Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621174.9207 | 600619.8208 | 20555.0999 | 71973.144 | 1283203.9773 | -1211230.8333 |
Total P&L (%) | 621.1749 | 600.6198 | 20.5551 | 71.9731 | 1283.204 | -1211.2308 |
Avg Daily Profit (%) | 0.3361 | 0.325 | 0.0111 | 0.0293 | 0.1422 | 0 |
Buy And Hold Return (%) | 171.7812 | 171.7812 | 171.7812 | 171.7812 | 171.7812 | 171.7812 |
Max Trade Drawdown | -160206 | -71692 | -183053 | -2502821 | -977014 | -2011204 |
Profit Factor | 2.136 | 4.1126 | 1.0581 | 1.0113 | 1.6922 | 0.733 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 53.8462 | 54.5455 | 53.125 | 53.8462 | 54.5455 | 53.125 |
Ratio Avg Win / Avg Loss | 1.8309 | 3.4272 | 0.9336 | 0.8668 | 1.4101 | 0.6468 |
Largest Winning Trade | 363772 | 363772 | 74578 | 762074 | 649038 | 762074 |
Largest Losing Trade | -78225 | -23202 | -78225 | -1904620 | -433787 | -1904620 |
Avg Bars in Trades | 79 | 73 | 85 | 79 | 73 | 85 |
Avg Bars in Winners | 100 | 81 | 120 | 100 | 81 | 120 |
Avg Bars in Losers | 54 | 64 | 45 | 54 | 64 | 45 |
Bars Traded | 5154 | 2428 | 2726 | 5154 | 2428 | 2726 |
Profit Streak | 0 | 0 | 133.4397 | 0 | 0 | 133.4397 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124801 | 509202 | -501107 | -664776 | -91 | -579836 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 3 } } }
{ "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": [ [ 621174.9206936447, 600619.8208270128, 20555.0998666321, 71973.1439853254, 1283203.9772835304, -1211230.833298205 ], [ 621.174921, 600.619821, 20.5551, 71.973144, 1283.203977, -1211.230833 ], [ 0.336074, 0.324953, 0.011121, 0.029337, 0.142229, 0 ], [ 171.78122, 171.78122, 171.78122, 171.78122, 171.78122, 171.78122 ], [ -160206, -71692, -183053, -2502821, -977014, -2011204 ], [ 2.136019, 4.112631, 1.058092, 1.011261, 1.692168, 0.733048 ], [ 65, 33, 32, 65, 33, 32 ], [ 35, 18, 17, 35, 18, 17 ], [ 30, 15, 15, 30, 15, 15 ], [ 53.846154, 54.545455, 53.125, 53.846154, 54.545455, 53.125 ], [ 1.830874, 3.427192, 0.933611, 0.866795, 1.41014, 0.646807 ], [ 363772, 363772, 74578, 762074, 649038, 762074 ], [ -78225, -23202, -78225, -1904620, -433787, -1904620 ], [ 79, 73, 85, 79, 73, 85 ], [ 100, 81, 120, 100, 81, 120 ], [ 54, 64, 45, 54, 64, 45 ], [ 5154, 2428, 2726, 5154, 2428, 2726 ], [ 0, 0, 133.439712, 0, 0, 133.439712 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -124801, 509202, -501107, -664776, -91, -579836 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758853991158, "expiration_time": 1763635680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 3 } } }
# | 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) |
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