Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658736.5148 | 607901.7481 | 50834.7667 | 1000045.2434 | 779614.5522 | 220430.6912 |
Total P&L (%) | 658.7365 | 607.9017 | 50.8348 | 1000.0452 | 779.6146 | 220.4307 |
Avg Daily Profit (%) | 0.3548 | 0.3274 | 0.0274 | 0.1292 | 0.1172 | 0.0627 |
Buy And Hold Return (%) | 36.6857 | 36.6857 | 36.6857 | 36.6857 | 36.6857 | 36.6857 |
Max Trade Drawdown | -116131 | -43732 | -157420 | -1350699 | -472199 | -916369 |
Profit Factor | 2.049 | 3.7139 | 1.1258 | 1.3488 | 1.6818 | 1.1279 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 48.4848 | 54.5455 | 42.4242 | 48.4848 | 54.5455 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.177 | 3.0949 | 1.5279 | 1.4331 | 1.4015 | 1.5307 |
Largest Winning Trade | 171336 | 171336 | 75023 | 595250 | 595250 | 394791 |
Largest Losing Trade | -42427 | -35144 | -42427 | -425931 | -233335 | -425931 |
Avg Bars in Trades | 80 | 79 | 80 | 80 | 79 | 80 |
Avg Bars in Winners | 130 | 117 | 147 | 130 | 117 | 147 |
Avg Bars in Losers | 32 | 32 | 31 | 32 | 32 | 31 |
Bars Traded | 5281 | 2611 | 2670 | 5281 | 2611 | 2670 |
Profit Streak | 0 | 0 | 307.4103 | 0 | 0 | 307.4103 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115833 | 595547 | -284712 | -148782 | -33514 | -190207 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5570, "evaluation_days": 1856.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1606003200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759571450339, "expiration_time": 1764377280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 29, "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": [ [ 658736.5147748508, 607901.7480952225, 50834.7666796282, 1000045.2434430178, 779614.5522269609, 220430.6912160565 ], [ 658.736515, 607.901748, 50.834767, 1000.045243, 779.614552, 220.430691 ], [ 0.354795, 0.327415, 0.02738, 0.129236, 0.117177, 0.062739 ], [ 36.685714, 36.685714, 36.685714, 36.685714, 36.685714, 36.685714 ], [ -116131, -43732, -157420, -1350699, -472199, -916369 ], [ 2.048971, 3.713918, 1.125832, 1.348764, 1.681827, 1.127862 ], [ 66, 33, 33, 66, 33, 33 ], [ 32, 18, 14, 32, 18, 14 ], [ 34, 15, 19, 34, 15, 19 ], [ 48.484848, 54.545455, 42.424242, 48.484848, 54.545455, 42.424242 ], [ 2.177031, 3.094932, 1.527915, 1.433062, 1.401522, 1.530669 ], [ 171336, 171336, 75023, 595250, 595250, 394791 ], [ -42427, -35144, -42427, -425931, -233335, -425931 ], [ 80, 79, 80, 80, 79, 80 ], [ 130, 117, 147, 130, 117, 147 ], [ 32, 32, 31, 32, 32, 31 ], [ 5281, 2611, 2670, 5281, 2611, 2670 ], [ 0, 0, 307.410305, 0, 0, 307.410305 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -115833, 595547, -284712, -148782, -33514, -190207 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5570, "evaluation_days": 1856.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1606003200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759571450339, "expiration_time": 1764377280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 29, "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) |
---|