Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020225.6903 | 996775.8613 | 23449.829 | 327982.9931 | -79837.7971 | 407820.7902 |
Total P&L (%) | 1020.2257 | 996.7759 | 23.4498 | 327.983 | -79.8378 | 407.8208 |
Avg Daily Profit (%) | 0.5491 | 0.5365 | 0.0126 | 0.0783 | -0.0862 | 0.0875 |
Buy And Hold Return (%) | 161.7883 | 161.7883 | 161.7883 | 161.7883 | 161.7883 | 161.7883 |
Max Trade Drawdown | -144779 | -66909 | -119082 | -1273473 | -732350 | -764417 |
Profit Factor | 2.6796 | 5.0631 | 1.0648 | 1.0803 | 0.9591 | 1.191 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 49.1525 | 46.6667 | 51.7241 | 49.1525 | 46.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.772 | 5.7864 | 0.9938 | 1.1175 | 1.0961 | 1.1116 |
Largest Winning Trade | 791529 | 791529 | 74143 | 458397 | 392461 | 458397 |
Largest Losing Trade | -64606 | -31848 | -64606 | -502168 | -502168 | -483306 |
Avg Bars in Trades | 122 | 116 | 128 | 122 | 116 | 128 |
Avg Bars in Winners | 192 | 184 | 199 | 192 | 184 | 199 |
Avg Bars in Losers | 55 | 57 | 52 | 55 | 57 | 52 |
Bars Traded | 7236 | 3508 | 3728 | 7236 | 3508 | 3728 |
Profit Streak | 0 | 0 | 166.0806 | 0 | 0 | 166.0806 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164158 | 606661 | -491574 | -407191 | -580455 | -88987 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7432, "evaluation_days": 1858, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759715763575, "expiration_time": 1764524736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 122, "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": [ [ 1020225.6903112361, 996775.8612713632, 23449.829039873, 327982.9930975141, -79837.7970727051, 407820.7901702192 ], [ 1020.22569, 996.775861, 23.449829, 327.982993, -79.837797, 407.82079 ], [ 0.549099, 0.536478, 0.012621, 0.078282, -0.08615, 0.087496 ], [ 161.788256, 161.788256, 161.788256, 161.788256, 161.788256, 161.788256 ], [ -144779, -66909, -119082, -1273473, -732350, -764417 ], [ 2.679648, 5.063109, 1.064764, 1.080275, 0.959067, 1.190988 ], [ 59, 30, 29, 59, 30, 29 ], [ 29, 14, 15, 29, 14, 15 ], [ 30, 16, 14, 30, 16, 14 ], [ 49.152542, 46.666667, 51.724138, 49.152542, 46.666667, 51.724138 ], [ 2.772049, 5.78641, 0.99378, 1.117525, 1.096076, 1.111589 ], [ 791529, 791529, 74143, 458397, 392461, 458397 ], [ -64606, -31848, -64606, -502168, -502168, -483306 ], [ 122, 116, 128, 122, 116, 128 ], [ 192, 184, 199, 192, 184, 199 ], [ 55, 57, 52, 55, 57, 52 ], [ 7236, 3508, 3728, 7236, 3508, 3728 ], [ 0, 0, 166.080597, 0, 0, 166.080597 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164158, 606661, -491574, -407191, -580455, -88987 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7432, "evaluation_days": 1858, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759715763575, "expiration_time": 1764524736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 122, "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) |
---|