Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248108.7586 | 1173546.2089 | 74562.5497 | 2518901.5565 | 2027502.2805 | 491399.276 |
Total P&L (%) | 1248.1088 | 1173.5462 | 74.5626 | 2518.9016 | 2027.5023 | 491.3993 |
Avg Daily Profit (%) | 0.6738 | 0.6336 | 0.0403 | 0.1764 | 0.1652 | 0.096 |
Buy And Hold Return (%) | 126.8165 | 126.8165 | 126.8165 | 126.8165 | 126.8165 | 126.8165 |
Max Trade Drawdown | -78921 | -91148 | -59805 | -2741127 | -2068536 | -1498477 |
Profit Factor | 3.3664 | 5.5511 | 1.2766 | 1.2099 | 1.3191 | 1.087 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 37.6812 | 37.1429 | 38.2353 | 37.6812 | 37.1429 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.5675 | 9.3941 | 2.0622 | 2.001 | 2.2323 | 1.756 |
Largest Winning Trade | 871511 | 871511 | 73809 | 1614582 | 1614582 | 1371392 |
Largest Losing Trade | -37891 | -32991 | -37891 | -1002154 | -966408 | -1002154 |
Avg Bars in Trades | 103 | 97 | 109 | 103 | 97 | 109 |
Avg Bars in Winners | 205 | 193 | 218 | 205 | 193 | 218 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 7110 | 3398 | 3712 | 7110 | 3398 | 3712 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92543 | 537586 | -308451 | -102587 | 145526 | -195411 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7409, "evaluation_days": 1852.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759236813869, "expiration_time": 1764013032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 10, "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": [ [ 1248108.7585914198, 1173546.208918894, 74562.5496725265, 2518901.5564894103, 2027502.280475779, 491399.2760136323 ], [ 1248.108759, 1173.546209, 74.56255, 2518.901556, 2027.50228, 491.399276 ], [ 0.673834, 0.633579, 0.040255, 0.176446, 0.165208, 0.096001 ], [ 126.81654, 126.81654, 126.81654, 126.81654, 126.81654, 126.81654 ], [ -78921, -91148, -59805, -2741127, -2068536, -1498477 ], [ 3.366381, 5.551051, 1.276597, 1.20991, 1.319106, 1.087032 ], [ 69, 35, 34, 69, 35, 34 ], [ 26, 13, 13, 26, 13, 13 ], [ 43, 22, 21, 43, 22, 21 ], [ 37.681159, 37.142857, 38.235294, 37.681159, 37.142857, 38.235294 ], [ 5.567477, 9.394086, 2.062196, 2.001005, 2.232333, 1.755974 ], [ 871511, 871511, 73809, 1614582, 1614582, 1371392 ], [ -37891, -32991, -37891, -1002154, -966408, -1002154 ], [ 103, 97, 109, 103, 97, 109 ], [ 205, 193, 218, 205, 193, 218 ], [ 40, 40, 41, 40, 40, 41 ], [ 7110, 3398, 3712, 7110, 3398, 3712 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -92543, 537586, -308451, -102587, 145526, -195411 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7409, "evaluation_days": 1852.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759236813869, "expiration_time": 1764013032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 10, "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) |
---|