Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273499.1732 | 419190.8919 | -145691.7187 | -99063.338 | 116866.115 | -215929.453 |
Total P&L (%) | 273.4992 | 419.1909 | -145.6917 | -99.0633 | 116.8661 | -215.9295 |
Avg Daily Profit (%) | 0.1476 | 0.2262 | -0.0786 | -0.2517 | 0.0418 | 0 |
Buy And Hold Return (%) | 31.0289 | 31.0289 | 31.0289 | 31.0289 | 31.0289 | 31.0289 |
Max Trade Drawdown | -170032 | -99843 | -179935 | -191287 | -113409 | -170837 |
Profit Factor | 1.2164 | 1.7542 | 0.7943 | 0.7701 | 1.7808 | 0.2323 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Profitability (%) | 43.2584 | 43.8202 | 42.6966 | 43.2584 | 43.8202 | 42.6966 |
Ratio Avg Win / Avg Loss | 1.5955 | 2.2489 | 1.066 | 1.0102 | 2.2831 | 0.3118 |
Largest Winning Trade | 271130 | 271130 | 60375 | 140352 | 140352 | 20612 |
Largest Losing Trade | -96942 | -44496 | -96942 | -63520 | -59132 | -63520 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 23 | 26 | 21 | 23 | 26 | 21 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 3467 | 1801 | 1666 | 3467 | 1801 | 1666 |
Profit Streak | 0 | 28.3961 | 0 | 0 | 28.3961 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 117480 | 333708 | -581990 | -580523 | -138046 | -583656 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3706, "evaluation_days": 1853, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1607904000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759267825100, "expiration_time": 1764036576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 153, "offset": 50 } }, "second_band": { "type": "sma", "factors": { "length": 85, "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": [ [ 273499.1732033619, 419190.8918583213, -145691.7186549598, -99063.3380063873, 116866.1149885389, -215929.4529949262 ], [ 273.499173, 419.190892, -145.691719, -99.063338, 116.866115, -215.929453 ], [ 0.147598, 0.226223, -0.078625, -0.251739, 0.041785, 0 ], [ 31.028939, 31.028939, 31.028939, 31.028939, 31.028939, 31.028939 ], [ -170032, -99843, -179935, -191287, -113409, -170837 ], [ 1.216386, 1.754169, 0.794252, 0.770126, 1.780815, 0.232316 ], [ 178, 89, 89, 178, 89, 89 ], [ 77, 39, 38, 77, 39, 38 ], [ 101, 50, 51, 101, 50, 51 ], [ 43.258427, 43.820225, 42.696629, 43.258427, 43.820225, 42.696629 ], [ 1.595519, 2.248934, 1.06597, 1.010165, 2.283096, 0.311793 ], [ 271130, 271130, 60375, 140352, 140352, 20612 ], [ -96942, -44496, -96942, -63520, -59132, -63520 ], [ 19, 20, 18, 19, 20, 18 ], [ 23, 26, 21, 23, 26, 21 ], [ 16, 15, 16, 16, 15, 16 ], [ 3467, 1801, 1666, 3467, 1801, 1666 ], [ 0, 28.396124, 0, 0, 28.396124, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 117480, 333708, -581990, -580523, -138046, -583656 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3706, "evaluation_days": 1853, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1607904000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759267825100, "expiration_time": 1764036576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 153, "offset": 50 } }, "second_band": { "type": "sma", "factors": { "length": 85, "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) |
---|