Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160110.1952 | 49953.6525 | 110156.5428 | 238282.2543 | 70268.3184 | 168013.9359 |
Total P&L (%) | 160.1102 | 49.9537 | 110.1565 | 238.2823 | 70.2683 | 168.0139 |
Avg Daily Profit (%) | 0.6148 | 0.1918 | 0.423 | 0.4691 | 0.2046 | 0.3793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49529 | -28317 | -40580 | -150436 | -99749 | -110137 |
Profit Factor | 1.51 | 1.3687 | 1.6173 | 1.266 | 1.1864 | 1.3238 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 40.5405 | 41.9355 | 39.1304 | 40.5405 | 41.9355 | 39.1304 |
Ratio Avg Win / Avg Loss | 2.2147 | 1.8952 | 2.5158 | 1.8567 | 1.6427 | 2.0592 |
Largest Winning Trade | 40825 | 30478 | 40825 | 75143 | 59903 | 75143 |
Largest Losing Trade | -11970 | -7418 | -11970 | -38069 | -25724 | -38069 |
Avg Bars in Trades | 133 | 129 | 136 | 133 | 129 | 136 |
Avg Bars in Winners | 207 | 187 | 229 | 207 | 187 | 229 |
Avg Bars in Losers | 82 | 88 | 76 | 82 | 88 | 76 |
Bars Traded | 24624 | 12073 | 12552 | 24624 | 12073 | 12552 |
Profit Streak | 15.9331 | 20.2977 | 15.9331 | 15.9331 | 20.2977 | 15.9331 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400635 | 162237 | 278198 | 302097 | -10039 | 202774 |
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736433900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758905620448, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 127, "offset": 103 } }, "second_band": { "type": "sma", "factors": { "length": 30, "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": [ [ 160110.1952323459, 49953.6524536618, 110156.5427786839, 238282.2542765828, 70268.3183754277, 168013.9359011549 ], [ 160.110195, 49.953652, 110.156543, 238.282254, 70.268318, 168.013936 ], [ 0.614815, 0.19182, 0.422996, 0.469076, 0.204573, 0.379286 ], [ 10, 10, 10, 10, 10, 10 ], [ -49529, -28317, -40580, -150436, -99749, -110137 ], [ 1.510032, 1.368725, 1.617313, 1.265965, 1.186399, 1.323764 ], [ 185, 93, 92, 185, 93, 92 ], [ 75, 39, 36, 75, 39, 36 ], [ 110, 54, 56, 110, 54, 56 ], [ 40.540541, 41.935484, 39.130435, 40.540541, 41.935484, 39.130435 ], [ 2.214713, 1.895157, 2.515821, 1.856748, 1.642707, 2.059188 ], [ 40825, 30478, 40825, 75143, 59903, 75143 ], [ -11970, -7418, -11970, -38069, -25724, -38069 ], [ 133, 129, 136, 133, 129, 136 ], [ 207, 187, 229, 207, 187, 229 ], [ 82, 88, 76, 82, 88, 76 ], [ 24624, 12073, 12552, 24624, 12073, 12552 ], [ 15.933107, 20.29769, 15.933107, 15.933107, 20.29769, 15.933107 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400635, 162237, 278198, 302097, -10039, 202774 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736433900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758905620448, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 127, "offset": 103 } }, "second_band": { "type": "sma", "factors": { "length": 30, "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) |
---|