Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2377721.0094 | 2356267.7943 | 21453.2151 | 403255.8793 | 299702.6091 | 103553.2702 |
Total P&L (%) | 2377.721 | 2356.2678 | 21.4532 | 403.2559 | 299.7026 | 103.5533 |
Avg Daily Profit (%) | 1.2774 | 1.2659 | 0.0115 | 0.0869 | 0.0745 | 0.0382 |
Buy And Hold Return (%) | 51.4233 | 51.4233 | 51.4233 | 51.4233 | 51.4233 | 51.4233 |
Max Trade Drawdown | -165129 | -177146 | -19504 | -1880096 | -1805394 | -249430 |
Profit Factor | 3.9176 | 4.3967 | 1.1769 | 1.049 | 1.0424 | 1.089 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 33.9394 | 26.8293 | 40.9639 | 33.9394 | 26.8293 | 40.9639 |
Ratio Avg Win / Avg Loss | 7.6254 | 11.991 | 1.6961 | 2.0418 | 2.843 | 1.5695 |
Largest Winning Trade | 2211026 | 2211026 | 25341 | 2029609 | 2029609 | 219484 |
Largest Losing Trade | -50247 | -50247 | -13165 | -826657 | -826657 | -249430 |
Avg Bars in Trades | 66 | 131 | 2 | 66 | 131 | 2 |
Avg Bars in Winners | 123 | 309 | 3 | 123 | 309 | 3 |
Avg Bars in Losers | 37 | 65 | 1 | 37 | 65 | 1 |
Bars Traded | 10965 | 10759 | 206 | 10965 | 10759 | 206 |
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 | 547208 | -5287 | -371588 | -247892 | -293266 | -273725 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11168, "evaluation_days": 1861.33, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599379200000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760008099313, "expiration_time": 1764821376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 2377721.009397635, 2356267.794279681, 21453.2151179542, 403255.8792976924, 299702.6091428161, 103553.2701548766 ], [ 2377.721009, 2356.267794, 21.453215, 403.255879, 299.702609, 103.55327 ], [ 1.277431, 1.265905, 0.011526, 0.086853, 0.074466, 0.038193 ], [ 51.4233, 51.4233, 51.4233, 51.4233, 51.4233, 51.4233 ], [ -165129, -177146, -19504, -1880096, -1805394, -249430 ], [ 3.917628, 4.396714, 1.17692, 1.049007, 1.042418, 1.089035 ], [ 165, 82, 83, 165, 82, 83 ], [ 56, 22, 34, 56, 22, 34 ], [ 109, 60, 49, 109, 60, 49 ], [ 33.939394, 26.829268, 40.963855, 33.939394, 26.829268, 40.963855 ], [ 7.625384, 11.991039, 1.696149, 2.041817, 2.842957, 1.569492 ], [ 2211026, 2211026, 25341, 2029609, 2029609, 219484 ], [ -50247, -50247, -13165, -826657, -826657, -249430 ], [ 66, 131, 2, 66, 131, 2 ], [ 123, 309, 3, 123, 309, 3 ], [ 37, 65, 1, 37, 65, 1 ], [ 10965, 10759, 206, 10965, 10759, 206 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 547208, -5287, -371588, -247892, -293266, -273725 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11168, "evaluation_days": 1861.33, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599379200000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760008099313, "expiration_time": 1764821376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
---|