Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902996.0978 | 835630.0405 | 67366.0573 | 2550928.5853 | 1098496.1294 | 1452432.4559 |
Total P&L (%) | 902.9961 | 835.63 | 67.3661 | 2550.9286 | 1098.4961 | 1452.4325 |
Avg Daily Profit (%) | 0.489 | 0.4525 | 0.0365 | 0.1777 | 0.1346 | 0.1486 |
Buy And Hold Return (%) | 71.7519 | 71.7519 | 71.7519 | 71.7519 | 71.7519 | 71.7519 |
Max Trade Drawdown | -117240 | -62995 | -78531 | -3089472 | -1572658 | -1967956 |
Profit Factor | 2.4088 | 4.0158 | 1.1851 | 1.2748 | 1.227 | 1.3268 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 40 | 42.5 | 37.5 | 40 | 42.5 | 37.5 |
Ratio Avg Win / Avg Loss | 3.6133 | 5.4332 | 1.9752 | 1.9122 | 1.6601 | 2.2114 |
Largest Winning Trade | 401250 | 401250 | 74404 | 1006278 | 919422 | 1006278 |
Largest Losing Trade | -46101 | -37236 | -46101 | -637969 | -637969 | -540032 |
Avg Bars in Trades | 136 | 132 | 139 | 136 | 132 | 139 |
Avg Bars in Winners | 238 | 217 | 262 | 238 | 217 | 262 |
Avg Bars in Losers | 67 | 70 | 64 | 67 | 70 | 64 |
Bars Traded | 10881 | 5318 | 5563 | 10881 | 5318 | 5563 |
Profit Streak | 0 | 0 | 162.3306 | 0 | 0 | 162.3306 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12569 | 517716 | -329569 | -18778 | -15067 | 117916 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599566400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759031762391, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 27, "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": [ [ 902996.097789323, 835630.0404785175, 67366.0573108055, 2550928.585295888, 1098496.1293806718, 1452432.4559152161 ], [ 902.996098, 835.63004, 67.366057, 2550.928585, 1098.496129, 1452.432456 ], [ 0.489031, 0.452548, 0.036483, 0.177655, 0.134596, 0.14863 ], [ 71.751898, 71.751898, 71.751898, 71.751898, 71.751898, 71.751898 ], [ -117240, -62995, -78531, -3089472, -1572658, -1967956 ], [ 2.408847, 4.015823, 1.18514, 1.274812, 1.227047, 1.326812 ], [ 80, 40, 40, 80, 40, 40 ], [ 32, 17, 15, 32, 17, 15 ], [ 48, 23, 25, 48, 23, 25 ], [ 40, 42.5, 37.5, 40, 42.5, 37.5 ], [ 3.61327, 5.433172, 1.975234, 1.912219, 1.660122, 2.211354 ], [ 401250, 401250, 74404, 1006278, 919422, 1006278 ], [ -46101, -37236, -46101, -637969, -637969, -540032 ], [ 136, 132, 139, 136, 132, 139 ], [ 238, 217, 262, 238, 217, 262 ], [ 67, 70, 64, 67, 70, 64 ], [ 10881, 5318, 5563, 10881, 5318, 5563 ], [ 0, 0, 162.330583, 0, 0, 162.330583 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -12569, 517716, -329569, -18778, -15067, 117916 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599566400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759031762391, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 27, "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) |
---|