Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1995720.0893 | 1948968.8222 | 46751.2671 | 995135.6874 | 2370692.5143 | -1375556.8269 |
Total P&L (%) | 1995.7201 | 1948.9688 | 46.7513 | 995.1357 | 2370.6925 | -1375.5568 |
Avg Daily Profit (%) | 1.0755 | 1.0503 | 0.0252 | 0.1291 | 0.173 | 0 |
Buy And Hold Return (%) | 157.1367 | 157.1367 | 157.1367 | 157.1367 | 157.1367 | 157.1367 |
Max Trade Drawdown | -120341 | -69708 | -106114 | -3624500 | -1865961 | -3257783 |
Profit Factor | 4.2446 | 7.4654 | 1.1491 | 1.0725 | 1.3665 | 0.8107 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 52.1277 | 51.0638 | 53.1915 | 52.1277 | 51.0638 | 53.1915 |
Ratio Avg Win / Avg Loss | 3.8981 | 7.1544 | 1.0112 | 0.9849 | 1.3096 | 0.7134 |
Largest Winning Trade | 1807885 | 1807885 | 76171 | 2879923 | 2879923 | 1072104 |
Largest Losing Trade | -59348 | -37617 | -59348 | -2342424 | -1018039 | -2342424 |
Avg Bars in Trades | 57 | 57 | 56 | 57 | 57 | 56 |
Avg Bars in Winners | 78 | 79 | 76 | 78 | 79 | 76 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 5377 | 2699 | 2678 | 5377 | 2699 | 2678 |
Profit Streak | 0 | 0 | 54.3786 | 0 | 0 | 54.3786 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 762210 | 796699 | -380073 | -162707 | 306586 | -579299 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5567, "evaluation_days": 1855.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603612800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759511111285, "expiration_time": 1764288288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1995720.0893181595, 1948968.8222079407, 46751.2671102193, 995135.6874446662, 2370692.5143028414, -1375556.8268581745 ], [ 1995.720089, 1948.968822, 46.751267, 995.135687, 2370.692514, -1375.556827 ], [ 1.075471, 1.050278, 0.025194, 0.129064, 0.172976, 0 ], [ 157.136725, 157.136725, 157.136725, 157.136725, 157.136725, 157.136725 ], [ -120341, -69708, -106114, -3624500, -1865961, -3257783 ], [ 4.24463, 7.465425, 1.149061, 1.072463, 1.366538, 0.810667 ], [ 94, 47, 47, 94, 47, 47 ], [ 49, 24, 25, 49, 24, 25 ], [ 45, 23, 22, 45, 23, 22 ], [ 52.12766, 51.06383, 53.191489, 52.12766, 51.06383, 53.191489 ], [ 3.89813, 7.154366, 1.011173, 0.984915, 1.309599, 0.713387 ], [ 1807885, 1807885, 76171, 2879923, 2879923, 1072104 ], [ -59348, -37617, -59348, -2342424, -1018039, -2342424 ], [ 57, 57, 56, 57, 57, 56 ], [ 78, 79, 76, 78, 79, 76 ], [ 34, 34, 34, 34, 34, 34 ], [ 5377, 2699, 2678, 5377, 2699, 2678 ], [ 0, 0, 54.378603, 0, 0, 54.378603 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 762210, 796699, -380073, -162707, 306586, -579299 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5567, "evaluation_days": 1855.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603612800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759511111285, "expiration_time": 1764288288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|