Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951191.3763 | 902812.313 | 48379.0632 | 1186372.3149 | 950834.309 | 235538.006 |
Total P&L (%) | 951.1914 | 902.8123 | 48.3791 | 1186.3723 | 950.8343 | 235.538 |
Avg Daily Profit (%) | 0.515 | 0.4888 | 0.0262 | 0.1384 | 0.1274 | 0.0656 |
Buy And Hold Return (%) | 233.7044 | 233.7044 | 233.7044 | 233.7044 | 233.7044 | 233.7044 |
Max Trade Drawdown | -94771 | -73063 | -144645 | -1142400 | -783245 | -783501 |
Profit Factor | 2.3483 | 3.8435 | 1.1247 | 1.3108 | 1.4968 | 1.1238 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 52.2222 | 51.1111 | 53.3333 | 52.2222 | 51.1111 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.1484 | 3.6764 | 0.9841 | 1.1992 | 1.4317 | 0.9833 |
Largest Winning Trade | 476314 | 476314 | 75361 | 686280 | 686280 | 524105 |
Largest Losing Trade | -62256 | -44269 | -62256 | -541461 | -541461 | -479425 |
Avg Bars in Trades | 40 | 38 | 41 | 40 | 38 | 41 |
Avg Bars in Winners | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 3608 | 1739 | 1869 | 3608 | 1739 | 1869 |
Profit Streak | 56.8758 | 56.8758 | 158.3758 | 56.8758 | 56.8758 | 158.3758 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538933 | 571693 | -406841 | -7066 | -22584 | -352932 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758834065679, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.70916 } } }
{ "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": [ [ 951191.3762676436, 902812.313040671, 48379.0632269728, 1186372.3149284357, 950834.3089738374, 235538.005954599 ], [ 951.191376, 902.812313, 48.379063, 1186.372315, 950.834309, 235.538006 ], [ 0.514993, 0.488799, 0.026193, 0.138396, 0.127432, 0.065564 ], [ 233.704425, 233.704425, 233.704425, 233.704425, 233.704425, 233.704425 ], [ -94771, -73063, -144645, -1142400, -783245, -783501 ], [ 2.34828, 3.843542, 1.124692, 1.310789, 1.496753, 1.123759 ], [ 90, 45, 45, 90, 45, 45 ], [ 47, 23, 24, 47, 23, 24 ], [ 43, 22, 21, 43, 22, 21 ], [ 52.222222, 51.111111, 53.333333, 52.222222, 51.111111, 53.333333 ], [ 2.148426, 3.676431, 0.984105, 1.199232, 1.431676, 0.983289 ], [ 476314, 476314, 75361, 686280, 686280, 524105 ], [ -62256, -44269, -62256, -541461, -541461, -479425 ], [ 40, 38, 41, 40, 38, 41 ], [ 54, 52, 55, 54, 52, 55 ], [ 24, 24, 25, 24, 24, 25 ], [ 3608, 1739, 1869, 3608, 1739, 1869 ], [ 56.87576, 56.87576, 158.37576, 56.87576, 56.87576, 158.37576 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 538933, 571693, -406841, -7066, -22584, -352932 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758834065679, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.70916 } } }
# | 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) |
---|