Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268382.8287 | 469424.26 | -201041.4313 | -99633.1032 | 227212.2889 | -326845.392 |
Total P&L (%) | 268.3828 | 469.4243 | -201.0414 | -99.6331 | 227.2123 | -326.8454 |
Avg Daily Profit (%) | 0.1445 | 0.2528 | -0.1083 | -0.3015 | 0.0639 | 0 |
Buy And Hold Return (%) | 125.7203 | 125.7203 | 125.7203 | 125.7203 | 125.7203 | 125.7203 |
Max Trade Drawdown | -219497 | -84056 | -259752 | -309033 | -46318 | -314520 |
Profit Factor | 1.2746 | 2.3404 | 0.6794 | 0.7746 | 3.8198 | 0.0958 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 45.4545 | 46.1538 | 44.7368 | 45.4545 | 46.1538 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.5296 | 2.7305 | 0.8392 | 0.9295 | 4.4564 | 0.1184 |
Largest Winning Trade | 266917 | 266917 | 71897 | 224964 | 224964 | 26918 |
Largest Losing Trade | -97411 | -42028 | -97411 | -238534 | -44547 | -238534 |
Avg Bars in Trades | 94 | 97 | 91 | 94 | 97 | 91 |
Avg Bars in Winners | 140 | 139 | 142 | 140 | 139 | 142 |
Avg Bars in Losers | 55 | 60 | 50 | 55 | 60 | 50 |
Bars Traded | 7265 | 3785 | 3480 | 7265 | 3785 | 3480 |
Profit Streak | 0 | 0 | 46.6006 | 0 | 0 | 46.6006 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53102 | 309440 | -582253 | -628823 | -110382 | -582253 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7428, "evaluation_days": 1857, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600452000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759631096070, "expiration_time": 1764435744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 59, "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": [ [ 268382.8287484953, 469424.2600469184, -201041.4312984233, -99633.1031705971, 227212.2888599272, -326845.3920305244 ], [ 268.382829, 469.42426, -201.041431, -99.633103, 227.212289, -326.845392 ], [ 0.144525, 0.252786, -0.108261, -0.301529, 0.063857, 0 ], [ 125.720282, 125.720282, 125.720282, 125.720282, 125.720282, 125.720282 ], [ -219497, -84056, -259752, -309033, -46318, -314520 ], [ 1.274634, 2.340446, 0.67938, 0.774621, 3.819766, 0.095841 ], [ 77, 39, 38, 77, 39, 38 ], [ 35, 18, 17, 35, 18, 17 ], [ 42, 21, 21, 42, 21, 21 ], [ 45.454545, 46.153846, 44.736842, 45.454545, 46.153846, 44.736842 ], [ 1.52956, 2.730521, 0.839234, 0.929546, 4.456394, 0.118392 ], [ 266917, 266917, 71897, 224964, 224964, 26918 ], [ -97411, -42028, -97411, -238534, -44547, -238534 ], [ 94, 97, 91, 94, 97, 91 ], [ 140, 139, 142, 140, 139, 142 ], [ 55, 60, 50, 55, 60, 50 ], [ 7265, 3785, 3480, 7265, 3785, 3480 ], [ 0, 0, 46.600649, 0, 0, 46.600649 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -53102, 309440, -582253, -628823, -110382, -582253 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7428, "evaluation_days": 1857, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600452000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759631096070, "expiration_time": 1764435744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 59, "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) |
---|