Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2344181.6787 | 2427299.1673 | -83117.4886 | -57296.3397 | 835110.5791 | -892406.9188 |
Total P&L (%) | 2344.1817 | 2427.2992 | -83.1175 | -57.2963 | 835.1106 | -892.4069 |
Avg Daily Profit (%) | 1.263 | 1.3078 | -0.0448 | -0.0458 | 0.1205 | 0 |
Buy And Hold Return (%) | 192.6245 | 192.6245 | 192.6245 | 192.6245 | 192.6245 | 192.6245 |
Max Trade Drawdown | -262983 | -167955 | -117295 | -2468334 | -1624729 | -898907 |
Profit Factor | 3.3265 | 6.0107 | 0.8411 | 0.9913 | 1.241 | 0.7132 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Profitability (%) | 39.6825 | 42.8571 | 36.5079 | 39.6825 | 42.8571 | 36.5079 |
Ratio Avg Win / Avg Loss | 5.0564 | 8.0143 | 1.4628 | 1.5068 | 1.6546 | 1.2404 |
Largest Winning Trade | 2406423 | 2406423 | 64425 | 2410224 | 2410224 | 399443 |
Largest Losing Trade | -58879 | -56596 | -58879 | -1388899 | -1388899 | -558255 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 72 | 70 | 73 | 72 | 70 | 73 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 5421 | 2887 | 2534 | 5421 | 2887 | 2534 |
Profit Streak | 8.4038 | 0 | 10.7371 | 8.4038 | 0 | 10.7371 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609183 | -127600 | -730669 | -581006 | -182523 | -730669 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5568, "evaluation_days": 1856, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602115200000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759513289606, "expiration_time": 1764317952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "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": [ [ 2344181.6786980308, 2427299.1673448617, -83117.4886468333, -57296.3396553865, 835110.5790949663, -892406.918750352 ], [ 2344.181679, 2427.299167, -83.117489, -57.29634, 835.110579, -892.406919 ], [ 1.263029, 1.307812, -0.044783, -0.045835, 0.120519, 0 ], [ 192.624521, 192.624521, 192.624521, 192.624521, 192.624521, 192.624521 ], [ -262983, -167955, -117295, -2468334, -1624729, -898907 ], [ 3.326548, 6.010696, 0.841123, 0.991289, 1.240951, 0.713221 ], [ 126, 63, 63, 126, 63, 63 ], [ 50, 27, 23, 50, 27, 23 ], [ 76, 36, 40, 76, 36, 40 ], [ 39.68254, 42.857143, 36.507937, 39.68254, 42.857143, 36.507937 ], [ 5.056354, 8.014261, 1.462822, 1.50676, 1.654602, 1.240384 ], [ 2406423, 2406423, 64425, 2410224, 2410224, 399443 ], [ -58879, -56596, -58879, -1388899, -1388899, -558255 ], [ 43, 45, 40, 43, 45, 40 ], [ 72, 70, 73, 72, 70, 73 ], [ 23, 26, 20, 23, 26, 20 ], [ 5421, 2887, 2534, 5421, 2887, 2534 ], [ 8.403815, 0, 10.737148, 8.403815, 0, 10.737148 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 609183, -127600, -730669, -581006, -182523, -730669 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5568, "evaluation_days": 1856, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602115200000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759513289606, "expiration_time": 1764317952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "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) |
---|