Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772188.1474 | 795340.4394 | -23152.292 | 203540.4719 | 510484.8052 | -306944.3333 |
Total P&L (%) | 772.1881 | 795.3404 | -23.1523 | 203.5405 | 510.4848 | -306.9443 |
Avg Daily Profit (%) | 0.4182 | 0.4307 | -0.0125 | 0.0602 | 0.098 | 0 |
Buy And Hold Return (%) | 144.1955 | 144.1955 | 144.1955 | 144.1955 | 144.1955 | 144.1955 |
Max Trade Drawdown | -179994 | -129452 | -135855 | -882524 | -626357 | -438014 |
Profit Factor | 1.787 | 2.6129 | 0.9526 | 1.086 | 1.3853 | 0.7052 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Profitability (%) | 43.7247 | 42.2764 | 45.1613 | 43.7247 | 42.2764 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.2999 | 3.5676 | 1.1567 | 1.3978 | 1.8915 | 0.8564 |
Largest Winning Trade | 480974 | 480974 | 74688 | 558449 | 558449 | 80440 |
Largest Losing Trade | -58179 | -34284 | -58179 | -297933 | -297933 | -177794 |
Avg Bars in Trades | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Winners | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 7140 | 3489 | 3651 | 7140 | 3489 | 3651 |
Profit Streak | 32.688 | 0 | 39.688 | 32.688 | 0 | 39.688 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427165 | 397796 | -580392 | -276574 | -65561 | -582059 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758861040389, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 67 } }, "second_band": { "type": "tema", "factors": { "length": 188, "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": [ [ 772188.1474243033, 795340.4393870118, -23152.2919627086, 203540.4719394406, 510484.8052164508, -306944.3332770105 ], [ 772.188147, 795.340439, -23.152292, 203.540472, 510.484805, -306.944333 ], [ 0.41819, 0.430729, -0.012538, 0.06015, 0.098022, 0 ], [ 144.195519, 144.195519, 144.195519, 144.195519, 144.195519, 144.195519 ], [ -179994, -129452, -135855, -882524, -626357, -438014 ], [ 1.786963, 2.61291, 0.952568, 1.086023, 1.385334, 0.705236 ], [ 247, 123, 124, 247, 123, 124 ], [ 108, 52, 56, 108, 52, 56 ], [ 139, 71, 68, 139, 71, 68 ], [ 43.724696, 42.276423, 45.16129, 43.724696, 42.276423, 45.16129 ], [ 2.299888, 3.567628, 1.15669, 1.397752, 1.891513, 0.856359 ], [ 480974, 480974, 74688, 558449, 558449, 80440 ], [ -58179, -34284, -58179, -297933, -297933, -177794 ], [ 28, 28, 29, 28, 28, 29 ], [ 47, 47, 47, 47, 47, 47 ], [ 14, 14, 14, 14, 14, 14 ], [ 7140, 3489, 3651, 7140, 3489, 3651 ], [ 32.687967, 0, 39.687967, 32.687967, 0, 39.687967 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427165, 397796, -580392, -276574, -65561, -582059 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758861040389, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 67 } }, "second_band": { "type": "tema", "factors": { "length": 188, "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) |
---|