Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877277.3154 | 774497.918 | 102779.3974 | 3944248.3171 | 2137955.0525 | 1806293.2647 |
Total P&L (%) | 877.2773 | 774.4979 | 102.7794 | 3944.2483 | 2137.9551 | 1806.2933 |
Avg Daily Profit (%) | 0.4751 | 0.4194 | 0.0557 | 0.2006 | 0.1685 | 0.1598 |
Buy And Hold Return (%) | 128.6859 | 128.6859 | 128.6859 | 128.6859 | 128.6859 | 128.6859 |
Max Trade Drawdown | -105561 | -73434 | -84342 | -2740604 | -2522398 | -2115229 |
Profit Factor | 2.2836 | 3.7492 | 1.2558 | 1.3516 | 1.3976 | 1.3093 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 37.7193 | 40.3509 | 35.0877 | 37.7193 | 40.3509 | 35.0877 |
Ratio Avg Win / Avg Loss | 3.7706 | 5.5423 | 2.3233 | 2.2318 | 2.066 | 2.4222 |
Largest Winning Trade | 340786 | 340786 | 74003 | 2433396 | 1664334 | 2433396 |
Largest Losing Trade | -32701 | -26071 | -32701 | -758142 | -709280 | -758142 |
Avg Bars in Trades | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Winners | 123 | 114 | 133 | 123 | 114 | 133 |
Avg Bars in Losers | 27 | 24 | 29 | 27 | 24 | 29 |
Bars Traded | 7211 | 3449 | 3762 | 7211 | 3449 | 3762 |
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 | 365102 | -167671 | -469575 | 182885 | -174248 | -177186 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758880812002, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 17, "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": [ [ 877277.3154076902, 774497.9179809743, 102779.3974267156, 3944248.317146228, 2137955.0524898777, 1806293.2646563505 ], [ 877.277315, 774.497918, 102.779397, 3944.248317, 2137.955052, 1806.293265 ], [ 0.475103, 0.419441, 0.055662, 0.200574, 0.168468, 0.159767 ], [ 128.685867, 128.685867, 128.685867, 128.685867, 128.685867, 128.685867 ], [ -105561, -73434, -84342, -2740604, -2522398, -2115229 ], [ 2.283615, 3.749223, 1.255844, 1.351635, 1.397618, 1.309297 ], [ 114, 57, 57, 114, 57, 57 ], [ 43, 23, 20, 43, 23, 20 ], [ 71, 34, 37, 71, 34, 37 ], [ 37.719298, 40.350877, 35.087719, 37.719298, 40.350877, 35.087719 ], [ 3.77062, 5.54233, 2.323311, 2.231769, 2.066045, 2.4222 ], [ 340786, 340786, 74003, 2433396, 1664334, 2433396 ], [ -32701, -26071, -32701, -758142, -709280, -758142 ], [ 63, 60, 66, 63, 60, 66 ], [ 123, 114, 133, 123, 114, 133 ], [ 27, 24, 29, 27, 24, 29 ], [ 7211, 3449, 3762, 7211, 3449, 3762 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365102, -167671, -469575, 182885, -174248, -177186 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758880812002, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 17, "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) |
---|