Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133938.588 | 37620.5079 | 96318.0801 | 138623.9756 | 81347.3867 | 57276.589 |
Total P&L (%) | 133.9386 | 37.6205 | 96.3181 | 138.624 | 81.3474 | 57.2766 |
Avg Daily Profit (%) | 0.5143 | 0.1445 | 0.3699 | 0.3345 | 0.2288 | 0.174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103649 | -68183 | -47606 | -455614 | -311427 | -205137 |
Profit Factor | 1.2227 | 1.1139 | 1.3553 | 1.0676 | 1.0746 | 1.0596 |
Total Trades | 431 | 215 | 216 | 431 | 215 | 216 |
Winning Trades | 187 | 92 | 95 | 187 | 92 | 95 |
Losing Trades | 244 | 123 | 121 | 244 | 123 | 121 |
Profitability (%) | 43.3875 | 42.7907 | 43.9815 | 43.3875 | 42.7907 | 43.9815 |
Ratio Avg Win / Avg Loss | 1.5954 | 1.4893 | 1.7263 | 1.393 | 1.4367 | 1.3496 |
Largest Winning Trade | 48319 | 18462 | 48319 | 68141 | 48694 | 68141 |
Largest Losing Trade | -16854 | -16854 | -11705 | -72622 | -72622 | -54574 |
Avg Bars in Trades | 57 | 56 | 57 | 57 | 56 | 57 |
Avg Bars in Winners | 79 | 78 | 79 | 79 | 78 | 79 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 24762 | 12238 | 12524 | 24762 | 12238 | 12524 |
Profit Streak | 0 | 4.4671 | 0 | 0 | 4.4671 | 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 | 335378 | -101263 | 268019 | -139162 | -134043 | -151591 |
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736343900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758886960462, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 71, "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": [ [ 133938.5879721911, 37620.5078975891, 96318.0800746019, 138623.9756421983, 81347.3866645645, 57276.5889776342 ], [ 133.938588, 37.620508, 96.31808, 138.623976, 81.347387, 57.276589 ], [ 0.514318, 0.144461, 0.369857, 0.334526, 0.228832, 0.174038 ], [ 10, 10, 10, 10, 10, 10 ], [ -103649, -68183, -47606, -455614, -311427, -205137 ], [ 1.22274, 1.113911, 1.355339, 1.067553, 1.074572, 1.059587 ], [ 431, 215, 216, 431, 215, 216 ], [ 187, 92, 95, 187, 92, 95 ], [ 244, 123, 121, 244, 123, 121 ], [ 43.387471, 42.790698, 43.981481, 43.387471, 42.790698, 43.981481 ], [ 1.595447, 1.48925, 1.726273, 1.392957, 1.436656, 1.349579 ], [ 48319, 18462, 48319, 68141, 48694, 68141 ], [ -16854, -16854, -11705, -72622, -72622, -54574 ], [ 57, 56, 57, 57, 56, 57 ], [ 79, 78, 79, 79, 78, 79 ], [ 40, 40, 40, 40, 40, 40 ], [ 24762, 12238, 12524, 24762, 12238, 12524 ], [ 0, 4.467135, 0, 0, 4.467135, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335378, -101263, 268019, -139162, -134043, -151591 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736343900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758886960462, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 71, "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) |
---|