Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1262391.6782 | 1417671.5587 | -155279.8806 | -161588.6871 | -323308.7906 | 161720.1035 |
Total P&L (%) | 1262.3917 | 1417.6716 | -155.2799 | -161.5887 | -323.3088 | 161.7201 |
Avg Daily Profit (%) | 0.6789 | 0.7624 | -0.0835 | 0 | 0 | 0.0518 |
Buy And Hold Return (%) | 145.7871 | 145.7871 | 145.7871 | 145.7871 | 145.7871 | 145.7871 |
Max Trade Drawdown | -160406 | -90863 | -158918 | -890789 | -555738 | -210992 |
Profit Factor | 2.6366 | 6.1345 | 0.6865 | 0.8912 | 0.5735 | 1.2225 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 14 | 16 | 28 | 15 | 13 |
Losing Trades | 30 | 16 | 14 | 32 | 15 | 17 |
Profitability (%) | 50 | 46.6667 | 53.3333 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.6366 | 7.0108 | 0.6007 | 1.0185 | 0.5735 | 1.5987 |
Largest Winning Trade | 1411104 | 1411104 | 70626 | 441026 | 137858 | 441026 |
Largest Losing Trade | -149360 | -41136 | -149360 | -555738 | -555738 | -209461 |
Avg Bars in Trades | 60 | 57 | 62 | 60 | 57 | 62 |
Avg Bars in Winners | 77 | 69 | 85 | 43 | 49 | 37 |
Avg Bars in Losers | 42 | 47 | 36 | 74 | 65 | 82 |
Bars Traded | 3601 | 1724 | 1877 | 3601 | 1724 | 1877 |
Profit Streak | 56.0737 | 56.0737 | 76.5737 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154938 | 741261 | -579428 | -753907 | -580825 | -257497 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3719, "evaluation_days": 1859.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759801567577, "expiration_time": 1764615024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 68, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "zlma", "factors": { "length": 93, "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": [ [ 1262391.6781892336, 1417671.5587450147, -155279.8805557805, -161588.6871014675, -323308.7906394759, 161720.1035380085 ], [ 1262.391678, 1417.671559, -155.279881, -161.588687, -323.308791, 161.720104 ], [ 0.678888, 0.762394, -0.083506, 0, 0, 0.051753 ], [ 145.787094, 145.787094, 145.787094, 145.787094, 145.787094, 145.787094 ], [ -160406, -90863, -158918, -890789, -555738, -210992 ], [ 2.636567, 6.134452, 0.686465, 0.891167, 0.573496, 1.222543 ], [ 60, 30, 30, 60, 30, 30 ], [ 30, 14, 16, 28, 15, 13 ], [ 30, 16, 14, 32, 15, 17 ], [ 50, 46.666667, 53.333333, 46.666667, 50, 43.333333 ], [ 2.636567, 7.010803, 0.600657, 1.018476, 0.573496, 1.59871 ], [ 1411104, 1411104, 70626, 441026, 137858, 441026 ], [ -149360, -41136, -149360, -555738, -555738, -209461 ], [ 60, 57, 62, 60, 57, 62 ], [ 77, 69, 85, 43, 49, 37 ], [ 42, 47, 36, 74, 65, 82 ], [ 3601, 1724, 1877, 3601, 1724, 1877 ], [ 56.073699, 56.073699, 76.573699, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -154938, 741261, -579428, -753907, -580825, -257497 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3719, "evaluation_days": 1859.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759801567577, "expiration_time": 1764615024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 68, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "zlma", "factors": { "length": 93, "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) |
---|