Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778522.4118 | 714990.5611 | 63531.8507 | 1656005.2547 | 1408175.9308 | 247829.3239 |
Total P&L (%) | 778.5224 | 714.9906 | 63.5319 | 1656.0053 | 1408.1759 | 247.8293 |
Avg Daily Profit (%) | 0.4192 | 0.385 | 0.0342 | 0.1544 | 0.1462 | 0.0671 |
Buy And Hold Return (%) | 182.8065 | 182.8065 | 182.8065 | 182.8065 | 182.8065 | 182.8065 |
Max Trade Drawdown | -143860 | -74733 | -100253 | -4691697 | -2761259 | -2733367 |
Profit Factor | 2.2176 | 3.6478 | 1.172 | 1.1375 | 1.2447 | 1.0394 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 41.4634 | 41.9355 | 40.9836 | 41.4634 | 41.9355 | 40.9836 |
Ratio Avg Win / Avg Loss | 3.1307 | 5.0508 | 1.6877 | 1.6059 | 1.7234 | 1.4968 |
Largest Winning Trade | 366781 | 366781 | 74908 | 2017793 | 2017793 | 1137316 |
Largest Losing Trade | -36508 | -27532 | -36508 | -891603 | -873513 | -891603 |
Avg Bars in Trades | 44 | 41 | 46 | 44 | 41 | 46 |
Avg Bars in Winners | 75 | 64 | 86 | 75 | 64 | 86 |
Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
Bars Traded | 5421 | 2566 | 2855 | 5421 | 2566 | 2855 |
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 | 329230 | -143473 | -508657 | -63463 | -154189 | -501020 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5572, "evaluation_days": 1857.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602115200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759636969823, "expiration_time": 1764436608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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": [ [ 778522.4117671356, 714990.5610622502, 63531.8507048854, 1656005.2546523695, 1408175.930766477, 247829.3238858929 ], [ 778.522412, 714.990561, 63.531851, 1656.005255, 1408.175931, 247.829324 ], [ 0.419162, 0.384956, 0.034206, 0.154407, 0.146203, 0.067137 ], [ 182.806513, 182.806513, 182.806513, 182.806513, 182.806513, 182.806513 ], [ -143860, -74733, -100253, -4691697, -2761259, -2733367 ], [ 2.217576, 3.647824, 1.171999, 1.137544, 1.244668, 1.039436 ], [ 123, 62, 61, 123, 62, 61 ], [ 51, 26, 25, 51, 26, 25 ], [ 72, 36, 36, 72, 36, 36 ], [ 41.463415, 41.935484, 40.983607, 41.463415, 41.935484, 40.983607 ], [ 3.130695, 5.050833, 1.687678, 1.605944, 1.723387, 1.496787 ], [ 366781, 366781, 74908, 2017793, 2017793, 1137316 ], [ -36508, -27532, -36508, -891603, -873513, -891603 ], [ 44, 41, 46, 44, 41, 46 ], [ 75, 64, 86, 75, 64, 86 ], [ 21, 24, 19, 21, 24, 19 ], [ 5421, 2566, 2855, 5421, 2566, 2855 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329230, -143473, -508657, -63463, -154189, -501020 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5572, "evaluation_days": 1857.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602115200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759636969823, "expiration_time": 1764436608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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) |
---|