Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643038.447 | 741160.1409 | -98121.6939 | -48901.9277 | 411835.1901 | -460737.1178 |
Total P&L (%) | 643.0384 | 741.1601 | -98.1217 | -48.9019 | 411.8352 | -460.7371 |
Avg Daily Profit (%) | 0.3456 | 0.3984 | -0.0527 | -0.0361 | 0.0878 | 0 |
Buy And Hold Return (%) | 139.6609 | 139.6609 | 139.6609 | 139.6609 | 139.6609 | 139.6609 |
Max Trade Drawdown | -228218 | -131586 | -147374 | -594129 | -177678 | -438592 |
Profit Factor | 2.2002 | 4.3903 | 0.6906 | 0.9337 | 2.9419 | 0.1234 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 30 | 33.3333 | 26.6667 | 30 | 33.3333 | 26.6667 |
Ratio Avg Win / Avg Loss | 5.1338 | 8.7806 | 1.8992 | 2.1787 | 5.8838 | 0.3393 |
Largest Winning Trade | 704071 | 704071 | 75923 | 537970 | 537970 | 19331 |
Largest Losing Trade | -72343 | -28468 | -72343 | -200410 | -72264 | -200410 |
Avg Bars in Trades | 119 | 115 | 122 | 119 | 115 | 122 |
Avg Bars in Winners | 212 | 212 | 213 | 212 | 212 | 213 |
Avg Bars in Losers | 79 | 67 | 89 | 79 | 67 | 89 |
Bars Traded | 7152 | 3467 | 3685 | 7152 | 3467 | 3685 |
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 | -169771 | 339237 | -600516 | -759555 | -79804 | -603294 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7442, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930079546, "expiration_time": 1764747216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 204, "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": [ [ 643038.4469730068, 741160.14088198, -98121.6939089731, -48901.9276908983, 411835.1901041539, -460737.1177950522 ], [ 643.038447, 741.160141, -98.121694, -48.901928, 411.83519, -460.737118 ], [ 0.345627, 0.398366, -0.052739, -0.036082, 0.087802, 0 ], [ 139.660877, 139.660877, 139.660877, 139.660877, 139.660877, 139.660877 ], [ -228218, -131586, -147374, -594129, -177678, -438592 ], [ 2.200205, 4.390278, 0.690624, 0.933707, 2.94191, 0.123393 ], [ 60, 30, 30, 60, 30, 30 ], [ 18, 10, 8, 18, 10, 8 ], [ 42, 20, 22, 42, 20, 22 ], [ 30, 33.333333, 26.666667, 30, 33.333333, 26.666667 ], [ 5.133812, 8.780556, 1.899217, 2.178651, 5.883819, 0.339331 ], [ 704071, 704071, 75923, 537970, 537970, 19331 ], [ -72343, -28468, -72343, -200410, -72264, -200410 ], [ 119, 115, 122, 119, 115, 122 ], [ 212, 212, 213, 212, 212, 213 ], [ 79, 67, 89, 79, 67, 89 ], [ 7152, 3467, 3685, 7152, 3467, 3685 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169771, 339237, -600516, -759555, -79804, -603294 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7442, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930079546, "expiration_time": 1764747216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 204, "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) |
---|