Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350590.46 | 420659.5853 | -70069.1253 | -64877.0222 | -1426.106 | -63450.9162 |
Total P&L (%) | 350.5905 | 420.6596 | -70.0691 | -64.877 | -1.4261 | -63.4509 |
Avg Daily Profit (%) | 0.1893 | 0.2271 | -0.0378 | -0.0565 | -0.0008 | -0.0543 |
Buy And Hold Return (%) | 57.3816 | 57.3816 | 57.3816 | 57.3816 | 57.3816 | 57.3816 |
Max Trade Drawdown | -307086 | -136505 | -373356 | -84768 | -38102 | -96048 |
Profit Factor | 1.1747 | 1.4497 | 0.9346 | 0.8243 | 0.9918 | 0.6737 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 201 | 93 | 108 | 201 | 93 | 108 |
Losing Trades | 217 | 116 | 101 | 217 | 116 | 101 |
Profitability (%) | 48.0861 | 44.4976 | 51.6746 | 48.0861 | 44.4976 | 51.6746 |
Ratio Avg Win / Avg Loss | 1.2682 | 1.8083 | 0.874 | 0.8899 | 1.2371 | 0.6301 |
Largest Winning Trade | 75949 | 75949 | 41386 | 23125 | 23125 | 16196 |
Largest Losing Trade | -43820 | -26488 | -43820 | -19646 | -18552 | -19646 |
Avg Bars in Trades | 8 | 9 | 8 | 8 | 9 | 8 |
Avg Bars in Winners | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3693 | 1905 | 1788 | 3693 | 1905 | 1788 |
Profit Streak | 8.8789 | 0 | 11.8789 | 8.8789 | 0 | 11.8789 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19055 | 311005 | -579119 | -578390 | -580434 | -579119 |
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{ "first_band": { "type": "ssf", "factors": { "length": 10, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.84036, "nc": 0.1 } } }
{ "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": [ [ 350590.4600009053, 420659.5852636016, -70069.1252626965, -64877.0222280979, -1426.1060000687, -63450.9162280292 ], [ 350.59046, 420.659585, -70.069125, -64.877022, -1.426106, -63.450916 ], [ 0.189253, 0.227077, -0.037824, -0.056465, -0.000775, -0.054318 ], [ 57.381616, 57.381616, 57.381616, 57.381616, 57.381616, 57.381616 ], [ -307086, -136505, -373356, -84768, -38102, -96048 ], [ 1.174681, 1.449744, 0.934619, 0.824287, 0.991839, 0.67373 ], [ 418, 209, 209, 418, 209, 209 ], [ 201, 93, 108, 201, 93, 108 ], [ 217, 116, 101, 217, 116, 101 ], [ 48.086124, 44.497608, 51.674641, 48.086124, 44.497608, 51.674641 ], [ 1.268188, 1.808282, 0.874041, 0.889902, 1.237133, 0.630063 ], [ 75949, 75949, 41386, 23125, 23125, 16196 ], [ -43820, -26488, -43820, -19646, -18552, -19646 ], [ 8, 9, 8, 8, 9, 8 ], [ 11, 12, 10, 11, 12, 10 ], [ 6, 6, 6, 6, 6, 6 ], [ 3693, 1905, 1788, 3693, 1905, 1788 ], [ 8.878897, 0, 11.878897, 8.878897, 0, 11.878897 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -19055, 311005, -579119, -578390, -580434, -579119 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3705, "evaluation_days": 1852.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759223136678, "expiration_time": 1763992080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 10, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.84036, "nc": 0.1 } } }
# | 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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