Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598561.8043 | 604384.0901 | -5822.2858 | 197597.1162 | 206157.8704 | -8560.7542 |
Total P&L (%) | 598.5618 | 604.3841 | -5.8223 | 197.5971 | 206.1579 | -8.5608 |
Avg Daily Profit (%) | 0.3241 | 0.3272 | -0.0032 | 0.0591 | 0.0606 | -0.0048 |
Buy And Hold Return (%) | 163.9225 | 163.9225 | 163.9225 | 163.9225 | 163.9225 | 163.9225 |
Max Trade Drawdown | -185468 | -145009 | -183257 | -4185414 | -3185689 | -2174812 |
Profit Factor | 1.5412 | 2.0875 | 0.9894 | 1.0143 | 1.0262 | 0.9986 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 49.1803 | 44.5652 | 53.8462 | 49.1803 | 44.5652 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5926 | 2.5967 | 0.8481 | 1.0481 | 1.2766 | 0.8559 |
Largest Winning Trade | 182800 | 182800 | 45220 | 1135547 | 1135547 | 892675 |
Largest Losing Trade | -51386 | -51386 | -45399 | -2228906 | -2228906 | -1170272 |
Avg Bars in Trades | 19 | 25 | 14 | 19 | 25 | 14 |
Avg Bars in Winners | 23 | 33 | 16 | 23 | 33 | 16 |
Avg Bars in Losers | 15 | 18 | 11 | 15 | 18 | 11 |
Bars Traded | 3606 | 2315 | 1291 | 3606 | 2315 | 1291 |
Profit Streak | 33.131 | 33.131 | 61.131 | 33.131 | 33.131 | 61.131 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401331 | 323663 | -579337 | -418853 | -390883 | -579337 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758856120732, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 62, "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": [ [ 598561.8042560874, 604384.0900957326, -5822.2858396455, 197597.116199842, 206157.8704314369, -8560.7542315981 ], [ 598.561804, 604.38409, -5.822286, 197.597116, 206.15787, -8.560754 ], [ 0.324072, 0.327225, -0.003152, 0.059063, 0.060599, -0.004845 ], [ 163.922518, 163.922518, 163.922518, 163.922518, 163.922518, 163.922518 ], [ -185468, -145009, -183257, -4185414, -3185689, -2174812 ], [ 1.541244, 2.087527, 0.989417, 1.014257, 1.026248, 0.998575 ], [ 183, 92, 91, 183, 92, 91 ], [ 90, 41, 49, 90, 41, 49 ], [ 93, 51, 42, 93, 51, 42 ], [ 49.180328, 44.565217, 53.846154, 49.180328, 44.565217, 53.846154 ], [ 1.592618, 2.59668, 0.848072, 1.048066, 1.276552, 0.855921 ], [ 182800, 182800, 45220, 1135547, 1135547, 892675 ], [ -51386, -51386, -45399, -2228906, -2228906, -1170272 ], [ 19, 25, 14, 19, 25, 14 ], [ 23, 33, 16, 23, 33, 16 ], [ 15, 18, 11, 15, 18, 11 ], [ 3606, 2315, 1291, 3606, 2315, 1291 ], [ 33.131027, 33.131027, 61.131027, 33.131027, 33.131027, 61.131027 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401331, 323663, -579337, -418853, -390883, -579337 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758856120732, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 62, "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) |
---|