Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898949.1253 | 793458.6758 | 105490.4495 | 2355312.619 | 7640409.7367 | -5285097.1178 |
Total P&L (%) | 898.9491 | 793.4587 | 105.4904 | 2355.3126 | 7640.4097 | -5285.0971 |
Avg Daily Profit (%) | 0.4845 | 0.4276 | 0.0569 | 0.1727 | 0.2347 | 0 |
Buy And Hold Return (%) | 137.0099 | 137.0099 | 137.0099 | 137.0099 | 137.0099 | 137.0099 |
Max Trade Drawdown | -177244 | -123862 | -154614 | -22752027 | -13152352 | -13645659 |
Profit Factor | 1.529 | 1.9077 | 1.1278 | 1.0209 | 1.135 | 0.9056 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 193 | 94 | 99 | 193 | 94 | 99 |
Losing Trades | 182 | 94 | 88 | 182 | 94 | 88 |
Profitability (%) | 51.4667 | 50 | 52.9412 | 51.4667 | 50 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.4418 | 1.9077 | 1.0025 | 0.9627 | 1.135 | 0.805 |
Largest Winning Trade | 184759 | 184759 | 49759 | 9156094 | 9156094 | 4271944 |
Largest Losing Trade | -45971 | -36702 | -45971 | -6274694 | -4704175 | -6274694 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 7347 | 4117 | 3231 | 7347 | 4117 | 3231 |
Profit Streak | 11.5612 | 11.5612 | 21.0612 | 11.5612 | 11.5612 | 21.0612 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546395 | 508934 | -361057 | -187857 | -62318 | -579143 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7422, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600581600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759519691535, "expiration_time": 1764302256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "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": [ [ 898949.1253234525, 793458.6758339669, 105490.4494894852, 2355312.618964146, 7640409.736743353, -5285097.117779201 ], [ 898.949125, 793.458676, 105.490449, 2355.312619, 7640.409737, -5285.097118 ], [ 0.484478, 0.427625, 0.056853, 0.172654, 0.234661, 0 ], [ 137.009851, 137.009851, 137.009851, 137.009851, 137.009851, 137.009851 ], [ -177244, -123862, -154614, -22752027, -13152352, -13645659 ], [ 1.528988, 1.907696, 1.127832, 1.020922, 1.135034, 0.905612 ], [ 375, 188, 187, 375, 188, 187 ], [ 193, 94, 99, 193, 94, 99 ], [ 182, 94, 88, 182, 94, 88 ], [ 51.466667, 50, 52.941176, 51.466667, 50, 52.941176 ], [ 1.441843, 1.907696, 1.002517, 0.962735, 1.135034, 0.804988 ], [ 184759, 184759, 49759, 9156094, 9156094, 4271944 ], [ -45971, -36702, -45971, -6274694, -4704175, -6274694 ], [ 19, 21, 17, 19, 21, 17 ], [ 22, 25, 20, 22, 25, 20 ], [ 16, 17, 14, 16, 17, 14 ], [ 7347, 4117, 3231, 7347, 4117, 3231 ], [ 11.561244, 11.561244, 21.061244, 11.561245, 11.561245, 21.061245 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 546395, 508934, -361057, -187857, -62318, -579143 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7422, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600581600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759519691535, "expiration_time": 1764302256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "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) |
---|