Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624432.0981 | 629463.5603 | -5031.4623 | 260434.2207 | 237410.6278 | 23023.5929 |
Total P&L (%) | 624.4321 | 629.4636 | -5.0315 | 260.4342 | 237.4106 | 23.0236 |
Avg Daily Profit (%) | 0.3376 | 0.3403 | -0.0027 | 0.0693 | 0.0658 | 0.0112 |
Buy And Hold Return (%) | 59.263 | 59.263 | 59.263 | 59.263 | 59.263 | 59.263 |
Max Trade Drawdown | -91545 | -50005 | -156746 | -384097 | -234124 | -212733 |
Profit Factor | 1.9647 | 3.5216 | 0.9873 | 1.1783 | 1.3356 | 1.0306 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 46.25 | 45 | 47.5 | 46.25 | 45 | 47.5 |
Ratio Avg Win / Avg Loss | 2.2833 | 4.3042 | 1.0913 | 1.3694 | 1.6324 | 1.139 |
Largest Winning Trade | 354852 | 354852 | 77346 | 189556 | 189556 | 175943 |
Largest Losing Trade | -52062 | -31646 | -52062 | -194535 | -194535 | -113870 |
Avg Bars in Trades | 275 | 264 | 285 | 275 | 264 | 285 |
Avg Bars in Winners | 421 | 397 | 443 | 421 | 397 | 443 |
Avg Bars in Losers | 149 | 155 | 143 | 149 | 155 | 143 |
Bars Traded | 22020 | 10583 | 11437 | 22020 | 10583 | 11437 |
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 | -12290 | 505129 | -580055 | -151873 | -107837 | -531504 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22197, "evaluation_days": 1849.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600027200000, "last_datapoint_time": 1759053600000, "evaluation_time": 1759055193300, "expiration_time": 1764807062400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.09737 } }, "second_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 3 } } }
{ "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": [ [ 624432.0980551448, 629463.5603363705, -5031.4622812259, 260434.2207319529, 237410.6278023187, 23023.5929296341 ], [ 624.432098, 629.46356, -5.031462, 260.434221, 237.410628, 23.023593 ], [ 0.337576, 0.340297, -0.00272, 0.069338, 0.065767, 0.011202 ], [ 59.262962, 59.262962, 59.262962, 59.262962, 59.262962, 59.262962 ], [ -91545, -50005, -156746, -384097, -234124, -212733 ], [ 1.964675, 3.521604, 0.987348, 1.178288, 1.335638, 1.030559 ], [ 80, 40, 40, 80, 40, 40 ], [ 37, 18, 19, 37, 18, 19 ], [ 43, 22, 21, 43, 22, 21 ], [ 46.25, 45, 47.5, 46.25, 45, 47.5 ], [ 2.28327, 4.304182, 1.091279, 1.369361, 1.632447, 1.139039 ], [ 354852, 354852, 77346, 189556, 189556, 175943 ], [ -52062, -31646, -52062, -194535, -194535, -113870 ], [ 275, 264, 285, 275, 264, 285 ], [ 421, 397, 443, 421, 397, 443 ], [ 149, 155, 143, 149, 155, 143 ], [ 22020, 10583, 11437, 22020, 10583, 11437 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -12290, 505129, -580055, -151873, -107837, -531504 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22197, "evaluation_days": 1849.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600027200000, "last_datapoint_time": 1759053600000, "evaluation_time": 1759055193300, "expiration_time": 1764807062400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.09737 } }, "second_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 3 } } }
# | 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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