Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754128.7729 | 750678.5002 | 3450.2727 | -326217.0218 | -160964.5233 | -165252.4986 |
Total P&L (%) | 754.1288 | 750.6785 | 3.4503 | -326.217 | -160.9645 | -165.2525 |
Avg Daily Profit (%) | 0.4052 | 0.4034 | 0.0019 | 0 | 0 | 0 |
Buy And Hold Return (%) | 198.2545 | 198.2545 | 198.2545 | 198.2545 | 198.2545 | 198.2545 |
Max Trade Drawdown | -166056 | -52722 | -150555 | -1433848 | -513419 | -926262 |
Profit Factor | 2.2913 | 5.8581 | 1.008 | 0.875 | 0.8242 | 0.9024 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 17 | 16 | 30 | 15 | 15 |
Losing Trades | 31 | 15 | 16 | 34 | 17 | 17 |
Profitability (%) | 51.5625 | 53.125 | 50 | 46.875 | 46.875 | 46.875 |
Ratio Avg Win / Avg Loss | 2.1525 | 5.1689 | 1.008 | 0.9916 | 0.934 | 1.0228 |
Largest Winning Trade | 405417 | 405417 | 76062 | 513127 | 147452 | 513127 |
Largest Losing Trade | -109445 | -28912 | -109445 | -414762 | -258405 | -414762 |
Avg Bars in Trades | 56 | 52 | 59 | 56 | 52 | 59 |
Avg Bars in Winners | 77 | 65 | 91 | 33 | 37 | 28 |
Avg Bars in Losers | 32 | 37 | 28 | 76 | 65 | 87 |
Bars Traded | 3585 | 1672 | 1913 | 3585 | 1672 | 1913 |
Profit Streak | 0 | 0 | 0 | 18.4137 | 121.9137 | 18.4137 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131539 | 581790 | -567834 | -724019 | -580673 | -579796 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3722, "evaluation_days": 1861, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604232000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759960547502, "expiration_time": 1764748512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 18, "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": [ [ 754128.7729419529, 750678.5002426954, 3450.2726992575, -326217.0218408634, -160964.5232898548, -165252.4985510088 ], [ 754.128773, 750.6785, 3.450273, -326.217022, -160.964523, -165.252499 ], [ 0.405228, 0.403374, 0.001854, 0, 0, 0 ], [ 198.25449, 198.25449, 198.25449, 198.25449, 198.25449, 198.25449 ], [ -166056, -52722, -150555, -1433848, -513419, -926262 ], [ 2.291328, 5.858064, 1.008034, 0.874967, 0.824159, 0.902428 ], [ 64, 32, 32, 64, 32, 32 ], [ 33, 17, 16, 30, 15, 15 ], [ 31, 15, 16, 34, 17, 17 ], [ 51.5625, 53.125, 50, 46.875, 46.875, 46.875 ], [ 2.15246, 5.16888, 1.008034, 0.991629, 0.934047, 1.022752 ], [ 405417, 405417, 76062, 513127, 147452, 513127 ], [ -109445, -28912, -109445, -414762, -258405, -414762 ], [ 56, 52, 59, 56, 52, 59 ], [ 77, 65, 91, 33, 37, 28 ], [ 32, 37, 28, 76, 65, 87 ], [ 3585, 1672, 1913, 3585, 1672, 1913 ], [ 0, 0, 0, 18.413744, 121.913744, 18.413744 ], [ 0, 0, 0, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131539, 581790, -567834, -724019, -580673, -579796 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3722, "evaluation_days": 1861, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604232000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759960547502, "expiration_time": 1764748512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 18, "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) |
---|