Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2093744.3351 | 2037643.0901 | 56101.245 | 781329.2569 | 869841.867 | -88512.6101 |
Total P&L (%) | 2093.7443 | 2037.6431 | 56.1012 | 781.3293 | 869.8419 | -88.5126 |
Avg Daily Profit (%) | 1.1293 | 1.0991 | 0.0303 | 0.1175 | 0.1226 | -0.1166 |
Buy And Hold Return (%) | 120.339 | 120.339 | 120.339 | 120.339 | 120.339 | 120.339 |
Max Trade Drawdown | -132018 | -64362 | -127341 | -2542765 | -1256539 | -1994430 |
Profit Factor | 4.7764 | 10.0238 | 1.1707 | 1.0894 | 1.2402 | 0.9827 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 44.2623 | 35.4839 | 53.3333 | 44.2623 | 35.4839 | 53.3333 |
Ratio Avg Win / Avg Loss | 6.0148 | 18.225 | 1.0244 | 1.3719 | 2.2549 | 0.8599 |
Largest Winning Trade | 1866990 | 1866990 | 74708 | 1090515 | 1090515 | 1022383 |
Largest Losing Trade | -66524 | -33892 | -66524 | -1496288 | -682267 | -1496288 |
Avg Bars in Trades | 177 | 161 | 193 | 177 | 161 | 193 |
Avg Bars in Winners | 301 | 330 | 280 | 301 | 330 | 280 |
Avg Bars in Losers | 78 | 68 | 93 | 78 | 68 | 93 |
Bars Traded | 10816 | 5012 | 5804 | 10816 | 5012 | 5804 |
Profit Streak | 0 | 0 | 44.481 | 0 | 0 | 44.481 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147148 | 585673 | -350033 | -326512 | -33753 | -579838 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11124, "evaluation_days": 1854, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602417600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375960277, "expiration_time": 1764168768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 71, "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": [ [ 2093744.3351173084, 2037643.0900715645, 56101.2450457439, 781329.256899541, 869841.8669814204, -88512.6100818792 ], [ 2093.744335, 2037.64309, 56.101245, 781.329257, 869.841867, -88.51261 ], [ 1.129312, 1.099052, 0.03026, 0.117451, 0.122619, -0.116648 ], [ 120.338983, 120.338983, 120.338983, 120.338983, 120.338983, 120.338983 ], [ -132018, -64362, -127341, -2542765, -1256539, -1994430 ], [ 4.776426, 10.023761, 1.17072, 1.089429, 1.240216, 0.982698 ], [ 61, 31, 30, 61, 31, 30 ], [ 27, 11, 16, 27, 11, 16 ], [ 34, 20, 14, 34, 20, 14 ], [ 44.262295, 35.483871, 53.333333, 44.262295, 35.483871, 53.333333 ], [ 6.014758, 18.22502, 1.02438, 1.371873, 2.254938, 0.859861 ], [ 1866990, 1866990, 74708, 1090515, 1090515, 1022383 ], [ -66524, -33892, -66524, -1496288, -682267, -1496288 ], [ 177, 161, 193, 177, 161, 193 ], [ 301, 330, 280, 301, 330, 280 ], [ 78, 68, 93, 78, 68, 93 ], [ 10816, 5012, 5804, 10816, 5012, 5804 ], [ 0, 0, 44.481022, 0, 0, 44.481022 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147148, 585673, -350033, -326512, -33753, -579838 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11124, "evaluation_days": 1854, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602417600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375960277, "expiration_time": 1764168768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 71, "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) |
---|