Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2999249.6142 | 2864245.9199 | 135003.6942 | 4924042.972 | 763349.1608 | 4160693.8113 |
Total P&L (%) | 2999.2496 | 2864.2459 | 135.0037 | 4924.043 | 763.3492 | 4160.6938 |
Avg Daily Profit (%) | 1.6203 | 1.5474 | 0.0729 | 0.2118 | 0.1165 | 0.2029 |
Buy And Hold Return (%) | 96.3736 | 96.3736 | 96.3736 | 96.3736 | 96.3736 | 96.3736 |
Max Trade Drawdown | -105260 | -73949 | -85448 | -6967483 | -7119746 | -3513342 |
Profit Factor | 4.8528 | 7.2162 | 1.4249 | 1.1805 | 1.0452 | 1.4007 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 67 | 26 | 41 | 67 | 26 | 41 |
Losing Trades | 145 | 80 | 65 | 145 | 80 | 65 |
Profitability (%) | 31.6038 | 24.5283 | 38.6792 | 31.6038 | 24.5283 | 38.6792 |
Ratio Avg Win / Avg Loss | 10.5023 | 22.2037 | 2.2591 | 2.5548 | 3.216 | 2.2206 |
Largest Winning Trade | 2625376 | 2625376 | 64723 | 4356717 | 4218746 | 4356717 |
Largest Losing Trade | -59138 | -27296 | -59138 | -1253704 | -1253704 | -829455 |
Avg Bars in Trades | 25 | 33 | 17 | 25 | 33 | 17 |
Avg Bars in Winners | 59 | 97 | 34 | 59 | 97 | 34 |
Avg Bars in Losers | 9 | 12 | 6 | 9 | 12 | 6 |
Bars Traded | 5393 | 3535 | 1858 | 5393 | 3535 | 1858 |
Profit Streak | 0 | 0 | 21.2892 | 0 | 0 | 21.2892 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568744 | -9822 | -138518 | -18482 | -238901 | 216979 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759100190707, "expiration_time": 1763872992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.29803, "nb": 0.8543, "nc": 0.1 } } }
{ "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": [ [ 2999249.6141625033, 2864245.9199150433, 135003.6942474622, 4924042.972026348, 763349.1607570234, 4160693.8112693224 ], [ 2999.249614, 2864.24592, 135.003694, 4924.042972, 763.349161, 4160.693811 ], [ 1.62034, 1.547405, 0.072936, 0.21183, 0.116526, 0.202908 ], [ 96.373589, 96.373589, 96.373589, 96.373589, 96.373589, 96.373589 ], [ -105260, -73949, -85448, -6967483, -7119746, -3513342 ], [ 4.85277, 7.216194, 1.424949, 1.18051, 1.045184, 1.400672 ], [ 212, 106, 106, 212, 106, 106 ], [ 67, 26, 41, 67, 26, 41 ], [ 145, 80, 65, 145, 80, 65 ], [ 31.603774, 24.528302, 38.679245, 31.603774, 24.528302, 38.679245 ], [ 10.502263, 22.203675, 2.259065, 2.554836, 3.215951, 2.220577 ], [ 2625376, 2625376, 64723, 4356717, 4218746, 4356717 ], [ -59138, -27296, -59138, -1253704, -1253704, -829455 ], [ 25, 33, 17, 25, 33, 17 ], [ 59, 97, 34, 59, 97, 34 ], [ 9, 12, 6, 9, 12, 6 ], [ 5393, 3535, 1858, 5393, 3535, 1858 ], [ 0, 0, 21.289244, 0, 0, 21.289244 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 568744, -9822, -138518, -18482, -238901, 216979 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759100190707, "expiration_time": 1763872992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.29803, "nb": 0.8543, "nc": 0.1 } } }
# | 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) |
---|