Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065167.6286 | 980048.0215 | 85119.6071 | 1989240.7936 | 2940535.2197 | -951294.4261 |
Total P&L (%) | 1065.1676 | 980.048 | 85.1196 | 1989.2408 | 2940.5352 | -951.2944 |
Avg Daily Profit (%) | 0.5719 | 0.5262 | 0.0457 | 0.1633 | 0.1835 | 0 |
Buy And Hold Return (%) | 95.6128 | 95.6128 | 95.6128 | 95.6128 | 95.6128 | 95.6128 |
Max Trade Drawdown | -120127 | -78823 | -74614 | -9291326 | -4708235 | -5017691 |
Profit Factor | 2.6466 | 4.6265 | 1.226 | 1.1059 | 1.3922 | 0.9157 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 48.0769 | 48.0769 | 48.0769 | 48.0769 | 48.0769 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.8583 | 4.9966 | 1.3241 | 1.1944 | 1.5035 | 0.9889 |
Largest Winning Trade | 480335 | 480335 | 72395 | 4774385 | 4774385 | 2420031 |
Largest Losing Trade | -58062 | -36102 | -58062 | -2941838 | -2569382 | -2941838 |
Avg Bars in Trades | 104 | 114 | 94 | 104 | 114 | 94 |
Avg Bars in Winners | 159 | 179 | 139 | 159 | 179 | 139 |
Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
Bars Traded | 10857 | 5956 | 4901 | 10857 | 5956 | 4901 |
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 | 568542 | -162456 | -478825 | -96746 | -171148 | -761581 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11176, "evaluation_days": 1862.67, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602691200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760125196950, "expiration_time": 1764940032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 159, "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": [ [ 1065167.628625099, 980048.0215465548, 85119.6070785439, 1989240.7935996852, 2940535.2197181466, -951294.4261184592 ], [ 1065.167629, 980.048022, 85.119607, 1989.240794, 2940.53522, -951.294426 ], [ 0.57185, 0.526152, 0.045698, 0.163307, 0.183487, 0 ], [ 95.612763, 95.612763, 95.612763, 95.612763, 95.612763, 95.612763 ], [ -120127, -78823, -74614, -9291326, -4708235, -5017691 ], [ 2.646598, 4.626483, 1.225996, 1.105934, 1.392165, 0.915664 ], [ 104, 52, 52, 104, 52, 52 ], [ 50, 25, 25, 50, 25, 25 ], [ 54, 27, 27, 54, 27, 27 ], [ 48.076923, 48.076923, 48.076923, 48.076923, 48.076923, 48.076923 ], [ 2.858326, 4.996602, 1.324076, 1.194409, 1.503539, 0.988918 ], [ 480335, 480335, 72395, 4774385, 4774385, 2420031 ], [ -58062, -36102, -58062, -2941838, -2569382, -2941838 ], [ 104, 114, 94, 104, 114, 94 ], [ 159, 179, 139, 159, 179, 139 ], [ 52, 53, 51, 52, 53, 51 ], [ 10857, 5956, 4901, 10857, 5956, 4901 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 568542, -162456, -478825, -96746, -171148, -761581 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11176, "evaluation_days": 1862.67, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602691200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760125196950, "expiration_time": 1764940032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 159, "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) |
---|