Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2316929.7586 | 2231476.2602 | 85453.4984 | 1317298.8726 | 1721556.6005 | -404257.728 |
Total P&L (%) | 2316.9298 | 2231.4763 | 85.4535 | 1317.2989 | 1721.5566 | -404.2577 |
Avg Daily Profit (%) | 1.2418 | 1.196 | 0.0458 | 0.1422 | 0.1557 | 0 |
Buy And Hold Return (%) | 71.5466 | 71.5466 | 71.5466 | 71.5466 | 71.5466 | 71.5466 |
Max Trade Drawdown | -169299 | -124855 | -112327 | -10478411 | -7915907 | -3946571 |
Profit Factor | 4.1162 | 7.6024 | 1.2107 | 1.0599 | 1.1421 | 0.959 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 43.2432 | 39.2857 | 47.2727 | 43.2432 | 39.2857 | 47.2727 |
Ratio Avg Win / Avg Loss | 5.4026 | 11.7492 | 1.3504 | 1.3912 | 1.7651 | 1.0697 |
Largest Winning Trade | 1990525 | 1990525 | 63889 | 6220392 | 6220392 | 1204976 |
Largest Losing Trade | -61850 | -43911 | -61850 | -3603679 | -3603679 | -2311343 |
Avg Bars in Trades | 65 | 70 | 59 | 65 | 70 | 59 |
Avg Bars in Winners | 109 | 129 | 91 | 109 | 129 | 91 |
Avg Bars in Losers | 31 | 32 | 31 | 31 | 32 | 31 |
Bars Traded | 7251 | 3963 | 3288 | 7251 | 3963 | 3288 |
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 | 661093 | -162184 | -418621 | -159710 | -239631 | -760227 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7463, "evaluation_days": 1865.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602417600000, "last_datapoint_time": 1760378400000, "evaluation_time": 1760398454014, "expiration_time": 1765214424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "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": [ [ 2316929.7586014983, 2231476.2602167563, 85453.4983847417, 1317298.872563455, 1721556.6005456552, -404257.7279821988 ], [ 2316.929759, 2231.47626, 85.453498, 1317.298873, 1721.556601, -404.257728 ], [ 1.241822, 1.196021, 0.045801, 0.142207, 0.155677, 0 ], [ 71.546614, 71.546614, 71.546614, 71.546614, 71.546614, 71.546614 ], [ -169299, -124855, -112327, -10478411, -7915907, -3946571 ], [ 4.116243, 7.602392, 1.210725, 1.059936, 1.142134, 0.959026 ], [ 111, 56, 55, 111, 56, 55 ], [ 48, 22, 26, 48, 22, 26 ], [ 63, 34, 29, 63, 34, 29 ], [ 43.243243, 39.285714, 47.272727, 43.243243, 39.285714, 47.272727 ], [ 5.402569, 11.749151, 1.350424, 1.391166, 1.765116, 1.069683 ], [ 1990525, 1990525, 63889, 6220392, 6220392, 1204976 ], [ -61850, -43911, -61850, -3603679, -3603679, -2311343 ], [ 65, 70, 59, 65, 70, 59 ], [ 109, 129, 91, 109, 129, 91 ], [ 31, 32, 31, 31, 32, 31 ], [ 7251, 3963, 3288, 7251, 3963, 3288 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 661093, -162184, -418621, -159710, -239631, -760227 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7463, "evaluation_days": 1865.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602417600000, "last_datapoint_time": 1760378400000, "evaluation_time": 1760398454014, "expiration_time": 1765214424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "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) |
---|