Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978570.6561 | 837071.0291 | 141499.627 | 9067307.6912 | 4032910.3094 | 5034397.3819 |
Total P&L (%) | 978.5707 | 837.071 | 141.4996 | 9067.3077 | 4032.9103 | 5034.3974 |
Avg Daily Profit (%) | 0.5251 | 0.4491 | 0.0759 | 0.2427 | 0.1999 | 0.2115 |
Buy And Hold Return (%) | 84.9624 | 84.9624 | 84.9624 | 84.9624 | 84.9624 | 84.9624 |
Max Trade Drawdown | -109880 | -59373 | -75855 | -12535002 | -6313442 | -8407425 |
Profit Factor | 2.8299 | 4.6594 | 1.4624 | 1.3657 | 1.317 | 1.4169 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 41.7722 | 42.5 | 41.0256 | 41.7722 | 42.5 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.9447 | 6.3039 | 2.1022 | 1.9037 | 1.7819 | 2.0369 |
Largest Winning Trade | 384820 | 384820 | 75937 | 4354866 | 3915712 | 4354866 |
Largest Losing Trade | -34758 | -24834 | -34758 | -2113780 | -1730535 | -2113780 |
Avg Bars in Trades | 91 | 87 | 95 | 91 | 87 | 95 |
Avg Bars in Winners | 161 | 150 | 174 | 161 | 150 | 174 |
Avg Bars in Losers | 41 | 41 | 40 | 41 | 41 | 40 |
Bars Traded | 7235 | 3517 | 3718 | 7235 | 3517 | 3718 |
Profit Streak | 0 | 0 | 59.158 | 0 | 0 | 59.158 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18259 | 533655 | -101417 | -24477 | 232104 | 256935 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7455, "evaluation_days": 1863.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760219252821, "expiration_time": 1765036440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 43, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 978570.6561090446, 837071.0290596118, 141499.6270494331, 9067307.691243114, 4032910.309390655, 5034397.3818524545 ], [ 978.570656, 837.071029, 141.499627, 9067.307691, 4032.910309, 5034.397382 ], [ 0.525055, 0.449133, 0.075922, 0.242721, 0.199881, 0.211547 ], [ 84.962406, 84.962406, 84.962406, 84.962406, 84.962406, 84.962406 ], [ -109880, -59373, -75855, -12535002, -6313442, -8407425 ], [ 2.829927, 4.659397, 1.462396, 1.365696, 1.317047, 1.416947 ], [ 79, 40, 39, 79, 40, 39 ], [ 33, 17, 16, 33, 17, 16 ], [ 46, 23, 23, 46, 23, 23 ], [ 41.772152, 42.5, 41.025641, 41.772152, 42.5, 41.025641 ], [ 3.944746, 6.30389, 2.102194, 1.903698, 1.781888, 2.036861 ], [ 384820, 384820, 75937, 4354866, 3915712, 4354866 ], [ -34758, -24834, -34758, -2113780, -1730535, -2113780 ], [ 91, 87, 95, 91, 87, 95 ], [ 161, 150, 174, 161, 150, 174 ], [ 41, 41, 40, 41, 41, 40 ], [ 7235, 3517, 3718, 7235, 3517, 3718 ], [ 0, 0, 59.158019, 0, 0, 59.158019 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -18259, 533655, -101417, -24477, 232104, 256935 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7455, "evaluation_days": 1863.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760219252821, "expiration_time": 1765036440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 43, "offset": 0, "scalar": 5 } } }
# | 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) |
---|