Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1495879.5448 | 1388542.2485 | 107337.2964 | 5827435.5775 | 4240337.1521 | 1587098.4254 |
Total P&L (%) | 1495.8795 | 1388.5422 | 107.3373 | 5827.4356 | 4240.3372 | 1587.0984 |
Avg Daily Profit (%) | 0.8036 | 0.7459 | 0.0577 | 0.2195 | 0.2028 | 0.1519 |
Buy And Hold Return (%) | 100.381 | 100.381 | 100.381 | 100.381 | 100.381 | 100.381 |
Max Trade Drawdown | -84823 | -53415 | -68796 | -4269753 | -2193820 | -2990843 |
Profit Factor | 4.7517 | 8.8308 | 1.4848 | 1.478 | 1.6464 | 1.2818 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 42.623 | 41.9355 | 43.3333 | 42.623 | 41.9355 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.3965 | 12.2273 | 1.9417 | 1.9896 | 2.2797 | 1.6762 |
Largest Winning Trade | 1088904 | 1088904 | 77739 | 4454839 | 4454839 | 2906491 |
Largest Losing Trade | -44391 | -25493 | -44391 | -1933447 | -1614253 | -1933447 |
Avg Bars in Trades | 118 | 115 | 121 | 118 | 115 | 121 |
Avg Bars in Winners | 210 | 205 | 214 | 210 | 205 | 214 |
Avg Bars in Losers | 50 | 49 | 50 | 50 | 49 | 50 |
Bars Traded | 7218 | 3570 | 3648 | 7218 | 3570 | 3648 |
Profit Streak | 0 | 0 | 62.5979 | 0 | 0 | 62.5979 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148364 | 650013 | -259898 | -158659 | 288112 | 238667 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7446, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760019654212, "expiration_time": 1764836208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 8, "offset": 146, "a": 0.78483 } }, "second_band": { "type": "sma", "factors": { "length": 7, "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": [ [ 1495879.5448399826, 1388542.2484652675, 107337.2963747146, 5827435.577501352, 4240337.1520565245, 1587098.4254448279 ], [ 1495.879545, 1388.542248, 107.337296, 5827.435578, 4240.337152, 1587.098425 ], [ 0.803588, 0.745927, 0.057662, 0.219536, 0.202759, 0.151907 ], [ 100.381018, 100.381018, 100.381018, 100.381018, 100.381018, 100.381018 ], [ -84823, -53415, -68796, -4269753, -2193820, -2990843 ], [ 4.751696, 8.830823, 1.484804, 1.477975, 1.646444, 1.281778 ], [ 61, 31, 30, 61, 31, 30 ], [ 26, 13, 13, 26, 13, 13 ], [ 35, 18, 17, 35, 18, 17 ], [ 42.622951, 41.935484, 43.333333, 42.622951, 41.935484, 43.333333 ], [ 6.396514, 12.227293, 1.941667, 1.989581, 2.279691, 1.676171 ], [ 1088904, 1088904, 77739, 4454839, 4454839, 2906491 ], [ -44391, -25493, -44391, -1933447, -1614253, -1933447 ], [ 118, 115, 121, 118, 115, 121 ], [ 210, 205, 214, 210, 205, 214 ], [ 50, 49, 50, 50, 49, 50 ], [ 7218, 3570, 3648, 7218, 3570, 3648 ], [ 0, 0, 62.59785, 0, 0, 62.59785 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148364, 650013, -259898, -158659, 288112, 238667 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7446, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760019654212, "expiration_time": 1764836208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 8, "offset": 146, "a": 0.78483 } }, "second_band": { "type": "sma", "factors": { "length": 7, "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) |
---|