 1.823836, 0.637661 ], [ 103, 51, 52, 103, 51, 52 ], [ 51, 25, 26, 51, 25, 26 ], [ 52, 26, 26, 52, 26, 26 ], [ 49.514563, 49.019608, 50, 49.514563, 49.019608, 50 ], [ 1.568984, 2.324119, 0.96261, 1.122115, 1.896789, 0.637661 ], [ 139570, 139570, 69372, 127345, 127345, 65144 ], [ -63925, -40860, -63925, -97631, -62984, -97631 ], [ 70, 72, 68, 70, 72, 68 ], [ 91, 83, 98, 91, 83, 98 ], [ 49, 61, 38, 49, 61, 38 ], [ 7232, 3682, 3550, 7232, 3682, 3550 ], [ 37.303104, 0, 63.053104, 37.303104, 0, 63.053105 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339908, -169797, -759859, -419973, -272623, -759859 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7414, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759324588230, "expiration_time": 1764124272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 156, "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) |
---|