Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505692.0736 | 500619.8283 | 5072.2454 | 76223.8479 | -29661.5732 | 105885.421 |
Total P&L (%) | 505.6921 | 500.6198 | 5.0722 | 76.2238 | -29.6616 | 105.8854 |
Avg Daily Profit (%) | 0.274 | 0.2712 | 0.0027 | 0.0307 | -0.0191 | 0.0391 |
Buy And Hold Return (%) | 53.129 | 53.129 | 53.129 | 53.129 | 53.129 | 53.129 |
Max Trade Drawdown | -195945 | -189683 | -68897 | -2126386 | -2025913 | -372644 |
Profit Factor | 1.2507 | 1.3342 | 1.0098 | 1.0082 | 0.996 | 1.0556 |
Total Trades | 753 | 376 | 377 | 753 | 376 | 377 |
Winning Trades | 356 | 173 | 183 | 356 | 173 | 183 |
Losing Trades | 397 | 203 | 194 | 397 | 203 | 194 |
Profitability (%) | 47.2776 | 46.0106 | 48.5411 | 47.2776 | 46.0106 | 48.5411 |
Ratio Avg Win / Avg Loss | 1.3947 | 1.5656 | 1.0705 | 1.1243 | 1.1687 | 1.1191 |
Largest Winning Trade | 70785 | 70785 | 20151 | 444480 | 444480 | 115818 |
Largest Losing Trade | -49850 | -49850 | -19106 | -880106 | -880106 | -88816 |
Avg Bars in Trades | 29 | 54 | 4 | 29 | 54 | 4 |
Avg Bars in Winners | 29 | 55 | 4 | 29 | 55 | 4 |
Avg Bars in Losers | 29 | 54 | 3 | 29 | 54 | 3 |
Bars Traded | 22100 | 20558 | 1542 | 22100 | 20558 | 1542 |
Profit Streak | 5.5387 | 0 | 9.9553 | 5.5387 | 0 | 9.9553 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443171 | 356725 | -562476 | -390041 | -579252 | -304681 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22151, "evaluation_days": 1845.92, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1599271200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758898539365, "expiration_time": 1764463939200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 198, "offset": 0, "std": 3.28351 } } }
{ "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": [ [ 505692.0736456827, 500619.8282518105, 5072.2453938719, 76223.8478836079, -29661.5731516545, 105885.4210352628 ], [ 505.692074, 500.619828, 5.072245, 76.223848, -29.661573, 105.885421 ], [ 0.273951, 0.271203, 0.002748, 0.030699, -0.019059, 0.039129 ], [ 53.128991, 53.128991, 53.128991, 53.128991, 53.128991, 53.128991 ], [ -195945, -189683, -68897, -2126386, -2025913, -372644 ], [ 1.250673, 1.334214, 1.009765, 1.00822, 0.995975, 1.055624 ], [ 753, 376, 377, 753, 376, 377 ], [ 356, 173, 183, 356, 173, 183 ], [ 397, 203, 194, 397, 203, 194 ], [ 47.277556, 46.010638, 48.541114, 47.277556, 46.010638, 48.541114 ], [ 1.394711, 1.56558, 1.070461, 1.124335, 1.168688, 1.119077 ], [ 70785, 70785, 20151, 444480, 444480, 115818 ], [ -49850, -49850, -19106, -880106, -880106, -88816 ], [ 29, 54, 4, 29, 54, 4 ], [ 29, 55, 4, 29, 55, 4 ], [ 29, 54, 3, 29, 54, 3 ], [ 22100, 20558, 1542, 22100, 20558, 1542 ], [ 5.53865, 0, 9.955316, 5.53865, 0, 9.955317 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 443171, 356725, -562476, -390041, -579252, -304681 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22151, "evaluation_days": 1845.92, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1599271200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758898539365, "expiration_time": 1764463939200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 198, "offset": 0, "std": 3.28351 } } }
# | 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) |
---|