Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538502.2393 | 607640.5595 | -69138.3202 | -45538.9648 | 408236.4782 | -453775.443 |
Total P&L (%) | 538.5022 | 607.6406 | -69.1383 | -45.539 | 408.2365 | -453.7754 |
Avg Daily Profit (%) | 0.2916 | 0.329 | -0.0374 | -0.0329 | 0.0881 | 0 |
Buy And Hold Return (%) | 146.8094 | 146.8094 | 146.8094 | 146.8094 | 146.8094 | 146.8094 |
Max Trade Drawdown | -297513 | -231826 | -107469 | -3079260 | -2647227 | -772944 |
Profit Factor | 1.345 | 1.5605 | 0.855 | 0.9957 | 1.0526 | 0.842 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 159 | 74 | 85 | 159 | 74 | 85 |
Losing Trades | 180 | 95 | 85 | 180 | 95 | 85 |
Profitability (%) | 46.9027 | 43.787 | 50 | 46.9027 | 43.787 | 50 |
Ratio Avg Win / Avg Loss | 1.5227 | 2.0033 | 0.855 | 1.1272 | 1.3514 | 0.842 |
Largest Winning Trade | 175232 | 175232 | 20818 | 1167213 | 1167213 | 148012 |
Largest Losing Trade | -65457 | -65457 | -23730 | -1256098 | -1256098 | -275654 |
Avg Bars in Trades | 10 | 19 | 1 | 10 | 19 | 1 |
Avg Bars in Winners | 11 | 23 | 1 | 11 | 23 | 1 |
Avg Bars in Losers | 9 | 16 | 1 | 9 | 16 | 1 |
Bars Traded | 3664 | 3358 | 306 | 3664 | 3358 | 306 |
Profit Streak | 0 | 6.475 | 0 | 0 | 6.475 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310276 | 313568 | -580165 | -578265 | -242444 | -580165 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1600300800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758929038314, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 165, "offset": 0, "std": 3.77231 } } }
{ "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": [ [ 538502.2393393171, 607640.5595481221, -69138.3202088043, -45538.9648374124, 408236.4781703037, -453775.4430077157 ], [ 538.502239, 607.64056, -69.13832, -45.538965, 408.236478, -453.775443 ], [ 0.291555, 0.328988, -0.037433, -0.032896, 0.088061, 0 ], [ 146.809387, 146.809387, 146.809387, 146.809387, 146.809387, 146.809387 ], [ -297513, -231826, -107469, -3079260, -2647227, -772944 ], [ 1.345012, 1.560501, 0.85497, 0.995715, 1.052635, 0.841997 ], [ 339, 169, 170, 339, 169, 170 ], [ 159, 74, 85, 159, 74, 85 ], [ 180, 95, 85, 180, 95, 85 ], [ 46.902655, 43.786982, 50, 46.902655, 43.786982, 50 ], [ 1.522655, 2.003346, 0.85497, 1.127225, 1.351356, 0.841997 ], [ 175232, 175232, 20818, 1167213, 1167213, 148012 ], [ -65457, -65457, -23730, -1256098, -1256098, -275654 ], [ 10, 19, 1, 10, 19, 1 ], [ 11, 23, 1, 11, 23, 1 ], [ 9, 16, 1, 9, 16, 1 ], [ 3664, 3358, 306, 3664, 3358, 306 ], [ 0, 6.47498, 0, 0, 6.47498, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310276, 313568, -580165, -578265, -242444, -580165 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1600300800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758929038314, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 165, "offset": 0, "std": 3.77231 } } }
# | 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) |
---|