Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2421121.5936 | -125721.5841 | -2295400.0095 | -97138.3406 | 1475607.0894 | -1572745.4301 |
Total P&L (%) | -2421.1216 | -125.7216 | -2295.4 | -97.1383 | 1475.6071 | -1572.7454 |
Avg Daily Profit (%) | -1.3116 | -0.0681 | -1.2435 | -0.1923 | 0.1495 | 0 |
Buy And Hold Return (%) | 140.04 | 140.04 | 140.04 | 140.04 | 140.04 | 140.04 |
Max Trade Drawdown | -2531304 | -193497 | -2352015 | -4579248 | -1084631 | -4475195 |
Profit Factor | 0.1873 | 0.6917 | 0.1073 | 0.988 | 1.6319 | 0.7276 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 50 | 25 | 25 | 46 | 22 | 24 |
Losing Trades | 40 | 20 | 20 | 44 | 23 | 21 |
Profitability (%) | 55.5556 | 55.5556 | 55.5556 | 51.1111 | 48.8889 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.1499 | 0.5534 | 0.0858 | 0.9451 | 1.706 | 0.6366 |
Largest Winning Trade | 48233 | 48233 | 29325 | 2176015 | 1335761 | 2176015 |
Largest Losing Trade | -2049266 | -77606 | -2049266 | -3580202 | -536660 | -3580202 |
Avg Bars in Trades | 239 | 191 | 287 | 239 | 191 | 287 |
Avg Bars in Winners | 102 | 77 | 128 | 242 | 251 | 233 |
Avg Bars in Losers | 410 | 334 | 487 | 237 | 134 | 349 |
Bars Traded | 21582 | 8635 | 12947 | 21582 | 8635 | 12947 |
Profit Streak | 28.2729 | 29.0229 | 0 | 28.2729 | 29.0229 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579277 | -579451 | -579991 | -579853 | 366513 | -580279 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22151, "evaluation_days": 1845.92, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602216000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758817977656, "expiration_time": 1764463939200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 75, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 248, "offset": 172 } } }
{ "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": [ [ -2421121.593633915, -125721.5841430162, -2295400.009490898, -97138.3406216308, 1475607.0894372656, -1572745.4300588951 ], [ -2421.121594, -125.721584, -2295.400009, -97.138341, 1475.607089, -1572.74543 ], [ -1.311607, -0.068108, -1.243499, -0.192335, 0.14948, 0 ], [ 140.04004, 140.04004, 140.04004, 140.04004, 140.04004, 140.04004 ], [ -2531304, -193497, -2352015, -4579248, -1084631, -4475195 ], [ 0.187314, 0.69174, 0.107305, 0.98802, 1.63186, 0.727582 ], [ 90, 45, 45, 90, 45, 45 ], [ 50, 25, 25, 46, 22, 24 ], [ 40, 20, 20, 44, 23, 21 ], [ 55.555556, 55.555556, 55.555556, 51.111111, 48.888889, 53.333333 ], [ 0.149851, 0.553392, 0.085844, 0.945063, 1.706036, 0.636634 ], [ 48233, 48233, 29325, 2176015, 1335761, 2176015 ], [ -2049266, -77606, -2049266, -3580202, -536660, -3580202 ], [ 239, 191, 287, 239, 191, 287 ], [ 102, 77, 128, 242, 251, 233 ], [ 410, 334, 487, 237, 134, 349 ], [ 21582, 8635, 12947, 21582, 8635, 12947 ], [ 28.272889, 29.022889, 0, 28.27289, 29.02289, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579277, -579451, -579991, -579853, 366513, -580279 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22151, "evaluation_days": 1845.92, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602216000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758817977656, "expiration_time": 1764463939200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 75, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 248, "offset": 172 } } }
# | 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) |
---|