Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415960.0944 | 444493.148 | -28533.0536 | -87500.9555 | 14314.9942 | -101815.9497 |
Total P&L (%) | 415.9601 | 444.4931 | -28.5331 | -87.501 | 14.315 | -101.816 |
Avg Daily Profit (%) | 0.225 | 0.2405 | -0.0154 | -0.1124 | 0.0072 | 0 |
Buy And Hold Return (%) | 55.325 | 55.325 | 55.325 | 55.325 | 55.325 | 55.325 |
Max Trade Drawdown | -184784 | -81108 | -137856 | -33285 | -16779 | -41013 |
Profit Factor | 1.621 | 3.0759 | 0.9374 | 0.5274 | 1.4008 | 0.3187 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 52.5424 | 51.7241 | 53.3333 | 52.5424 | 51.7241 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.4641 | 2.8709 | 0.8202 | 0.4764 | 1.3074 | 0.2789 |
Largest Winning Trade | 180060 | 180060 | 52177 | 22725 | 22725 | 7963 |
Largest Losing Trade | -94170 | -45190 | -94170 | -76244 | -10327 | -76244 |
Avg Bars in Trades | 87 | 112 | 62 | 87 | 112 | 62 |
Avg Bars in Winners | 111 | 146 | 79 | 111 | 146 | 79 |
Avg Bars in Losers | 60 | 76 | 43 | 60 | 76 | 43 |
Bars Traded | 5149 | 3274 | 1875 | 5149 | 3274 | 1875 |
Profit Streak | 239.7731 | 239.7731 | 291.4397 | 239.7731 | 239.7731 | 291.4397 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167976 | 539434 | -579023 | -758547 | -347091 | -579023 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605340800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758853991669, "expiration_time": 1763635680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 215, "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": [ [ 415960.0943549569, 444493.1479549395, -28533.0535999829, -87500.9555159412, 14314.9942015594, -101815.9497175006 ], [ 415.960094, 444.493148, -28.533054, -87.500956, 14.314994, -101.81595 ], [ 0.225046, 0.240484, -0.015437, -0.112445, 0.007239, 0 ], [ 55.325035, 55.325035, 55.325035, 55.325035, 55.325035, 55.325035 ], [ -184784, -81108, -137856, -33285, -16779, -41013 ], [ 1.621021, 3.075918, 0.937384, 0.52743, 1.400801, 0.3187 ], [ 59, 29, 30, 59, 29, 30 ], [ 31, 15, 16, 31, 15, 16 ], [ 28, 14, 14, 28, 14, 14 ], [ 52.542373, 51.724138, 53.333333, 52.542373, 51.724138, 53.333333 ], [ 1.464148, 2.870857, 0.820211, 0.476388, 1.307414, 0.278863 ], [ 180060, 180060, 52177, 22725, 22725, 7963 ], [ -94170, -45190, -94170, -76244, -10327, -76244 ], [ 87, 112, 62, 87, 112, 62 ], [ 111, 146, 79, 111, 146, 79 ], [ 60, 76, 43, 60, 76, 43 ], [ 5149, 3274, 1875, 5149, 3274, 1875 ], [ 239.773052, 239.773052, 291.439718, 239.773052, 239.773052, 291.439718 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167976, 539434, -579023, -758547, -347091, -579023 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605340800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758853991669, "expiration_time": 1763635680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 215, "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) |
---|