Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088441.2897 | 901003.9153 | 187437.3744 | 22947138.1756 | 12511375.4854 | 10435762.6902 |
Total P&L (%) | 1088.4413 | 901.0039 | 187.4374 | 22947.1382 | 12511.3755 | 10435.7627 |
Avg Daily Profit (%) | 0.5848 | 0.4841 | 0.1007 | 0.2927 | 0.2602 | 0.2505 |
Buy And Hold Return (%) | 81.9189 | 81.9189 | 81.9189 | 81.9189 | 81.9189 | 81.9189 |
Max Trade Drawdown | -124655 | -80476 | -78180 | -55817172 | -31300808 | -33879754 |
Profit Factor | 3.2052 | 5.2974 | 1.6602 | 1.2291 | 1.2626 | 1.1988 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 45 | 47.5 | 42.5 | 45 | 47.5 | 42.5 |
Ratio Avg Win / Avg Loss | 3.9175 | 5.855 | 2.2461 | 1.5023 | 1.3955 | 1.6219 |
Largest Winning Trade | 411812 | 411812 | 73771 | 16759783 | 14240338 | 16759783 |
Largest Losing Trade | -37482 | -23755 | -37482 | -11290016 | -9586785 | -11290016 |
Avg Bars in Trades | 91 | 86 | 95 | 91 | 86 | 95 |
Avg Bars in Winners | 151 | 133 | 171 | 151 | 133 | 171 |
Avg Bars in Losers | 41 | 44 | 38 | 41 | 44 | 38 |
Bars Traded | 7285 | 3476 | 3809 | 7285 | 3476 | 3809 |
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 | -8269 | 631253 | -63245 | -16130 | 268684 | 173709 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7445, "evaluation_days": 1861.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601229600000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759994434169, "expiration_time": 1764813960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 81, "offset": 14 } }, "second_band": { "type": "vwma", "factors": { "length": 9, "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": [ [ 1088441.2897299265, 901003.9153029821, 187437.3744269441, 22947138.175601278, 12511375.485388529, 10435762.690212738 ], [ 1088.44129, 901.003915, 187.437374, 22947.138176, 12511.375485, 10435.76269 ], [ 0.58479, 0.484085, 0.100705, 0.292711, 0.260227, 0.250541 ], [ 81.918936, 81.918936, 81.918936, 81.918936, 81.918936, 81.918936 ], [ -124655, -80476, -78180, -55817172, -31300808, -33879754 ], [ 3.205195, 5.297417, 1.66018, 1.229125, 1.262553, 1.198782 ], [ 80, 40, 40, 80, 40, 40 ], [ 36, 19, 17, 36, 19, 17 ], [ 44, 21, 23, 44, 21, 23 ], [ 45, 47.5, 42.5, 45, 47.5, 42.5 ], [ 3.917461, 5.85504, 2.246126, 1.502264, 1.395453, 1.621882 ], [ 411812, 411812, 73771, 16759783, 14240338, 16759783 ], [ -37482, -23755, -37482, -11290016, -9586785, -11290016 ], [ 91, 86, 95, 91, 86, 95 ], [ 151, 133, 171, 151, 133, 171 ], [ 41, 44, 38, 41, 44, 38 ], [ 7285, 3476, 3809, 7285, 3476, 3809 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -8269, 631253, -63245, -16130, 268684, 173709 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7445, "evaluation_days": 1861.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601229600000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759994434169, "expiration_time": 1764813960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 81, "offset": 14 } }, "second_band": { "type": "vwma", "factors": { "length": 9, "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) |
---|