Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271845.9892 | 362641.7891 | -90795.7999 | -83478.3087 | 508901.4688 | -592379.7775 |
Total P&L (%) | 271.846 | 362.6418 | -90.7958 | -83.4783 | 508.9015 | -592.3798 |
Avg Daily Profit (%) | 0.1465 | 0.1954 | -0.0489 | -0.097 | 0.0974 | 0 |
Buy And Hold Return (%) | 27.3345 | 27.3345 | 27.3345 | 27.3345 | 27.3345 | 27.3345 |
Max Trade Drawdown | -316914 | -173523 | -256991 | -1272640 | -567056 | -1099534 |
Profit Factor | 1.1198 | 1.3472 | 0.9259 | 0.9869 | 1.1809 | 0.8327 |
Total Trades | 486 | 243 | 243 | 486 | 243 | 243 |
Winning Trades | 255 | 123 | 132 | 255 | 123 | 132 |
Losing Trades | 231 | 120 | 111 | 231 | 120 | 111 |
Profitability (%) | 52.4691 | 50.6173 | 54.321 | 52.4691 | 50.6173 | 54.321 |
Ratio Avg Win / Avg Loss | 1.0144 | 1.3144 | 0.7786 | 0.894 | 1.1521 | 0.7002 |
Largest Winning Trade | 63783 | 63783 | 40205 | 263073 | 134840 | 263073 |
Largest Losing Trade | -50659 | -37721 | -50659 | -270843 | -162305 | -270843 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3542 | 1767 | 1775 | 3542 | 1767 | 1775 |
Profit Streak | 11.398 | 11.398 | 14.898 | 11.398 | 11.398 | 14.898 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81986 | 347839 | -578636 | -576549 | -82334 | -578636 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3711, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605830400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759483988507, "expiration_time": 1764259056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.53711, "nc": 0.61765 } }, "second_band": { "type": "swma", "factors": { "length": 155, "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": [ [ 271845.9892217084, 362641.7890849382, -90795.7998632304, -83478.308741812, 508901.4687798721, -592379.7775216838 ], [ 271.845989, 362.641789, -90.7958, -83.478309, 508.901469, -592.379778 ], [ 0.146508, 0.195442, -0.048933, -0.096989, 0.097406, 0 ], [ 27.334465, 27.334465, 27.334465, 27.334465, 27.334465, 27.334465 ], [ -316914, -173523, -256991, -1272640, -567056, -1099534 ], [ 1.119795, 1.347243, 0.925876, 0.986863, 1.180909, 0.832721 ], [ 486, 243, 243, 486, 243, 243 ], [ 255, 123, 132, 255, 123, 132 ], [ 231, 120, 111, 231, 120, 111 ], [ 52.469136, 50.617284, 54.320988, 52.469136, 50.617284, 54.320988 ], [ 1.014402, 1.314383, 0.778577, 0.893981, 1.152107, 0.700242 ], [ 63783, 63783, 40205, 263073, 134840, 263073 ], [ -50659, -37721, -50659, -270843, -162305, -270843 ], [ 7, 7, 7, 7, 7, 7 ], [ 7, 7, 7, 7, 7, 7 ], [ 7, 7, 7, 7, 7, 7 ], [ 3542, 1767, 1775, 3542, 1767, 1775 ], [ 11.398015, 11.398015, 14.898015, 11.398015, 11.398015, 14.898015 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81986, 347839, -578636, -576549, -82334, -578636 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3711, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605830400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759483988507, "expiration_time": 1764259056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.53711, "nc": 0.61765 } }, "second_band": { "type": "swma", "factors": { "length": 155, "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) |
---|