Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2796486.6609 | -121897.562 | -2674589.0989 | -39650.3912 | 2537944.0407 | -2577594.4319 |
Total P&L (%) | -2796.4867 | -121.8976 | -2674.5891 | -39.6504 | 2537.944 | -2577.5944 |
Avg Daily Profit (%) | -1.5023 | -0.0655 | -1.4369 | -0.0271 | 0.176 | 0 |
Buy And Hold Return (%) | 221.3889 | 221.3889 | 221.3889 | 221.3889 | 221.3889 | 221.3889 |
Max Trade Drawdown | -2839555 | -168405 | -2715568 | -4396548 | -1970967 | -4045118 |
Profit Factor | 0.1613 | 0.676 | 0.0958 | 0.9952 | 1.9803 | 0.5475 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 56 | 25 | 31 | 52 | 27 | 25 |
Losing Trades | 41 | 23 | 18 | 45 | 21 | 24 |
Profitability (%) | 57.732 | 52.0833 | 63.2653 | 53.6082 | 56.25 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.1181 | 0.6219 | 0.0556 | 0.8612 | 1.5402 | 0.5256 |
Largest Winning Trade | 35792 | 35792 | 22685 | 1855548 | 1855548 | 852847 |
Largest Losing Trade | -2510416 | -75149 | -2510416 | -3184462 | -918493 | -3184462 |
Avg Bars in Trades | 223 | 233 | 212 | 223 | 233 | 212 |
Avg Bars in Winners | 92 | 97 | 88 | 224 | 240 | 207 |
Avg Bars in Losers | 401 | 381 | 427 | 221 | 224 | 218 |
Bars Traded | 21644 | 11212 | 10432 | 21644 | 11212 | 10432 |
Profit Streak | 24.1992 | 0 | 126.2825 | 24.1992 | 0 | 126.2825 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578972 | -580419 | -577576 | -579507 | 449761 | -579164 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22337, "evaluation_days": 1861.42, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600754400000, "last_datapoint_time": 1760061600000, "evaluation_time": 1760064410166, "expiration_time": 1765851350400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 217, "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": [ [ -2796486.660913114, -121897.5620339501, -2674589.0988791636, -39650.3911753403, 2537944.0407201108, -2577594.431895453 ], [ -2796.486661, -121.897562, -2674.589099, -39.650391, 2537.944041, -2577.594432 ], [ -1.502341, -0.065486, -1.436854, -0.027127, 0.175966, 0 ], [ 221.388889, 221.388889, 221.388889, 221.388889, 221.388889, 221.388889 ], [ -2839555, -168405, -2715568, -4396548, -1970967, -4045118 ], [ 0.161257, 0.675987, 0.09579, 0.995214, 1.980264, 0.547488 ], [ 97, 48, 49, 97, 48, 49 ], [ 56, 25, 31, 52, 27, 25 ], [ 41, 23, 18, 45, 21, 24 ], [ 57.731959, 52.083333, 63.265306, 53.608247, 56.25, 51.020408 ], [ 0.118063, 0.621908, 0.05562, 0.861243, 1.540205, 0.525589 ], [ 35792, 35792, 22685, 1855548, 1855548, 852847 ], [ -2510416, -75149, -2510416, -3184462, -918493, -3184462 ], [ 223, 233, 212, 223, 233, 212 ], [ 92, 97, 88, 224, 240, 207 ], [ 401, 381, 427, 221, 224, 218 ], [ 21644, 11212, 10432, 21644, 11212, 10432 ], [ 24.199192, 0, 126.282525, 24.199192, 0, 126.282525 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578972, -580419, -577576, -579507, 449761, -579164 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22337, "evaluation_days": 1861.42, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600754400000, "last_datapoint_time": 1760061600000, "evaluation_time": 1760064410166, "expiration_time": 1765851350400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 217, "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) |
---|