Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1560584.6626 | 1509070.3382 | 51514.3244 | 1877187.9797 | 3715986.8142 | -1838798.8345 |
Total P&L (%) | 1560.5847 | 1509.0703 | 51.5143 | 1877.188 | 3715.9868 | -1838.7988 |
Avg Daily Profit (%) | 0.8381 | 0.8105 | 0.0277 | 0.1604 | 0.1958 | 0 |
Buy And Hold Return (%) | 126.2066 | 126.2066 | 126.2066 | 126.2066 | 126.2066 | 126.2066 |
Max Trade Drawdown | -130717 | -75494 | -77998 | -6022233 | -3211495 | -3489372 |
Profit Factor | 4.6151 | 8.3738 | 1.2269 | 1.1429 | 1.6272 | 0.745 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 41.5584 | 43.5897 | 39.4737 | 41.5584 | 43.5897 | 39.4737 |
Ratio Avg Win / Avg Loss | 6.4899 | 10.8367 | 1.8812 | 1.6072 | 2.1058 | 1.1423 |
Largest Winning Trade | 1295869 | 1295869 | 77961 | 5350398 | 5350398 | 2082816 |
Largest Losing Trade | -46912 | -31716 | -46912 | -1521349 | -1103361 | -1521349 |
Avg Bars in Trades | 92 | 91 | 93 | 92 | 91 | 93 |
Avg Bars in Winners | 153 | 147 | 159 | 153 | 147 | 159 |
Avg Bars in Losers | 49 | 47 | 50 | 49 | 47 | 50 |
Bars Traded | 7124 | 3556 | 3568 | 7124 | 3556 | 3568 |
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 | -28848 | 692317 | -325028 | -104071 | 309966 | -583191 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7448, "evaluation_days": 1862, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602914400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760062923492, "expiration_time": 1764880704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 172 } }, "second_band": { "type": "wma", "factors": { "length": 14, "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": [ [ 1560584.6625908948, 1509070.3381729294, 51514.3244179649, 1877187.9797282978, 3715986.8142097536, -1838798.8344814565 ], [ 1560.584663, 1509.070338, 51.514324, 1877.18798, 3715.986814, -1838.798834 ], [ 0.838123, 0.810457, 0.027666, 0.1604, 0.195776, 0 ], [ 126.206629, 126.206629, 126.206629, 126.206629, 126.206629, 126.206629 ], [ -130717, -75494, -77998, -6022233, -3211495, -3489372 ], [ 4.615051, 8.373811, 1.226897, 1.142914, 1.627214, 0.744983 ], [ 77, 39, 38, 77, 39, 38 ], [ 32, 17, 15, 32, 17, 15 ], [ 45, 22, 23, 45, 22, 23 ], [ 41.558442, 43.589744, 39.473684, 41.558442, 43.589744, 39.473684 ], [ 6.489916, 10.836696, 1.881242, 1.607223, 2.105807, 1.142307 ], [ 1295869, 1295869, 77961, 5350398, 5350398, 2082816 ], [ -46912, -31716, -46912, -1521349, -1103361, -1521349 ], [ 92, 91, 93, 92, 91, 93 ], [ 153, 147, 159, 153, 147, 159 ], [ 49, 47, 50, 49, 47, 50 ], [ 7124, 3556, 3568, 7124, 3556, 3568 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -28848, 692317, -325028, -104071, 309966, -583191 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7448, "evaluation_days": 1862, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602914400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760062923492, "expiration_time": 1764880704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 172 } }, "second_band": { "type": "wma", "factors": { "length": 14, "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) |
---|