Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007366.2787 | 1003107.0671 | 4259.2116 | 343150.996 | 369416.198 | -26265.202 |
Total P&L (%) | 1007.3663 | 1003.1071 | 4.2592 | 343.151 | 369.4162 | -26.2652 |
Avg Daily Profit (%) | 0.5441 | 0.5418 | 0.0023 | 0.0804 | 0.0836 | -0.0165 |
Buy And Hold Return (%) | 193.1696 | 193.1696 | 193.1696 | 193.1696 | 193.1696 | 193.1696 |
Max Trade Drawdown | -152518 | -84801 | -127732 | -436117 | -269805 | -332311 |
Profit Factor | 2.8907 | 5.1275 | 1.0147 | 1.2578 | 1.5731 | 0.9617 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40.8451 | 36.1111 | 45.7143 | 40.8451 | 36.1111 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.1865 | 9.0718 | 1.205 | 1.8216 | 2.7832 | 1.1421 |
Largest Winning Trade | 860063 | 860063 | 73345 | 381795 | 381795 | 214706 |
Largest Losing Trade | -60892 | -27643 | -60892 | -127675 | -116167 | -127675 |
Avg Bars in Trades | 307 | 280 | 334 | 307 | 280 | 334 |
Avg Bars in Winners | 533 | 539 | 528 | 533 | 539 | 528 |
Avg Bars in Losers | 150 | 133 | 171 | 150 | 133 | 171 |
Bars Traded | 21809 | 10092 | 11716 | 21809 | 10092 | 11716 |
Profit Streak | 0 | 0 | 78.2888 | 0 | 0 | 78.2888 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79530 | 440616 | -560588 | -187833 | -91415 | -579823 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22218, "evaluation_days": 1851.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759208151369, "expiration_time": 1764963705600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 81, "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": [ [ 1007366.2787357254, 1003107.0671185376, 4259.211617188, 343150.9959549801, 369416.1979653017, -26265.2020103214 ], [ 1007.366279, 1003.107067, 4.259212, 343.150996, 369.416198, -26.265202 ], [ 0.544081, 0.541781, 0.0023, 0.08044, 0.083552, -0.016455 ], [ 193.169609, 193.169609, 193.169609, 193.169609, 193.169609, 193.169609 ], [ -152518, -84801, -127732, -436117, -269805, -332311 ], [ 2.89071, 5.127532, 1.014699, 1.257769, 1.573109, 0.961749 ], [ 71, 36, 35, 71, 36, 35 ], [ 29, 13, 16, 29, 13, 16 ], [ 42, 23, 19, 42, 23, 19 ], [ 40.84507, 36.111111, 45.714286, 40.84507, 36.111111, 45.714286 ], [ 4.186545, 9.071787, 1.204955, 1.821597, 2.783192, 1.142077 ], [ 860063, 860063, 73345, 381795, 381795, 214706 ], [ -60892, -27643, -60892, -127675, -116167, -127675 ], [ 307, 280, 334, 307, 280, 334 ], [ 533, 539, 528, 533, 539, 528 ], [ 150, 133, 171, 150, 133, 171 ], [ 21809, 10092, 11716, 21809, 10092, 11716 ], [ 0, 0, 78.288789, 0, 0, 78.288789 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79530, 440616, -560588, -187833, -91415, -579823 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22218, "evaluation_days": 1851.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759208151369, "expiration_time": 1764963705600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 81, "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) |
---|