Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462091.6786 | 407575.3056 | 54516.373 | 79362.2568 | 165476.9196 | -86114.6628 |
Total P&L (%) | 462.0917 | 407.5753 | 54.5164 | 79.3623 | 165.4769 | -86.1147 |
Avg Daily Profit (%) | 0.2502 | 0.2207 | 0.0295 | 0.0316 | 0.0529 | -0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99370 | -111332 | -110985 | -364131 | -409847 | -346599 |
Profit Factor | 1.6405 | 2.1194 | 1.1525 | 1.0503 | 1.2033 | 0.8875 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 47.619 | 45.2381 | 50 | 47.619 | 45.2381 | 50 |
Ratio Avg Win / Avg Loss | 1.8045 | 2.5656 | 1.1525 | 1.1553 | 1.4567 | 0.8875 |
Largest Winning Trade | 150377 | 150377 | 57071 | 150377 | 150377 | 79896 |
Largest Losing Trade | -74244 | -43346 | -74244 | -287940 | -128623 | -287940 |
Avg Bars in Trades | 38 | 49 | 28 | 38 | 49 | 28 |
Avg Bars in Winners | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Losers | 32 | 48 | 14 | 32 | 48 | 14 |
Bars Traded | 3245 | 2069 | 1176 | 3245 | 2069 | 1176 |
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 | 376380 | 360710 | -206888 | -316573 | -124620 | -580456 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1610150400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758957397510, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 4.44085 } } }
{ "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": [ [ 462091.6786262962, 407575.3056452019, 54516.3729810943, 79362.2567838457, 165476.9196002916, -86114.6628164457 ], [ 462.091679, 407.575306, 54.516373, 79.362257, 165.47692, -86.114663 ], [ 0.250185, 0.220669, 0.029516, 0.031637, 0.052876, -0.106837 ], [ 10, 10, 10, 10, 10, 10 ], [ -99370, -111332, -110985, -364131, -409847, -346599 ], [ 1.640472, 2.119369, 1.152547, 1.050253, 1.203333, 0.887497 ], [ 84, 42, 42, 84, 42, 42 ], [ 40, 19, 21, 40, 19, 21 ], [ 44, 23, 21, 44, 23, 21 ], [ 47.619048, 45.238095, 50, 47.619048, 45.238095, 50 ], [ 1.80452, 2.565553, 1.152547, 1.155278, 1.456667, 0.887497 ], [ 150377, 150377, 57071, 150377, 150377, 79896 ], [ -74244, -43346, -74244, -287940, -128623, -287940 ], [ 38, 49, 28, 38, 49, 28 ], [ 45, 50, 41, 45, 50, 41 ], [ 32, 48, 14, 32, 48, 14 ], [ 3245, 2069, 1176, 3245, 2069, 1176 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 376380, 360710, -206888, -316573, -124620, -580456 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1610150400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758957397510, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 4.44085 } } }
# | 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) |
---|