Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108127.544 | 1125508.9397 | -17381.3956 | -109226.3057 | -9260.9463 | -99965.3594 |
Total P&L (%) | 1108.1275 | 1125.5089 | -17.3814 | -109.2263 | -9.2609 | -99.9654 |
Avg Daily Profit (%) | 0.6001 | 0.6095 | -0.0094 | 0 | -0.0053 | -0.4306 |
Buy And Hold Return (%) | 147.3185 | 147.3185 | 147.3185 | 147.3185 | 147.3185 | 147.3185 |
Max Trade Drawdown | -103031 | -60792 | -155357 | -179682 | -30212 | -154560 |
Profit Factor | 2.7168 | 5.5721 | 0.9565 | 0.5859 | 0.8753 | 0.4725 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 21 | 20 | 36 | 18 | 18 |
Losing Trades | 37 | 18 | 19 | 42 | 21 | 21 |
Profitability (%) | 52.5641 | 53.8462 | 51.2821 | 46.1538 | 46.1538 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.4517 | 4.7761 | 0.9086 | 0.6835 | 1.0212 | 0.5512 |
Largest Winning Trade | 944938 | 944938 | 74895 | 31421 | 15403 | 31421 |
Largest Losing Trade | -101328 | -31478 | -101328 | -129830 | -17987 | -129830 |
Avg Bars in Trades | 136 | 145 | 128 | 136 | 145 | 128 |
Avg Bars in Winners | 185 | 197 | 172 | 85 | 86 | 84 |
Avg Bars in Losers | 83 | 85 | 81 | 181 | 196 | 166 |
Bars Traded | 10684 | 5685 | 5000 | 10684 | 5685 | 5000 |
Profit Streak | 48.4744 | 48.4744 | 67.8078 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20814 | 750009 | -580032 | -621051 | -580586 | -582253 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601496000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914591437, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 2.09166 } }, "second_band": { "type": "tema", "factors": { "length": 161, "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": [ [ 1108127.5440357334, 1125508.939682416, -17381.3956466826, -109226.3056861961, -9260.9462632432, -99965.3594229529 ], [ 1108.127544, 1125.50894, -17.381396, -109.226306, -9.260946, -99.965359 ], [ 0.600123, 0.609536, -0.009413, 0, -0.005263, -0.430584 ], [ 147.318482, 147.318482, 147.318482, 147.318482, 147.318482, 147.318482 ], [ -103031, -60792, -155357, -179682, -30212, -154560 ], [ 2.716752, 5.572136, 0.956472, 0.585891, 0.875291, 0.472485 ], [ 78, 39, 39, 78, 39, 39 ], [ 41, 21, 20, 36, 18, 18 ], [ 37, 18, 19, 42, 21, 21 ], [ 52.564103, 53.846154, 51.282051, 46.153846, 46.153846, 46.153846 ], [ 2.451703, 4.776117, 0.908648, 0.68354, 1.021172, 0.551232 ], [ 944938, 944938, 74895, 31421, 15403, 31421 ], [ -101328, -31478, -101328, -129830, -17987, -129830 ], [ 136, 145, 128, 136, 145, 128 ], [ 185, 197, 172, 85, 86, 84 ], [ 83, 85, 81, 181, 196, 166 ], [ 10684, 5685, 5000, 10684, 5685, 5000 ], [ 48.474438, 48.474438, 67.807771, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -20814, 750009, -580032, -621051, -580586, -582253 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601496000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914591437, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 2.09166 } }, "second_band": { "type": "tema", "factors": { "length": 161, "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) |
---|