Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336299.7861 | 286203.3096 | 50096.4765 | 243207.8481 | 209484.5816 | 33723.2666 |
Total P&L (%) | 336.2998 | 286.2033 | 50.0965 | 243.2078 | 209.4846 | 33.7233 |
Avg Daily Profit (%) | 0.3229 | 0.2748 | 0.0481 | 0.1185 | 0.1085 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83311 | -67016 | -50253 | -348759 | -306831 | -268128 |
Profit Factor | 1.526 | 1.8578 | 1.1639 | 1.12 | 1.2017 | 1.0341 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 42.4419 | 37.2093 | 47.6744 | 42.4419 | 37.2093 | 47.6744 |
Ratio Avg Win / Avg Loss | 2.0695 | 3.135 | 1.2774 | 1.5189 | 2.0279 | 1.135 |
Largest Winning Trade | 222609 | 222609 | 58283 | 241445 | 241445 | 212015 |
Largest Losing Trade | -24560 | -18571 | -24560 | -77880 | -77880 | -77802 |
Avg Bars in Trades | 143 | 137 | 148 | 143 | 137 | 148 |
Avg Bars in Winners | 228 | 238 | 221 | 228 | 238 | 221 |
Avg Bars in Losers | 80 | 78 | 83 | 80 | 78 | 83 |
Bars Traded | 24643 | 11839 | 12804 | 24643 | 11839 | 12804 |
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 | 331525 | 233554 | -171485 | -124279 | -52818 | -342583 |
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669471200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758888564076, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 97, "offset": 0, "std": 2.04325 } }, "second_band": { "type": "hma", "factors": { "length": 195, "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": [ [ 336299.7860943209, 286203.3095524089, 50096.476541912, 243207.8481205292, 209484.5815546119, 33723.2665659169 ], [ 336.299786, 286.20331, 50.096477, 243.207848, 209.484582, 33.723267 ], [ 0.322862, 0.274767, 0.048095, 0.118459, 0.108519, 0.027903 ], [ 10, 10, 10, 10, 10, 10 ], [ -83311, -67016, -50253, -348759, -306831, -268128 ], [ 1.526023, 1.857797, 1.163888, 1.120033, 1.201736, 1.034141 ], [ 172, 86, 86, 172, 86, 86 ], [ 73, 32, 41, 73, 32, 41 ], [ 99, 54, 45, 99, 54, 45 ], [ 42.44186, 37.209302, 47.674419, 42.44186, 37.209302, 47.674419 ], [ 2.069539, 3.135033, 1.277438, 1.518949, 2.027929, 1.135033 ], [ 222609, 222609, 58283, 241445, 241445, 212015 ], [ -24560, -18571, -24560, -77880, -77880, -77802 ], [ 143, 137, 148, 143, 137, 148 ], [ 228, 238, 221, 228, 238, 221 ], [ 80, 78, 83, 80, 78, 83 ], [ 24643, 11839, 12804, 24643, 11839, 12804 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331525, 233554, -171485, -124279, -52818, -342583 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669471200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758888564076, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 97, "offset": 0, "std": 2.04325 } }, "second_band": { "type": "hma", "factors": { "length": 195, "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) |
---|