Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885733.2899 | 782928.0369 | 102805.2531 | 2289313.703 | 790922.4833 | 1498391.2198 |
Total P&L (%) | 885.7333 | 782.928 | 102.8053 | 2289.3137 | 790.9225 | 1498.3912 |
Avg Daily Profit (%) | 0.4757 | 0.4205 | 0.0552 | 0.1706 | 0.1175 | 0.149 |
Buy And Hold Return (%) | 114.9325 | 114.9325 | 114.9325 | 114.9325 | 114.9325 | 114.9325 |
Max Trade Drawdown | -91319 | -66693 | -94731 | -5853730 | -4240622 | -3028810 |
Profit Factor | 2.1208 | 3.1345 | 1.2428 | 1.1365 | 1.0887 | 1.1908 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Profitability (%) | 48.5075 | 52.2388 | 44.7761 | 48.5075 | 52.2388 | 44.7761 |
Ratio Avg Win / Avg Loss | 2.2514 | 2.8658 | 1.5328 | 1.2065 | 0.9954 | 1.4686 |
Largest Winning Trade | 343709 | 343709 | 69895 | 2220407 | 2220407 | 2176272 |
Largest Losing Trade | -58062 | -32909 | -58062 | -1740883 | -1740883 | -1448123 |
Avg Bars in Trades | 81 | 81 | 82 | 81 | 81 | 82 |
Avg Bars in Winners | 120 | 103 | 140 | 120 | 103 | 140 |
Avg Bars in Losers | 44 | 56 | 34 | 44 | 56 | 34 |
Bars Traded | 10941 | 5444 | 5497 | 10941 | 5444 | 5497 |
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 | 511273 | -100603 | -403112 | -62798 | -276762 | -123438 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11172, "evaluation_days": 1862, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760058659201, "expiration_time": 1764880704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 2.70415 } } }
{ "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": [ [ 885733.2899423155, 782928.0368878462, 102805.253054469, 2289313.703046824, 790922.4832720656, 1498391.219774757 ], [ 885.73329, 782.928037, 102.805253, 2289.313703, 790.922483, 1498.39122 ], [ 0.475689, 0.420477, 0.055212, 0.170585, 0.117528, 0.148961 ], [ 114.932545, 114.932545, 114.932545, 114.932545, 114.932545, 114.932545 ], [ -91319, -66693, -94731, -5853730, -4240622, -3028810 ], [ 2.120846, 3.134487, 1.242787, 1.136516, 1.088715, 1.190776 ], [ 134, 67, 67, 134, 67, 67 ], [ 65, 35, 30, 65, 35, 30 ], [ 69, 32, 37, 69, 32, 37 ], [ 48.507463, 52.238806, 44.776119, 48.507463, 52.238806, 44.776119 ], [ 2.251359, 2.865817, 1.532771, 1.206456, 0.995396, 1.468624 ], [ 343709, 343709, 69895, 2220407, 2220407, 2176272 ], [ -58062, -32909, -58062, -1740883, -1740883, -1448123 ], [ 81, 81, 82, 81, 81, 82 ], [ 120, 103, 140, 120, 103, 140 ], [ 44, 56, 34, 44, 56, 34 ], [ 10941, 5444, 5497, 10941, 5444, 5497 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 511273, -100603, -403112, -62798, -276762, -123438 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11172, "evaluation_days": 1862, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760058659201, "expiration_time": 1764880704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 2.70415 } } }
# | 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) |
---|