Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978771.645 | 890683.7369 | 88087.9081 | 1689499.9546 | 738325.5626 | 951174.392 |
Total P&L (%) | 978.7716 | 890.6837 | 88.0879 | 1689.5 | 738.3256 | 951.1744 |
Avg Daily Profit (%) | 0.5251 | 0.4778 | 0.0473 | 0.1549 | 0.1141 | 0.1263 |
Buy And Hold Return (%) | 62.7119 | 62.7119 | 62.7119 | 62.7119 | 62.7119 | 62.7119 |
Max Trade Drawdown | -130941 | -48276 | -109206 | -3223144 | -1691071 | -2314062 |
Profit Factor | 2.4175 | 3.9974 | 1.224 | 1.2622 | 1.2172 | 1.3124 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 46.4789 | 50 | 42.8571 | 46.4789 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7838 | 3.9974 | 1.6319 | 1.4534 | 1.2172 | 1.7499 |
Largest Winning Trade | 215041 | 215041 | 78408 | 1394240 | 1394240 | 918347 |
Largest Losing Trade | -80767 | -37045 | -80767 | -1299237 | -879940 | -1299237 |
Avg Bars in Trades | 51 | 58 | 43 | 51 | 58 | 43 |
Avg Bars in Winners | 78 | 85 | 70 | 78 | 85 | 70 |
Avg Bars in Losers | 27 | 32 | 22 | 27 | 32 | 22 |
Bars Traded | 3638 | 2119 | 1519 | 3638 | 2119 | 1519 |
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 | -77224 | 628921 | -171742 | -85142 | -40635 | -25524 |
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{ "first_band": { "type": "t3", "factors": { "length": 40, "offset": 0, "a": 0.63933 } }, "second_band": { "type": "vwma", "factors": { "length": 52, "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": [ [ 978771.645011628, 890683.7369199957, 88087.9080916319, 1689499.954601016, 738325.562635585, 951174.3919654312 ], [ 978.771645, 890.683737, 88.087908, 1689.499955, 738.325563, 951.174392 ], [ 0.525092, 0.477835, 0.047257, 0.154869, 0.114134, 0.126286 ], [ 62.711864, 62.711864, 62.711864, 62.711864, 62.711864, 62.711864 ], [ -130941, -48276, -109206, -3223144, -1691071, -2314062 ], [ 2.417534, 3.997447, 1.223956, 1.262182, 1.217193, 1.312415 ], [ 71, 36, 35, 71, 36, 35 ], [ 33, 18, 15, 33, 18, 15 ], [ 38, 18, 20, 38, 18, 20 ], [ 46.478873, 50, 42.857143, 46.478873, 50, 42.857143 ], [ 2.783827, 3.997447, 1.631941, 1.453422, 1.217193, 1.749887 ], [ 215041, 215041, 78408, 1394240, 1394240, 918347 ], [ -80767, -37045, -80767, -1299237, -879940, -1299237 ], [ 51, 58, 43, 51, 58, 43 ], [ 78, 85, 70, 78, 85, 70 ], [ 27, 32, 22, 27, 32, 22 ], [ 3638, 2119, 1519, 3638, 2119, 1519 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77224, 628921, -171742, -85142, -40635, -25524 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3728, "evaluation_days": 1864, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601380800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760228194664, "expiration_time": 1765015488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 40, "offset": 0, "a": 0.63933 } }, "second_band": { "type": "vwma", "factors": { "length": 52, "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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