Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697108.6515 | 690889.5607 | 6219.0907 | 332361.2948 | 80340.1844 | 252021.1104 |
Total P&L (%) | 697.1087 | 690.8896 | 6.2191 | 332.3613 | 80.3402 | 252.0211 |
Avg Daily Profit (%) | 0.3774 | 0.3741 | 0.0034 | 0.0793 | 0.0319 | 0.0682 |
Buy And Hold Return (%) | 147.3185 | 147.3185 | 147.3185 | 147.3185 | 147.3185 | 147.3185 |
Max Trade Drawdown | -122757 | -74417 | -105559 | -802926 | -505400 | -509589 |
Profit Factor | 1.9865 | 3.0142 | 1.0171 | 1.1311 | 1.0556 | 1.2312 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 38.6667 | 36.8421 | 40.5405 | 38.6667 | 36.8421 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.1511 | 5.1672 | 1.4918 | 1.7942 | 1.8096 | 1.8058 |
Largest Winning Trade | 362253 | 362253 | 74818 | 355080 | 355080 | 218179 |
Largest Losing Trade | -38432 | -38432 | -34043 | -219639 | -219639 | -198204 |
Avg Bars in Trades | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Winners | 89 | 98 | 80 | 89 | 98 | 80 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 3614 | 1980 | 1633 | 3614 | 1980 | 1633 |
Profit Streak | 0 | 0 | 43.5494 | 0 | 0 | 43.5494 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53928 | 308516 | -558927 | -233146 | -479384 | -113086 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758849064035, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 54, "offset": 0, "a": 0.74949 } }, "second_band": { "type": "ema", "factors": { "length": 9, "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": [ [ 697108.6514524792, 690889.5607359406, 6219.0907165385, 332361.294816078, 80340.1844494629, 252021.110366615 ], [ 697.108651, 690.889561, 6.219091, 332.361295, 80.340184, 252.02111 ], [ 0.377428, 0.37406, 0.003367, 0.0793, 0.031931, 0.068162 ], [ 147.318482, 147.318482, 147.318482, 147.318482, 147.318482, 147.318482 ], [ -122757, -74417, -105559, -802926, -505400, -509589 ], [ 1.986549, 3.014218, 1.017104, 1.131099, 1.055586, 1.231241 ], [ 75, 38, 37, 75, 38, 37 ], [ 29, 14, 15, 29, 14, 15 ], [ 46, 24, 22, 46, 24, 22 ], [ 38.666667, 36.842105, 40.540541, 38.666667, 36.842105, 40.540541 ], [ 3.151078, 5.16723, 1.491752, 1.794158, 1.809577, 1.805819 ], [ 362253, 362253, 74818, 355080, 355080, 218179 ], [ -38432, -38432, -34043, -219639, -219639, -198204 ], [ 48, 52, 44, 48, 52, 44 ], [ 89, 98, 80, 89, 98, 80 ], [ 22, 24, 19, 22, 24, 19 ], [ 3614, 1980, 1633, 3614, 1980, 1633 ], [ 0, 0, 43.549352, 0, 0, 43.549352 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -53928, 308516, -558927, -233146, -479384, -113086 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758849064035, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 54, "offset": 0, "a": 0.74949 } }, "second_band": { "type": "ema", "factors": { "length": 9, "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) |
---|