Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433829.1542 | 466956.3241 | -33127.1698 | 20986.7431 | -213136.2031 | 234122.9462 |
Total P&L (%) | 433.8292 | 466.9563 | -33.1272 | 20.9867 | -213.1362 | 234.1229 |
Avg Daily Profit (%) | 0.234 | 0.2519 | -0.0179 | 0.0103 | 0 | 0.0651 |
Buy And Hold Return (%) | 87.393 | 87.393 | 87.393 | 87.393 | 87.393 | 87.393 |
Max Trade Drawdown | -171830 | -143632 | -72691 | -3224132 | -3097988 | -486978 |
Profit Factor | 1.4346 | 1.6033 | 0.8523 | 1.0022 | 0.9745 | 1.1987 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 226 | 126 | 100 | 226 | 126 | 100 |
Losing Trades | 107 | 40 | 67 | 107 | 40 | 67 |
Profitability (%) | 67.8679 | 75.9036 | 59.8802 | 67.8679 | 75.9036 | 59.8802 |
Ratio Avg Win / Avg Loss | 0.6792 | 0.509 | 0.571 | 0.4745 | 0.3094 | 0.8031 |
Largest Winning Trade | 59602 | 59602 | 7058 | 1065701 | 1065701 | 122126 |
Largest Losing Trade | -81851 | -81851 | -19043 | -2017655 | -2017655 | -175287 |
Avg Bars in Trades | 64 | 127 | 3 | 64 | 127 | 3 |
Avg Bars in Winners | 34 | 58 | 2 | 34 | 58 | 2 |
Avg Bars in Losers | 130 | 343 | 3 | 130 | 343 | 3 |
Bars Traded | 21643 | 21139 | 503 | 21643 | 21139 | 503 |
Profit Streak | 0 | 19.4998 | 0 | 0 | 19.4998 | 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 | 354375 | 412070 | -578900 | -560593 | -576548 | -111124 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22246, "evaluation_days": 1853.83, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600099200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413580881, "expiration_time": 1765172563200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38248, "nb": 0.23513, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 126, "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": [ [ 433829.1542316424, 466956.3240521188, -33127.1698204759, 20986.7430527866, -213136.2031132058, 234122.9461659924 ], [ 433.829154, 466.956324, -33.12717, 20.986743, -213.136203, 234.122946 ], [ 0.234018, 0.251887, -0.01787, 0.010277, 0, 0.065094 ], [ 87.392996, 87.392996, 87.392996, 87.392996, 87.392996, 87.392996 ], [ -171830, -143632, -72691, -3224132, -3097988, -486978 ], [ 1.434601, 1.603302, 0.852257, 1.002204, 0.974456, 1.198729 ], [ 333, 166, 167, 333, 166, 167 ], [ 226, 126, 100, 226, 126, 100 ], [ 107, 40, 67, 107, 40, 67 ], [ 67.867868, 75.903614, 59.88024, 67.867868, 75.903614, 59.88024 ], [ 0.679214, 0.508985, 0.571012, 0.474495, 0.309351, 0.803148 ], [ 59602, 59602, 7058, 1065701, 1065701, 122126 ], [ -81851, -81851, -19043, -2017655, -2017655, -175287 ], [ 64, 127, 3, 64, 127, 3 ], [ 34, 58, 2, 34, 58, 2 ], [ 130, 343, 3, 130, 343, 3 ], [ 21643, 21139, 503, 21643, 21139, 503 ], [ 0, 19.499779, 0, 0, 19.499779, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354375, 412070, -578900, -560593, -576548, -111124 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22246, "evaluation_days": 1853.83, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600099200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413580881, "expiration_time": 1765172563200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38248, "nb": 0.23513, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 126, "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) |
---|