Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1886979.5547 | 1799894.6321 | 87084.9226 | 2711428.7419 | 2489005.4766 | 222423.2653 |
Total P&L (%) | 1886.9796 | 1799.8946 | 87.0849 | 2711.4287 | 2489.0055 | 222.4233 |
Avg Daily Profit (%) | 1.0219 | 0.9748 | 0.0472 | 0.1808 | 0.1764 | 0.0634 |
Buy And Hold Return (%) | 125.928 | 125.928 | 125.928 | 125.928 | 125.928 | 125.928 |
Max Trade Drawdown | -168387 | -80253 | -103078 | -15206945 | -8650389 | -7156933 |
Profit Factor | 4.9972 | 8.9218 | 1.3556 | 1.1125 | 1.1936 | 1.0198 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 40.678 | 36.6667 | 44.8276 | 40.678 | 36.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 7.2876 | 15.4104 | 1.6685 | 1.6224 | 2.0617 | 1.2551 |
Largest Winning Trade | 1600039 | 1600039 | 75126 | 5314908 | 5314908 | 3235097 |
Largest Losing Trade | -60375 | -32891 | -60375 | -5940160 | -5608666 | -5940160 |
Avg Bars in Trades | 122 | 116 | 127 | 122 | 116 | 127 |
Avg Bars in Winners | 235 | 243 | 228 | 235 | 243 | 228 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 7206 | 3504 | 3702 | 7206 | 3504 | 3702 |
Profit Streak | 0 | 0 | 160.0805 | 0 | 0 | 160.0805 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162251 | 598076 | -295267 | -271227 | -3858 | -316574 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024554630, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "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": [ [ 1886979.5546909769, 1799894.632135735, 87084.9225552414, 2711428.7419190817, 2489005.476607991, 222423.2653110904 ], [ 1886.979555, 1799.894632, 87.084923, 2711.428742, 2489.005477, 222.423265 ], [ 1.021922, 0.97476, 0.047162, 0.180845, 0.176373, 0.063421 ], [ 125.92802, 125.92802, 125.92802, 125.92802, 125.92802, 125.92802 ], [ -168387, -80253, -103078, -15206945, -8650389, -7156933 ], [ 4.997195, 8.921827, 1.355639, 1.11247, 1.193595, 1.019769 ], [ 59, 30, 29, 59, 30, 29 ], [ 24, 11, 13, 24, 11, 13 ], [ 35, 19, 16, 35, 19, 16 ], [ 40.677966, 36.666667, 44.827586, 40.677966, 36.666667, 44.827586 ], [ 7.287577, 15.410428, 1.668479, 1.622352, 2.061665, 1.2551 ], [ 1600039, 1600039, 75126, 5314908, 5314908, 3235097 ], [ -60375, -32891, -60375, -5940160, -5608666, -5940160 ], [ 122, 116, 127, 122, 116, 127 ], [ 235, 243, 228, 235, 243, 228 ], [ 44, 43, 45, 44, 43, 45 ], [ 7206, 3504, 3702, 7206, 3504, 3702 ], [ 0, 0, 160.080493, 0, 0, 160.080493 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162251, 598076, -295267, -271227, -3858, -316574 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024554630, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "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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