Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550520.5672 | 1424122.1614 | 126398.4058 | 5570774.384 | 4719792.4473 | 850981.9367 |
Total P&L (%) | 1550.5206 | 1424.1222 | 126.3984 | 5570.7744 | 4719.7924 | 850.9819 |
Avg Daily Profit (%) | 0.8365 | 0.7683 | 0.0682 | 0.2181 | 0.2093 | 0.1216 |
Buy And Hold Return (%) | 42.4808 | 42.4808 | 42.4808 | 42.4808 | 42.4808 | 42.4808 |
Max Trade Drawdown | -102694 | -61496 | -84096 | -5148114 | -2623271 | -3801988 |
Profit Factor | 4.8362 | 7.9483 | 1.6345 | 1.3906 | 1.5941 | 1.1347 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 38.2353 | 38.2353 | 38.2353 | 38.2353 | 38.2353 | 38.2353 |
Ratio Avg Win / Avg Loss | 7.8123 | 12.8395 | 2.6403 | 2.2463 | 2.575 | 1.833 |
Largest Winning Trade | 1161781 | 1161781 | 77072 | 5066132 | 5066132 | 3273804 |
Largest Losing Trade | -36588 | -25937 | -36588 | -1526970 | -1526970 | -989497 |
Avg Bars in Trades | 74 | 74 | 75 | 74 | 74 | 75 |
Avg Bars in Winners | 162 | 163 | 161 | 162 | 163 | 161 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 5083 | 2525 | 2558 | 5083 | 2525 | 2558 |
Profit Streak | 54.5732 | 61.5732 | 0 | 54.5732 | 61.5732 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96918 | 626054 | -106519 | -107849 | 254747 | -106127 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5561, "evaluation_days": 1853.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605398400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759326325153, "expiration_time": 1764110304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 1550520.5672205777, 1424122.161437495, 126398.405783083, 5570774.383955534, 4719792.447302977, 850981.9366525572 ], [ 1550.520567, 1424.122161, 126.398406, 5570.774384, 4719.792447, 850.981937 ], [ 0.83646, 0.768272, 0.068188, 0.218071, 0.20928, 0.12158 ], [ 42.480843, 42.480843, 42.480843, 42.480843, 42.480843, 42.480843 ], [ -102694, -61496, -84096, -5148114, -2623271, -3801988 ], [ 4.836211, 7.948292, 1.634466, 1.390577, 1.59405, 1.134695 ], [ 68, 34, 34, 68, 34, 34 ], [ 26, 13, 13, 26, 13, 13 ], [ 42, 21, 21, 42, 21, 21 ], [ 38.235294, 38.235294, 38.235294, 38.235294, 38.235294, 38.235294 ], [ 7.812341, 12.839549, 2.640291, 2.246316, 2.575004, 1.832969 ], [ 1161781, 1161781, 77072, 5066132, 5066132, 3273804 ], [ -36588, -25937, -36588, -1526970, -1526970, -989497 ], [ 74, 74, 75, 74, 74, 75 ], [ 162, 163, 161, 162, 163, 161 ], [ 20, 18, 21, 20, 18, 21 ], [ 5083, 2525, 2558, 5083, 2525, 2558 ], [ 54.573208, 61.573208, 0, 54.573208, 61.573208, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -96918, 626054, -106519, -107849, 254747, -106127 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5561, "evaluation_days": 1853.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605398400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759326325153, "expiration_time": 1764110304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
---|