Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -777956.3848 | 75826.5965 | -853782.9814 | 2622800.2003 | -2766943.5797 | 5389743.78 |
Total P&L (%) | -777.9564 | 75.8266 | -853.783 | 2622.8002 | -2766.9436 | 5389.7438 |
Avg Daily Profit (%) | -0.4212 | 0.0411 | -0.4623 | 0.1791 | 0 | 0.2171 |
Buy And Hold Return (%) | 24.0174 | 24.0174 | 24.0174 | 24.0174 | 24.0174 | 24.0174 |
Max Trade Drawdown | -881349 | -77628 | -263556 | -5281131 | -5255677 | -1532362 |
Profit Factor | 0.4169 | 1.3972 | 0.2532 | 1.2522 | 0.5989 | 2.5397 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 12 | 17 | 29 | 15 | 14 |
Losing Trades | 31 | 18 | 13 | 31 | 15 | 16 |
Profitability (%) | 48.3333 | 40 | 56.6667 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.4456 | 2.0958 | 0.1936 | 1.3386 | 0.5989 | 2.9026 |
Largest Winning Trade | 85898 | 85898 | 68509 | 3395784 | 1779367 | 3395784 |
Largest Losing Trade | -778893 | -64101 | -778893 | -4395789 | -4395789 | -859353 |
Avg Bars in Trades | 56 | 50 | 63 | 56 | 50 | 63 |
Avg Bars in Winners | 58 | 67 | 51 | 63 | 51 | 75 |
Avg Bars in Losers | 55 | 39 | 78 | 51 | 49 | 52 |
Bars Traded | 3416 | 1512 | 1904 | 3416 | 1512 | 1904 |
Profit Streak | 128.8758 | 0 | 130.3758 | 128.8758 | 0 | 130.3758 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754358 | -143186 | -579393 | -165930 | -580825 | 440989 |
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{ "first_band": { "type": "vwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 189 } } }
{ "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": [ [ -777956.3848252492, 75826.5965349395, -853782.9813601892, 2622800.2002873593, -2766943.5797150796, 5389743.780002439 ], [ -777.956385, 75.826597, -853.782981, 2622.8002, -2766.94358, 5389.74378 ], [ -0.4212, 0.041054, -0.462254, 0.179058, 0, 0.217099 ], [ 24.017377, 24.017377, 24.017377, 24.017377, 24.017377, 24.017377 ], [ -881349, -77628, -263556, -5281131, -5255677, -1532362 ], [ 0.416869, 1.397232, 0.253173, 1.25222, 0.598904, 2.539746 ], [ 60, 30, 30, 60, 30, 30 ], [ 29, 12, 17, 29, 15, 14 ], [ 31, 18, 13, 31, 15, 16 ], [ 48.333333, 40, 56.666667, 48.333333, 50, 46.666667 ], [ 0.445618, 2.095848, 0.193603, 1.33858, 0.598904, 2.902567 ], [ 85898, 85898, 68509, 3395784, 1779367, 3395784 ], [ -778893, -64101, -778893, -4395789, -4395789, -859353 ], [ 56, 50, 63, 56, 50, 63 ], [ 58, 67, 51, 63, 51, 75 ], [ 55, 39, 78, 51, 49, 52 ], [ 3416, 1512, 1904, 3416, 1512, 1904 ], [ 128.875777, 0, 130.375777, 128.875777, 0, 130.375777 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -754358, -143186, -579393, -165930, -580825, 440989 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1607342400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758834067177, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 189 } } }
# | 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) |
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