Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501137.7678 | 491327.8537 | 9809.9141 | 95824.7835 | 245481.1844 | -149656.4009 |
Total P&L (%) | 501.1378 | 491.3279 | 9.8099 | 95.8248 | 245.4812 | -149.6564 |
Avg Daily Profit (%) | 0.2711 | 0.2658 | 0.0053 | 0.0364 | 0.0671 | 0 |
Buy And Hold Return (%) | 56.8408 | 56.8408 | 56.8408 | 56.8408 | 56.8408 | 56.8408 |
Max Trade Drawdown | -94242 | -82379 | -207458 | -350885 | -238812 | -392971 |
Profit Factor | 1.5071 | 2.3295 | 1.0159 | 1.0537 | 1.3483 | 0.8616 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 52.5974 | 55.8442 | 49.3506 | 52.5974 | 55.8442 | 49.3506 |
Ratio Avg Win / Avg Loss | 1.3582 | 1.8419 | 1.0426 | 0.9496 | 1.0661 | 0.8842 |
Largest Winning Trade | 154870 | 154870 | 65730 | 198778 | 198778 | 119823 |
Largest Losing Trade | -54140 | -52915 | -54140 | -239177 | -95535 | -239177 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Losers | 32 | 39 | 26 | 32 | 39 | 26 |
Bars Traded | 5302 | 2616 | 2686 | 5302 | 2616 | 2686 |
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 | 400991 | -28303 | -596805 | -315327 | -145824 | -622988 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605283200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758875156539, "expiration_time": 1763635680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 501137.7678268821, 491327.8537263174, 9809.9141005646, 95824.7835187395, 245481.1844219672, -149656.4009032279 ], [ 501.137768, 491.327854, 9.809914, 95.824784, 245.481184, -149.656401 ], [ 0.27113, 0.265823, 0.005307, 0.036366, 0.067098, 0 ], [ 56.840779, 56.840779, 56.840779, 56.840779, 56.840779, 56.840779 ], [ -94242, -82379, -207458, -350885, -238812, -392971 ], [ 1.507068, 2.329455, 1.015855, 1.053658, 1.348295, 0.861563 ], [ 154, 77, 77, 154, 77, 77 ], [ 81, 43, 38, 81, 43, 38 ], [ 73, 34, 39, 73, 34, 39 ], [ 52.597403, 55.844156, 49.350649, 52.597403, 55.844156, 49.350649 ], [ 1.358222, 1.841895, 1.042588, 0.949593, 1.066094, 0.884236 ], [ 154870, 154870, 65730, 198778, 198778, 119823 ], [ -54140, -52915, -54140, -239177, -95535, -239177 ], [ 34, 33, 34, 34, 33, 34 ], [ 36, 29, 43, 36, 29, 43 ], [ 32, 39, 26, 32, 39, 26 ], [ 5302, 2616, 2686, 5302, 2616, 2686 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400991, -28303, -596805, -315327, -145824, -622988 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605283200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758875156539, "expiration_time": 1763635680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|