Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762328.8459 | 744088.9696 | 18239.8763 | -568756.0257 | 849616.221 | -1418372.2467 |
Total P&L (%) | 762.3288 | 744.089 | 18.2399 | -568.756 | 849.6162 | -1418.3722 |
Avg Daily Profit (%) | 0.4099 | 0.4001 | 0.0098 | 0 | 0.1211 | 0 |
Buy And Hold Return (%) | 83.6963 | 83.6963 | 83.6963 | 83.6963 | 83.6963 | 83.6963 |
Max Trade Drawdown | -152720 | -48702 | -181827 | -3911331 | -1448658 | -2809312 |
Profit Factor | 2.1898 | 3.7905 | 1.0488 | 0.9302 | 1.2521 | 0.7035 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 15 | 16 | 27 | 14 | 13 |
Losing Trades | 30 | 15 | 15 | 34 | 16 | 18 |
Profitability (%) | 50.8197 | 50 | 51.6129 | 44.2623 | 46.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.1191 | 3.7905 | 0.9832 | 1.1714 | 1.431 | 0.974 |
Largest Winning Trade | 291430 | 291430 | 79256 | 1287628 | 997986 | 1287628 |
Largest Losing Trade | -117232 | -33385 | -117232 | -1852722 | -692174 | -1852722 |
Avg Bars in Trades | 87 | 102 | 72 | 87 | 102 | 72 |
Avg Bars in Winners | 122 | 144 | 101 | 101 | 117 | 84 |
Avg Bars in Losers | 50 | 60 | 40 | 75 | 89 | 63 |
Bars Traded | 5317 | 3082 | 2235 | 5317 | 3082 | 2235 |
Profit Streak | 54.3916 | 54.3916 | 80.0583 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150489 | 618155 | -512934 | -747342 | -32462 | -583954 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5579, "evaluation_days": 1859.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605081600000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759857838408, "expiration_time": 1764644256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 206, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 762328.845899443, 744088.9695915091, 18239.8763079339, -568756.0256599268, 849616.2210048568, -1418372.2466647835 ], [ 762.328846, 744.08897, 18.239876, -568.756026, 849.616221, -1418.372247 ], [ 0.409927, 0.400119, 0.009808, 0, 0.12111, 0 ], [ 83.696348, 83.696348, 83.696348, 83.696348, 83.696348, 83.696348 ], [ -152720, -48702, -181827, -3911331, -1448658, -2809312 ], [ 2.189751, 3.790463, 1.048758, 0.93024, 1.252105, 0.70345 ], [ 61, 30, 31, 61, 30, 31 ], [ 31, 15, 16, 27, 14, 13 ], [ 30, 15, 15, 34, 16, 18 ], [ 50.819672, 50, 51.612903, 44.262295, 46.666667, 41.935484 ], [ 2.119114, 3.790463, 0.98321, 1.171413, 1.430977, 0.974008 ], [ 291430, 291430, 79256, 1287628, 997986, 1287628 ], [ -117232, -33385, -117232, -1852722, -692174, -1852722 ], [ 87, 102, 72, 87, 102, 72 ], [ 122, 144, 101, 101, 117, 84 ], [ 50, 60, 40, 75, 89, 63 ], [ 5317, 3082, 2235, 5317, 3082, 2235 ], [ 54.391648, 54.391648, 80.058315, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150489, 618155, -512934, -747342, -32462, -583954 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5579, "evaluation_days": 1859.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605081600000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759857838408, "expiration_time": 1764644256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 206, "offset": 0, "scalar": 5 } } }
# | 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) |
---|