Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697152.0971 | 688891.405 | 8260.6921 | 232867.4488 | 719247.2364 | -486379.7877 |
Total P&L (%) | 697.1521 | 688.8914 | 8.2607 | 232.8674 | 719.2472 | -486.3798 |
Avg Daily Profit (%) | 0.3771 | 0.3726 | 0.0045 | 0.0651 | 0.1138 | 0 |
Buy And Hold Return (%) | 97.0661 | 97.0661 | 97.0661 | 97.0661 | 97.0661 | 97.0661 |
Max Trade Drawdown | -253278 | -158507 | -134404 | -4347314 | -1689943 | -2665448 |
Profit Factor | 1.8301 | 2.4498 | 1.0227 | 1.0355 | 1.2352 | 0.8609 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 45.2991 | 39.6552 | 50.8475 | 45.2991 | 39.6552 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.21 | 3.728 | 0.9886 | 1.2505 | 1.8797 | 0.8322 |
Largest Winning Trade | 211270 | 211270 | 42159 | 932529 | 582267 | 932529 |
Largest Losing Trade | -62200 | -62200 | -43897 | -1281939 | -529994 | -1281939 |
Avg Bars in Trades | 44 | 59 | 29 | 44 | 59 | 29 |
Avg Bars in Winners | 54 | 80 | 34 | 54 | 80 | 34 |
Avg Bars in Losers | 36 | 45 | 25 | 36 | 45 | 25 |
Bars Traded | 5224 | 3463 | 1761 | 5224 | 3463 | 1761 |
Profit Streak | 57.4523 | 0 | 139.7857 | 57.4523 | 0 | 139.7857 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434428 | -170174 | -725234 | -292673 | -224167 | -756109 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5546, "evaluation_days": 1848.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602662400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758883880926, "expiration_time": 1763665344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 4.04359 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "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": [ [ 697152.097084406, 688891.4049593763, 8260.6921250296, 232867.4487694815, 719247.2364301812, -486379.7876606994 ], [ 697.152097, 688.891405, 8.260692, 232.867449, 719.247236, -486.379788 ], [ 0.37711, 0.372642, 0.004468, 0.065072, 0.113834, 0 ], [ 97.066101, 97.066101, 97.066101, 97.066101, 97.066101, 97.066101 ], [ -253278, -158507, -134404, -4347314, -1689943, -2665448 ], [ 1.83012, 2.449796, 1.022653, 1.035529, 1.235248, 0.860912 ], [ 117, 58, 59, 117, 58, 59 ], [ 53, 23, 30, 53, 23, 30 ], [ 64, 35, 29, 64, 35, 29 ], [ 45.299145, 39.655172, 50.847458, 45.299145, 39.655172, 50.847458 ], [ 2.209956, 3.72795, 0.988565, 1.25045, 1.879725, 0.832215 ], [ 211270, 211270, 42159, 932529, 582267, 932529 ], [ -62200, -62200, -43897, -1281939, -529994, -1281939 ], [ 44, 59, 29, 44, 59, 29 ], [ 54, 80, 34, 54, 80, 34 ], [ 36, 45, 25, 36, 45, 25 ], [ 5224, 3463, 1761, 5224, 3463, 1761 ], [ 57.452325, 0, 139.785659, 57.452325, 0, 139.785659 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434428, -170174, -725234, -292673, -224167, -756109 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5546, "evaluation_days": 1848.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602662400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758883880926, "expiration_time": 1763665344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 4.04359 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "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) |
---|