Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989624.78 | 1026083.4272 | -36458.6473 | 40477.8325 | 1143408.3421 | -1102930.5095 |
Total P&L (%) | 989.6248 | 1026.0834 | -36.4586 | 40.4778 | 1143.4083 | -1102.9305 |
Avg Daily Profit (%) | 0.5358 | 0.5555 | -0.0197 | 0.0184 | 0.1366 | 0 |
Buy And Hold Return (%) | 146.4036 | 146.4036 | 146.4036 | 146.4036 | 146.4036 | 146.4036 |
Max Trade Drawdown | -139067 | -80958 | -118687 | -1841934 | -804431 | -1747993 |
Profit Factor | 2.5168 | 4.6893 | 0.9026 | 1.0076 | 1.573 | 0.6681 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 42.3729 | 43.3333 | 41.3793 | 42.3729 | 43.3333 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.4228 | 6.1322 | 1.2787 | 1.3704 | 2.057 | 0.9464 |
Largest Winning Trade | 833459 | 833459 | 74373 | 1122031 | 1122031 | 678351 |
Largest Losing Trade | -64720 | -43899 | -64720 | -906652 | -391496 | -906652 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 85 | 83 | 88 | 85 | 83 | 88 |
Avg Bars in Losers | 41 | 41 | 42 | 41 | 41 | 42 |
Bars Traded | 3564 | 1786 | 1778 | 3564 | 1786 | 1778 |
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 | -166920 | 576129 | -582518 | -728667 | -10092 | -584185 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758866594882, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 92, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "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": [ [ 989624.7799882281, 1026083.4272491843, -36458.6472609562, 40477.8325462976, 1143408.342075379, -1102930.5095290807 ], [ 989.62478, 1026.083427, -36.458647, 40.477833, 1143.408342, -1102.93051 ], [ 0.535801, 0.555541, -0.019739, 0.018403, 0.136555, 0 ], [ 146.403617, 146.403617, 146.403617, 146.403617, 146.403617, 146.403617 ], [ -139067, -80958, -118687, -1841934, -804431, -1747993 ], [ 2.516762, 4.689318, 0.902605, 1.007611, 1.573023, 0.668082 ], [ 59, 30, 29, 59, 30, 29 ], [ 25, 13, 12, 25, 13, 12 ], [ 34, 17, 17, 34, 17, 17 ], [ 42.372881, 43.333333, 41.37931, 42.372881, 43.333333, 41.37931 ], [ 3.422796, 6.132186, 1.27869, 1.370351, 2.05703, 0.946449 ], [ 833459, 833459, 74373, 1122031, 1122031, 678351 ], [ -64720, -43899, -64720, -906652, -391496, -906652 ], [ 60, 59, 61, 60, 59, 61 ], [ 85, 83, 88, 85, 83, 88 ], [ 41, 41, 42, 41, 41, 42 ], [ 3564, 1786, 1778, 3564, 1786, 1778 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166920, 576129, -582518, -728667, -10092, -584185 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758866594882, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 92, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "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) |
---|