Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860965.8775 | 962336.0017 | -101370.1242 | -74474.7479 | 454684.2931 | -529159.041 |
Total P&L (%) | 860.9659 | 962.336 | -101.3701 | -74.4747 | 454.6843 | -529.159 |
Avg Daily Profit (%) | 0.4633 | 0.5179 | -0.0545 | -0.0735 | 0.0922 | 0 |
Buy And Hold Return (%) | 112.724 | 112.724 | 112.724 | 112.724 | 112.724 | 112.724 |
Max Trade Drawdown | -191629 | -117955 | -186399 | -2478056 | -2041030 | -1232636 |
Profit Factor | 1.8751 | 2.6272 | 0.7417 | 0.9902 | 1.0914 | 0.7999 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 60.7143 | 61.4286 | 60 | 60.7143 | 61.4286 | 60 |
Ratio Avg Win / Avg Loss | 1.2133 | 1.6496 | 0.4945 | 0.6407 | 0.6853 | 0.5333 |
Largest Winning Trade | 843624 | 843624 | 44458 | 956829 | 956829 | 197049 |
Largest Losing Trade | -63156 | -63156 | -59141 | -1314376 | -1314376 | -423276 |
Avg Bars in Trades | 38 | 59 | 17 | 38 | 59 | 17 |
Avg Bars in Winners | 28 | 43 | 12 | 28 | 43 | 12 |
Avg Bars in Losers | 54 | 85 | 24 | 54 | 85 | 24 |
Bars Traded | 5393 | 4166 | 1227 | 5393 | 4166 | 1227 |
Profit Streak | 23.8681 | 0 | 75.5348 | 23.8681 | 0 | 75.5348 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541464 | -76933 | -672826 | -578473 | -286371 | -672826 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5575, "evaluation_days": 1858.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602691200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759726206278, "expiration_time": 1764525600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 123, "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": [ [ 860965.8775276758, 962336.0016829213, -101370.1241552461, -74474.7479390543, 454684.2931007626, -529159.0410398179 ], [ 860.965878, 962.336002, -101.370124, -74.474748, 454.684293, -529.159041 ], [ 0.463301, 0.51785, -0.054549, -0.073453, 0.092234, 0 ], [ 112.724014, 112.724014, 112.724014, 112.724014, 112.724014, 112.724014 ], [ -191629, -117955, -186399, -2478056, -2041030, -1232636 ], [ 1.875056, 2.627163, 0.741718, 0.990225, 1.091401, 0.799895 ], [ 140, 70, 70, 140, 70, 70 ], [ 85, 43, 42, 85, 43, 42 ], [ 55, 27, 28, 55, 27, 28 ], [ 60.714286, 61.428571, 60, 60.714286, 61.428571, 60 ], [ 1.213271, 1.649614, 0.494479, 0.640734, 0.685298, 0.533264 ], [ 843624, 843624, 44458, 956829, 956829, 197049 ], [ -63156, -63156, -59141, -1314376, -1314376, -423276 ], [ 38, 59, 17, 38, 59, 17 ], [ 28, 43, 12, 28, 43, 12 ], [ 54, 85, 24, 54, 85, 24 ], [ 5393, 4166, 1227, 5393, 4166, 1227 ], [ 23.868128, 0, 75.534795, 23.868128, 0, 75.534795 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 541464, -76933, -672826, -578473, -286371, -672826 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5575, "evaluation_days": 1858.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602691200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759726206278, "expiration_time": 1764525600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 123, "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) |
---|