Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2616194.2457 | -62065.3532 | -2554128.8925 | 80196.9584 | 2137400.179 | -2057203.2206 |
Total P&L (%) | -2616.1942 | -62.0654 | -2554.1289 | 80.197 | 2137.4002 | -2057.2032 |
Avg Daily Profit (%) | -1.4092 | -0.0334 | -1.3758 | 0.0317 | 0.1675 | 0 |
Buy And Hold Return (%) | 139.4107 | 139.4107 | 139.4107 | 139.4107 | 139.4107 | 139.4107 |
Max Trade Drawdown | -2695957 | -151197 | -2607428 | -9814153 | -2646763 | -8544269 |
Profit Factor | 0.1823 | 0.7929 | 0.1192 | 1.0043 | 1.3683 | 0.8413 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 142 | 65 | 77 | 82 | 45 | 37 |
Losing Trades | 37 | 25 | 12 | 97 | 45 | 52 |
Profitability (%) | 79.3296 | 72.2222 | 86.5169 | 45.8101 | 50 | 41.573 |
Ratio Avg Win / Avg Loss | 0.0475 | 0.3049 | 0.0186 | 1.188 | 1.3683 | 1.1823 |
Largest Winning Trade | 16275 | 16275 | 15067 | 5564463 | 2421528 | 5564463 |
Largest Losing Trade | -2459497 | -74101 | -2459497 | -3076691 | -532676 | -3076691 |
Avg Bars in Trades | 40 | 26 | 54 | 40 | 26 | 54 |
Avg Bars in Winners | 11 | 6 | 16 | 43 | 30 | 60 |
Avg Bars in Losers | 148 | 76 | 300 | 36 | 21 | 50 |
Bars Traded | 7189 | 2342 | 4847 | 7189 | 2342 | 4847 |
Profit Streak | 26.9147 | 26.9147 | 108.4147 | 26.9147 | 26.9147 | 108.4147 |
Trades During Streak | 2 | 1 | 13 | 2 | 1 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575023 | -577114 | -574622 | -531787 | 315605 | -581033 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7426, "evaluation_days": 1856.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603454400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759593428950, "expiration_time": 1764391248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -2616194.2456834847, -62065.3532071912, -2554128.8924762933, 80196.9583854879, 2137400.1789550055, -2057203.2205695147 ], [ -2616.194246, -62.065353, -2554.128892, 80.196958, 2137.400179, -2057.203221 ], [ -1.409208, -0.033431, -1.375776, 0.031725, 0.167547, 0 ], [ 139.410681, 139.410681, 139.410681, 139.410681, 139.410681, 139.410681 ], [ -2695957, -151197, -2607428, -9814153, -2646763, -8544269 ], [ 0.182307, 0.792859, 0.119222, 1.004274, 1.368288, 0.841285 ], [ 179, 90, 89, 179, 90, 89 ], [ 142, 65, 77, 82, 45, 37 ], [ 37, 25, 12, 97, 45, 52 ], [ 79.329609, 72.222222, 86.516854, 45.810056, 50, 41.573034 ], [ 0.047503, 0.304946, 0.01858, 1.187982, 1.368288, 1.182347 ], [ 16275, 16275, 15067, 5564463, 2421528, 5564463 ], [ -2459497, -74101, -2459497, -3076691, -532676, -3076691 ], [ 40, 26, 54, 40, 26, 54 ], [ 11, 6, 16, 43, 30, 60 ], [ 148, 76, 300, 36, 21, 50 ], [ 7189, 2342, 4847, 7189, 2342, 4847 ], [ 26.914687, 26.914687, 108.414687, 26.914687, 26.914687, 108.414687 ], [ 2, 1, 13, 2, 1, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575023, -577114, -574622, -531787, 315605, -581033 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7426, "evaluation_days": 1856.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603454400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759593428950, "expiration_time": 1764391248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 3 } } }
# | 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) |
---|