Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196122.9052 | 200428.7761 | -4305.871 | 6051.1618 | 133357.9724 | -127306.8106 |
Total P&L (%) | 196.1229 | 200.4288 | -4.3059 | 6.0512 | 133.358 | -127.3068 |
Avg Daily Profit (%) | 0.1883 | 0.1924 | -0.0041 | 0.0056 | 0.0814 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87010 | -81691 | -120461 | -196978 | -145434 | -211919 |
Profit Factor | 1.3966 | 1.8997 | 0.9842 | 1.0073 | 1.3757 | 0.7323 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 40.2174 | 43.4783 | 36.9565 | 40.2174 | 43.4783 | 36.9565 |
Ratio Avg Win / Avg Loss | 2.076 | 2.4696 | 1.6789 | 1.4973 | 1.7884 | 1.2493 |
Largest Winning Trade | 209049 | 209049 | 55472 | 184663 | 184663 | 76554 |
Largest Losing Trade | -43478 | -16962 | -43478 | -85994 | -35105 | -85994 |
Avg Bars in Trades | 263 | 252 | 273 | 263 | 252 | 273 |
Avg Bars in Winners | 461 | 428 | 500 | 461 | 428 | 500 |
Avg Bars in Losers | 129 | 118 | 140 | 129 | 118 | 140 |
Bars Traded | 24208 | 11635 | 12573 | 24208 | 11635 | 12573 |
Profit Streak | 40.7862 | 40.7862 | 48.4529 | 40.7862 | 40.7862 | 48.4529 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 242444 | 332973 | -582437 | -566148 | -84546 | -583548 |
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669622400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758901928239, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 176, "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": [ [ 196122.9051676678, 200428.7761476568, -4305.8709799889, 6051.1617902161, 133357.9723910202, -127306.8106008038 ], [ 196.122905, 200.428776, -4.305871, 6.051162, 133.357972, -127.306811 ], [ 0.188286, 0.19242, -0.004134, 0.005641, 0.081387, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -87010, -81691, -120461, -196978, -145434, -211919 ], [ 1.396575, 1.899729, 0.984157, 1.007285, 1.375686, 0.732338 ], [ 92, 46, 46, 92, 46, 46 ], [ 37, 20, 17, 37, 20, 17 ], [ 55, 26, 29, 55, 26, 29 ], [ 40.217391, 43.478261, 36.956522, 40.217391, 43.478261, 36.956522 ], [ 2.075991, 2.469648, 1.678855, 1.497316, 1.788392, 1.249282 ], [ 209049, 209049, 55472, 184663, 184663, 76554 ], [ -43478, -16962, -43478, -85994, -35105, -85994 ], [ 263, 252, 273, 263, 252, 273 ], [ 461, 428, 500, 461, 428, 500 ], [ 129, 118, 140, 129, 118, 140 ], [ 24208, 11635, 12573, 24208, 11635, 12573 ], [ 40.786206, 40.786206, 48.452873, 40.786206, 40.786206, 48.452873 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 242444, 332973, -582437, -566148, -84546, -583548 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669622400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758901928239, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 176, "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) |
---|