Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115034.6938 | 942001.5271 | 173033.1667 | 13810462.8233 | 18540048.9237 | -4729586.1004 |
Total P&L (%) | 1115.0347 | 942.0015 | 173.0332 | 13810.4628 | 18540.0489 | -4729.5861 |
Avg Daily Profit (%) | 0.5999 | 0.5068 | 0.0931 | 0.2659 | 0.2817 | 0 |
Buy And Hold Return (%) | 108.3762 | 108.3762 | 108.3762 | 108.3762 | 108.3762 | 108.3762 |
Max Trade Drawdown | -183878 | -101951 | -107169 | -65121956 | -41537241 | -24902593 |
Profit Factor | 2.6213 | 3.4987 | 1.5569 | 1.1094 | 1.2697 | 0.9177 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 53.913 | 50 | 57.8947 | 53.913 | 50 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.2408 | 3.4987 | 1.1323 | 0.9484 | 1.2697 | 0.6674 |
Largest Winning Trade | 384241 | 384241 | 74718 | 27102263 | 27102263 | 13210882 |
Largest Losing Trade | -36672 | -31128 | -36672 | -22927180 | -22927180 | -12719134 |
Avg Bars in Trades | 62 | 68 | 57 | 62 | 68 | 57 |
Avg Bars in Winners | 83 | 100 | 69 | 83 | 100 | 69 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 7233 | 3967 | 3265 | 7233 | 3967 | 3265 |
Profit Streak | 65.6192 | 65.6192 | 87.1192 | 65.6192 | 65.6192 | 87.1192 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 656604 | -162144 | -254681 | -91422 | -170862 | -758849 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7435, "evaluation_days": 1858.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601272800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759783898383, "expiration_time": 1764591480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 97, "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": [ [ 1115034.6938208847, 942001.5271128172, 173033.1667080668, 13810462.823281912, 18540048.92366909, -4729586.100387185 ], [ 1115.034694, 942.001527, 173.033167, 13810.462823, 18540.048924, -4729.5861 ], [ 0.599884, 0.506793, 0.093091, 0.265866, 0.281655, 0 ], [ 108.376244, 108.376244, 108.376244, 108.376244, 108.376244, 108.376244 ], [ -183878, -101951, -107169, -65121956, -41537241, -24902593 ], [ 2.621324, 3.498703, 1.556851, 1.109442, 1.269714, 0.917675 ], [ 115, 58, 57, 115, 58, 57 ], [ 62, 29, 33, 62, 29, 33 ], [ 53, 29, 24, 53, 29, 24 ], [ 53.913043, 50, 57.894737, 53.913043, 50, 57.894737 ], [ 2.240809, 3.498703, 1.132256, 0.948394, 1.269714, 0.6674 ], [ 384241, 384241, 74718, 27102263, 27102263, 13210882 ], [ -36672, -31128, -36672, -22927180, -22927180, -12719134 ], [ 62, 68, 57, 62, 68, 57 ], [ 83, 100, 69, 83, 100, 69 ], [ 38, 36, 40, 38, 36, 40 ], [ 7233, 3967, 3265, 7233, 3967, 3265 ], [ 65.619194, 65.619194, 87.119194, 65.619194, 65.619194, 87.119194 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 656604, -162144, -254681, -91422, -170862, -758849 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7435, "evaluation_days": 1858.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601272800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759783898383, "expiration_time": 1764591480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 97, "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) |
---|