Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203922.248 | 315169.5477 | -111247.2997 | -89353.8991 | 28641.3349 | -117995.2341 |
Total P&L (%) | 203.9222 | 315.1695 | -111.2473 | -89.3539 | 28.6413 | -117.9952 |
Avg Daily Profit (%) | 0.1103 | 0.1704 | -0.0602 | -0.1211 | 0.0136 | 0 |
Buy And Hold Return (%) | 34.2369 | 34.2369 | 34.2369 | 34.2369 | 34.2369 | 34.2369 |
Max Trade Drawdown | -251442 | -134636 | -286106 | -112222 | -22879 | -103595 |
Profit Factor | 1.1181 | 1.4097 | 0.8837 | 0.6645 | 1.3318 | 0.3445 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 171 | 84 | 87 | 171 | 84 | 87 |
Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Profitability (%) | 54.8077 | 53.8462 | 55.7692 | 54.8077 | 53.8462 | 55.7692 |
Ratio Avg Win / Avg Loss | 0.922 | 1.2083 | 0.7009 | 0.5479 | 1.1416 | 0.2732 |
Largest Winning Trade | 53365 | 53365 | 47634 | 39386 | 39386 | 9191 |
Largest Losing Trade | -54265 | -45765 | -54265 | -37155 | -17770 | -37155 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5285 | 2647 | 2638 | 5285 | 2647 | 2638 |
Profit Streak | 0 | 0 | 18.9536 | 0 | 0 | 18.9536 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136186 | 329794 | -578930 | -578245 | -339107 | -578930 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5548, "evaluation_days": 1849.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1606060800000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758955993379, "expiration_time": 1763724672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.4157 } } }
{ "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": [ [ 203922.2480135498, 315169.5476930365, -111247.2996794866, -89353.8991360803, 28641.3349323822, -117995.2340684626 ], [ 203.922248, 315.169548, -111.2473, -89.353899, 28.641335, -117.995234 ], [ 0.110268, 0.170424, -0.060155, -0.12105, 0.01362, 0 ], [ 34.236889, 34.236889, 34.236889, 34.236889, 34.236889, 34.236889 ], [ -251442, -134636, -286106, -112222, -22879, -103595 ], [ 1.118139, 1.409732, 0.883744, 0.664465, 1.331848, 0.34445 ], [ 312, 156, 156, 312, 156, 156 ], [ 171, 84, 87, 171, 84, 87 ], [ 141, 72, 69, 141, 72, 69 ], [ 54.807692, 53.846154, 55.769231, 54.807692, 53.846154, 55.769231 ], [ 0.921974, 1.208342, 0.7009, 0.547892, 1.141584, 0.273184 ], [ 53365, 53365, 47634, 39386, 39386, 9191 ], [ -54265, -45765, -54265, -37155, -17770, -37155 ], [ 16, 16, 16, 16, 16, 16 ], [ 16, 16, 16, 16, 16, 16 ], [ 16, 16, 16, 16, 16, 16 ], [ 5285, 2647, 2638, 5285, 2647, 2638 ], [ 0, 0, 18.953627, 0, 0, 18.953627 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -136186, 329794, -578930, -578245, -339107, -578930 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5548, "evaluation_days": 1849.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1606060800000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758955993379, "expiration_time": 1763724672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.4157 } } }
# | 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) |
---|