Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871448.8647 | 747263.9394 | 124184.9253 | 5911756.1103 | 3765067.5723 | 2146688.538 |
Total P&L (%) | 871.4489 | 747.2639 | 124.1849 | 5911.7561 | 3765.0676 | 2146.6885 |
Avg Daily Profit (%) | 0.47 | 0.4031 | 0.067 | 0.2212 | 0.1973 | 0.168 |
Buy And Hold Return (%) | 104.6724 | 104.6724 | 104.6724 | 104.6724 | 104.6724 | 104.6724 |
Max Trade Drawdown | -93984 | -70461 | -110940 | -11107337 | -6866260 | -6863450 |
Profit Factor | 2.2276 | 3.429 | 1.3087 | 1.2199 | 1.2998 | 1.1498 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Profitability (%) | 28.8235 | 31.7647 | 25.8824 | 28.8235 | 31.7647 | 25.8824 |
Ratio Avg Win / Avg Loss | 5.5009 | 7.3659 | 3.7478 | 3.0124 | 2.7922 | 3.2927 |
Largest Winning Trade | 262568 | 262568 | 75215 | 5404765 | 5404765 | 4666223 |
Largest Losing Trade | -32194 | -17118 | -32194 | -1949580 | -1120979 | -1949580 |
Avg Bars in Trades | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Winners | 175 | 157 | 197 | 175 | 157 | 197 |
Avg Bars in Losers | 19 | 15 | 22 | 19 | 15 | 22 |
Bars Traded | 10918 | 5130 | 5788 | 10918 | 5130 | 5788 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 90459 | 320864 | -236283 | -3148 | 64454 | -73101 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11124, "evaluation_days": 1854, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601265600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375472270, "expiration_time": 1764168768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 871448.864678934, 747263.9394223638, 124184.92525657, 5911756.1102747, 3765067.5723213954, 2146688.5379533023 ], [ 871.448865, 747.263939, 124.184925, 5911.75611, 3765.067572, 2146.688538 ], [ 0.470037, 0.403055, 0.066982, 0.221188, 0.197312, 0.167997 ], [ 104.672423, 104.672423, 104.672423, 104.672423, 104.672423, 104.672423 ], [ -93984, -70461, -110940, -11107337, -6866260, -6863450 ], [ 2.227622, 3.428973, 1.308748, 1.219881, 1.29982, 1.149821 ], [ 170, 85, 85, 170, 85, 85 ], [ 49, 27, 22, 49, 27, 22 ], [ 121, 58, 63, 121, 58, 63 ], [ 28.823529, 31.764706, 25.882353, 28.823529, 31.764706, 25.882353 ], [ 5.500862, 7.365943, 3.747777, 3.01236, 2.792205, 3.292669 ], [ 262568, 262568, 75215, 5404765, 5404765, 4666223 ], [ -32194, -17118, -32194, -1949580, -1120979, -1949580 ], [ 64, 60, 68, 64, 60, 68 ], [ 175, 157, 197, 175, 157, 197 ], [ 19, 15, 22, 19, 15, 22 ], [ 10918, 5130, 5788, 10918, 5130, 5788 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 90459, 320864, -236283, -3148, 64454, -73101 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11124, "evaluation_days": 1854, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601265600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375472270, "expiration_time": 1764168768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|