Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2397503.8066 | 2436581.1094 | -39077.3028 | 72103.5793 | 1680349.2082 | -1608245.6289 |
Total P&L (%) | 2397.5038 | 2436.5811 | -39.0773 | 72.1036 | 1680.3492 | -1608.2456 |
Avg Daily Profit (%) | 1.2883 | 1.3093 | -0.021 | 0.0292 | 0.1548 | 0 |
Buy And Hold Return (%) | 102.5773 | 102.5773 | 102.5773 | 102.5773 | 102.5773 | 102.5773 |
Max Trade Drawdown | -150083 | -83665 | -149218 | -3205925 | -1908527 | -2275385 |
Profit Factor | 4.5613 | 8.8003 | 0.8917 | 1.0115 | 1.5788 | 0.5229 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.2388 | 52.9412 | 51.5152 | 52.2388 | 52.9412 | 51.5152 |
Ratio Avg Win / Avg Loss | 4.1703 | 7.8224 | 0.8393 | 0.9248 | 1.4033 | 0.4921 |
Largest Winning Trade | 2387036 | 2387036 | 81064 | 3187988 | 3187988 | 578861 |
Largest Losing Trade | -59012 | -53995 | -59012 | -1644486 | -1644486 | -1419381 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 64 | 63 | 64 | 64 | 63 | 64 |
Avg Bars in Losers | 42 | 46 | 37 | 42 | 46 | 37 |
Bars Traded | 3596 | 1889 | 1707 | 3596 | 1889 | 1707 |
Profit Streak | 63.4138 | 63.4138 | 73.9138 | 63.4138 | 63.4138 | 73.9138 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98203 | 845057 | -579640 | -648499 | 387958 | -579640 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3722, "evaluation_days": 1861, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759960550531, "expiration_time": 1764748512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 78, "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": [ [ 2397503.806639626, 2436581.109392357, -39077.3027527317, 72103.5792728384, 1680349.2081655427, -1608245.6288927041 ], [ 2397.503807, 2436.581109, -39.077303, 72.103579, 1680.349208, -1608.245629 ], [ 1.288288, 1.309286, -0.020998, 0.029178, 0.154843, 0 ], [ 102.57732, 102.57732, 102.57732, 102.57732, 102.57732, 102.57732 ], [ -150083, -83665, -149218, -3205925, -1908527, -2275385 ], [ 4.561296, 8.800251, 0.891704, 1.011492, 1.578755, 0.522895 ], [ 67, 34, 33, 67, 34, 33 ], [ 35, 18, 17, 35, 18, 17 ], [ 32, 16, 16, 32, 16, 16 ], [ 52.238806, 52.941176, 51.515152, 52.238806, 52.941176, 51.515152 ], [ 4.170327, 7.822445, 0.839251, 0.924793, 1.403338, 0.492136 ], [ 2387036, 2387036, 81064, 3187988, 3187988, 578861 ], [ -59012, -53995, -59012, -1644486, -1644486, -1419381 ], [ 53, 55, 51, 53, 55, 51 ], [ 64, 63, 64, 64, 63, 64 ], [ 42, 46, 37, 42, 46, 37 ], [ 3596, 1889, 1707, 3596, 1889, 1707 ], [ 63.413779, 63.413779, 73.913779, 63.413779, 63.413779, 73.913779 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -98203, 845057, -579640, -648499, 387958, -579640 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3722, "evaluation_days": 1861, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759960550531, "expiration_time": 1764748512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 78, "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) |
---|