Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37823.6709 | -20822.9097 | 58646.5806 | -6381.3612 | -22706.4226 | 16325.0614 |
Total P&L (%) | 37.8237 | -20.8229 | 58.6466 | -6.3814 | -22.7064 | 16.3251 |
Avg Daily Profit (%) | 0.1452 | -0.08 | 0.2252 | -0.0253 | -0.0989 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82730 | -39987 | -69023 | -103033 | -31979 | -90511 |
Profit Factor | 1.1433 | 0.8548 | 1.4863 | 0.9756 | 0.8163 | 1.1188 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 64.8352 | 60.8696 | 68.8889 | 64.8352 | 60.8696 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.6201 | 0.5495 | 0.6712 | 0.5291 | 0.5248 | 0.5053 |
Largest Winning Trade | 17307 | 15123 | 17307 | 13622 | 10009 | 13622 |
Largest Losing Trade | -47073 | -28291 | -47073 | -60869 | -28291 | -60869 |
Avg Bars in Trades | 265 | 271 | 260 | 265 | 271 | 260 |
Avg Bars in Winners | 179 | 186 | 172 | 179 | 186 | 172 |
Avg Bars in Losers | 425 | 403 | 453 | 425 | 403 | 453 |
Bars Traded | 24178 | 12466 | 11712 | 24178 | 12466 | 11712 |
Profit Streak | 0 | 0 | 15.6117 | 0 | 0 | 15.6117 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65089 | -580690 | 300072 | -579729 | -580690 | -214536 |
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736792100000, "first_datapoint_time": 1737084600000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759291847182, "expiration_time": 1765771200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 186, "offset": 0, "std": 1.15181 } }, "second_band": { "type": "vwma", "factors": { "length": 127, "offset": 199 } } }
{ "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": [ [ 37823.6709286358, -20822.9096566206, 58646.5805852564, -6381.3611865379, -22706.4225930961, 16325.0614065582 ], [ 37.823671, -20.82291, 58.646581, -6.381361, -22.706423, 16.325061 ], [ 0.145241, -0.079959, 0.2252, -0.025318, -0.098853, 0.058084 ], [ 10, 10, 10, 10, 10, 10 ], [ -82730, -39987, -69023, -103033, -31979, -90511 ], [ 1.143294, 0.854753, 1.486305, 0.975557, 0.816341, 1.118779 ], [ 91, 46, 45, 91, 46, 45 ], [ 59, 28, 31, 59, 28, 31 ], [ 32, 18, 14, 32, 18, 14 ], [ 64.835165, 60.869565, 68.888889, 64.835165, 60.869565, 68.888889 ], [ 0.620092, 0.549484, 0.671235, 0.529116, 0.524791, 0.505255 ], [ 17307, 15123, 17307, 13622, 10009, 13622 ], [ -47073, -28291, -47073, -60869, -28291, -60869 ], [ 265, 271, 260, 265, 271, 260 ], [ 179, 186, 172, 179, 186, 172 ], [ 425, 403, 453, 425, 403, 453 ], [ 24178, 12466, 11712, 24178, 12466, 11712 ], [ 0, 0, 15.611657, 0, 0, 15.611657 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -65089, -580690, 300072, -579729, -580690, -214536 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736792100000, "first_datapoint_time": 1737084600000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759291847182, "expiration_time": 1765771200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 186, "offset": 0, "std": 1.15181 } }, "second_band": { "type": "vwma", "factors": { "length": 127, "offset": 199 } } }
# | 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) |
---|