Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559978.3132 | 624274.4545 | -64296.1413 | 5479.5409 | 57084.7615 | -51605.2206 |
Total P&L (%) | 559.9783 | 624.2745 | -64.2961 | 5.4795 | 57.0848 | -51.6052 |
Avg Daily Profit (%) | 0.3033 | 0.3381 | -0.0348 | 0.0029 | 0.0245 | -0.0393 |
Buy And Hold Return (%) | 145.8479 | 145.8479 | 145.8479 | 145.8479 | 145.8479 | 145.8479 |
Max Trade Drawdown | -153343 | -75325 | -147962 | -431917 | -230901 | -223527 |
Profit Factor | 1.7787 | 3.2579 | 0.8547 | 1.0047 | 1.1092 | 0.9197 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 37.1795 | 38.4615 | 35.8974 | 37.1795 | 38.4615 | 35.8974 |
Ratio Avg Win / Avg Loss | 3.0054 | 5.2126 | 1.5263 | 1.6976 | 1.7748 | 1.6423 |
Largest Winning Trade | 445219 | 445219 | 72894 | 132270 | 132270 | 100683 |
Largest Losing Trade | -56579 | -31771 | -56579 | -162478 | -162478 | -142487 |
Avg Bars in Trades | 138 | 132 | 144 | 138 | 132 | 144 |
Avg Bars in Winners | 242 | 211 | 275 | 242 | 211 | 275 |
Avg Bars in Losers | 77 | 83 | 71 | 77 | 83 | 71 |
Bars Traded | 10808 | 5171 | 5637 | 10808 | 5171 | 5637 |
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 | -33834 | 324216 | -583463 | -612738 | -429684 | -583463 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601438400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758941955895, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 36, "offset": 121 } }, "second_band": { "type": "bbm", "factors": { "length": 51, "offset": 0, "std": 2.74809 } } }
{ "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": [ [ 559978.3131549784, 624274.4544658837, -64296.1413109048, 5479.5408652907, 57084.7614638493, -51605.2205985585 ], [ 559.978313, 624.274454, -64.296141, 5.479541, 57.084761, -51.605221 ], [ 0.303265, 0.338085, -0.034821, 0.002889, 0.024461, -0.039298 ], [ 145.847857, 145.847857, 145.847857, 145.847857, 145.847857, 145.847857 ], [ -153343, -75325, -147962, -431917, -230901, -223527 ], [ 1.778708, 3.257867, 0.854738, 1.004703, 1.109243, 0.919691 ], [ 78, 39, 39, 78, 39, 39 ], [ 29, 15, 14, 29, 15, 14 ], [ 49, 24, 25, 49, 24, 25 ], [ 37.179487, 38.461538, 35.897436, 37.179487, 38.461538, 35.897436 ], [ 3.005404, 5.212588, 1.526319, 1.697602, 1.774789, 1.642306 ], [ 445219, 445219, 72894, 132270, 132270, 100683 ], [ -56579, -31771, -56579, -162478, -162478, -142487 ], [ 138, 132, 144, 138, 132, 144 ], [ 242, 211, 275, 242, 211, 275 ], [ 77, 83, 71, 77, 83, 71 ], [ 10808, 5171, 5637, 10808, 5171, 5637 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -33834, 324216, -583463, -612738, -429684, -583463 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601438400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758941955895, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 36, "offset": 121 } }, "second_band": { "type": "bbm", "factors": { "length": 51, "offset": 0, "std": 2.74809 } } }
# | 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) |
---|