Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1004516.4171 | 948036.7363 | 56479.6808 | 971561.9482 | -480102.9779 | 1451664.926 |
Total P&L (%) | 1004.5164 | 948.0367 | 56.4797 | 971.5619 | -480.103 | 1451.6649 |
Avg Daily Profit (%) | 0.5398 | 0.5094 | 0.0303 | 0.1275 | 0 | 0.1474 |
Buy And Hold Return (%) | 145.5463 | 145.5463 | 145.5463 | 145.5463 | 145.5463 | 145.5463 |
Max Trade Drawdown | -130960 | -69519 | -124571 | -3255152 | -2025100 | -1910121 |
Profit Factor | 2.9004 | 4.9014 | 1.1978 | 1.1004 | 0.9126 | 1.3469 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 49.3333 | 47.3684 | 51.3514 | 49.3333 | 47.3684 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.9788 | 5.446 | 1.1347 | 1.1302 | 1.014 | 1.2761 |
Largest Winning Trade | 752782 | 752782 | 72670 | 1449099 | 1069413 | 1449099 |
Largest Losing Trade | -42700 | -36077 | -42700 | -1334377 | -1334377 | -834626 |
Avg Bars in Trades | 94 | 87 | 102 | 94 | 87 | 102 |
Avg Bars in Winners | 140 | 121 | 158 | 140 | 121 | 158 |
Avg Bars in Losers | 50 | 56 | 43 | 50 | 56 | 43 |
Bars Traded | 7111 | 3317 | 3794 | 7111 | 3317 | 3794 |
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 | -45122 | 614535 | -320918 | -194184 | -580121 | 171136 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7444, "evaluation_days": 1861, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603648800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759979549582, "expiration_time": 1764791712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 1004516.417137285, 948036.7363108766, 56479.6808264081, 971561.9481535486, -480102.9778889701, 1451664.9260425195 ], [ 1004.516417, 948.036736, 56.479681, 971.561948, -480.102978, 1451.664926 ], [ 0.539772, 0.509423, 0.030349, 0.127524, 0, 0.147444 ], [ 145.546255, 145.546255, 145.546255, 145.546255, 145.546255, 145.546255 ], [ -130960, -69519, -124571, -3255152, -2025100, -1910121 ], [ 2.900399, 4.901401, 1.19777, 1.100412, 0.912576, 1.346948 ], [ 75, 38, 37, 75, 38, 37 ], [ 37, 18, 19, 37, 18, 19 ], [ 38, 20, 18, 38, 20, 18 ], [ 49.333333, 47.368421, 51.351351, 49.333333, 47.368421, 51.351351 ], [ 2.978788, 5.446001, 1.134729, 1.130153, 1.013973, 1.276056 ], [ 752782, 752782, 72670, 1449099, 1069413, 1449099 ], [ -42700, -36077, -42700, -1334377, -1334377, -834626 ], [ 94, 87, 102, 94, 87, 102 ], [ 140, 121, 158, 140, 121, 158 ], [ 50, 56, 43, 50, 56, 43 ], [ 7111, 3317, 3794, 7111, 3317, 3794 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -45122, 614535, -320918, -194184, -580121, 171136 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7444, "evaluation_days": 1861, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603648800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759979549582, "expiration_time": 1764791712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|