Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535150.131 | 1554790.9858 | -19640.8548 | 83718.5822 | 257409.252 | -173690.6698 |
Total P&L (%) | 1535.1501 | 1554.791 | -19.6409 | 83.7186 | 257.4093 | -173.6907 |
Avg Daily Profit (%) | 0.8277 | 0.8383 | -0.0106 | 0.0328 | 0.0687 | 0 |
Buy And Hold Return (%) | 128.9562 | 128.9562 | 128.9562 | 128.9562 | 128.9562 | 128.9562 |
Max Trade Drawdown | -220656 | -151226 | -70762 | -2011628 | -1373319 | -638309 |
Profit Factor | 3.616 | 4.8336 | 0.8916 | 1.0156 | 1.0661 | 0.881 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 47.3118 | 45.6522 | 48.9362 | 47.3118 | 45.6522 | 48.9362 |
Ratio Avg Win / Avg Loss | 4.0269 | 5.7542 | 0.9304 | 1.1311 | 1.2692 | 0.9193 |
Largest Winning Trade | 1326988 | 1326988 | 27349 | 1317650 | 1317650 | 360204 |
Largest Losing Trade | -62291 | -62291 | -22810 | -747811 | -747811 | -351460 |
Avg Bars in Trades | 115 | 214 | 17 | 115 | 214 | 17 |
Avg Bars in Winners | 148 | 291 | 18 | 148 | 291 | 18 |
Avg Bars in Losers | 85 | 150 | 17 | 85 | 150 | 17 |
Bars Traded | 10728 | 9886 | 842 | 10728 | 9886 | 842 |
Profit Streak | 41.359 | 45.859 | 41.359 | 41.359 | 45.859 | 41.359 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 725757 | 713228 | -580283 | -517982 | -256979 | -580283 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11128, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601380800000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759437413902, "expiration_time": 1764228096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 179, "offset": 128, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 153, "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": [ [ 1535150.1309542344, 1554790.9857751508, -19640.8548209172, 83718.5822260044, 257409.2519969642, -173690.6697709597 ], [ 1535.150131, 1554.790986, -19.640855, 83.718582, 257.409252, -173.69067 ], [ 0.827721, 0.838311, -0.01059, 0.0328, 0.068699, 0 ], [ 128.956229, 128.956229, 128.956229, 128.956229, 128.956229, 128.956229 ], [ -220656, -151226, -70762, -2011628, -1373319, -638309 ], [ 3.615964, 4.833564, 0.891646, 1.015641, 1.066119, 0.880994 ], [ 93, 46, 47, 93, 46, 47 ], [ 44, 21, 23, 44, 21, 23 ], [ 49, 25, 24, 49, 25, 24 ], [ 47.311828, 45.652174, 48.93617, 47.311828, 45.652174, 48.93617 ], [ 4.026869, 5.754242, 0.930413, 1.131054, 1.269189, 0.919298 ], [ 1326988, 1326988, 27349, 1317650, 1317650, 360204 ], [ -62291, -62291, -22810, -747811, -747811, -351460 ], [ 115, 214, 17, 115, 214, 17 ], [ 148, 291, 18, 148, 291, 18 ], [ 85, 150, 17, 85, 150, 17 ], [ 10728, 9886, 842, 10728, 9886, 842 ], [ 41.358957, 45.858957, 41.358957, 41.358957, 45.858957, 41.358957 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 725757, 713228, -580283, -517982, -256979, -580283 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11128, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601380800000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759437413902, "expiration_time": 1764228096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 179, "offset": 128, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 153, "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) |
---|