Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941862.4494 | 830917.4538 | 110944.9956 | 4818337.2537 | 2283470.2167 | 2534867.037 |
Total P&L (%) | 941.8624 | 830.9175 | 110.945 | 4818.3373 | 2283.4702 | 2534.867 |
Avg Daily Profit (%) | 0.5057 | 0.4462 | 0.0596 | 0.2094 | 0.1704 | 0.1758 |
Buy And Hold Return (%) | 146.1832 | 146.1832 | 146.1832 | 146.1832 | 146.1832 | 146.1832 |
Max Trade Drawdown | -108739 | -66988 | -75128 | -8656748 | -4792567 | -5867350 |
Profit Factor | 2.601 | 4.3361 | 1.3271 | 1.2478 | 1.2442 | 1.2511 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 42.5287 | 45.4545 | 39.5349 | 42.5287 | 45.4545 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.5149 | 5.2034 | 2.0296 | 1.6862 | 1.493 | 1.9135 |
Largest Winning Trade | 388191 | 388191 | 74900 | 2965569 | 2469109 | 2965569 |
Largest Losing Trade | -45906 | -27366 | -45906 | -1633693 | -1270268 | -1633693 |
Avg Bars in Trades | 124 | 116 | 132 | 124 | 116 | 132 |
Avg Bars in Winners | 225 | 193 | 262 | 225 | 193 | 262 |
Avg Bars in Losers | 50 | 52 | 48 | 50 | 52 | 48 |
Bars Traded | 10854 | 5140 | 5714 | 10854 | 5140 | 5714 |
Profit Streak | 0 | 0 | 57.6308 | 0 | 0 | 57.6308 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452397 | 535082 | -281251 | 227550 | 209470 | 189699 |
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{ "first_band": { "type": "vwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 66, "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": [ [ 941862.4493561813, 830917.4537910034, 110944.9955651778, 4818337.253673788, 2283470.2166712503, 2534867.0370025346 ], [ 941.862449, 830.917454, 110.944996, 4818.337254, 2283.470217, 2534.867037 ], [ 0.505744, 0.446171, 0.059573, 0.209395, 0.170423, 0.175817 ], [ 146.183206, 146.183206, 146.183206, 146.183206, 146.183206, 146.183206 ], [ -108739, -66988, -75128, -8656748, -4792567, -5867350 ], [ 2.60102, 4.336131, 1.327056, 1.2478, 1.244208, 1.251128 ], [ 87, 44, 43, 87, 44, 43 ], [ 37, 20, 17, 37, 20, 17 ], [ 50, 24, 26, 50, 24, 26 ], [ 42.528736, 45.454545, 39.534884, 42.528736, 45.454545, 39.534884 ], [ 3.514892, 5.203357, 2.029616, 1.686216, 1.493049, 1.91349 ], [ 388191, 388191, 74900, 2965569, 2469109, 2965569 ], [ -45906, -27366, -45906, -1633693, -1270268, -1633693 ], [ 124, 116, 132, 124, 116, 132 ], [ 225, 193, 262, 225, 193, 262 ], [ 50, 52, 48, 50, 52, 48 ], [ 10854, 5140, 5714, 10854, 5140, 5714 ], [ 0, 0, 57.630841, 0, 0, 57.630841 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 452397, 535082, -281251, 227550, 209470, 189699 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11174, "evaluation_days": 1862.33, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601107200000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760094504698, "expiration_time": 1764910368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 66, "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) |
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