Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420868.5408 | 484322.3851 | -63453.8443 | 18791.6271 | 169639.5963 | -150847.9692 |
Total P&L (%) | 420.8685 | 484.3224 | -63.4538 | 18.7916 | 169.6396 | -150.848 |
Avg Daily Profit (%) | 0.2262 | 0.2603 | -0.0341 | 0.0093 | 0.0533 | 0 |
Buy And Hold Return (%) | 167.128 | 167.128 | 167.128 | 167.128 | 167.128 | 167.128 |
Max Trade Drawdown | -129358 | -65149 | -117309 | -348641 | -173412 | -226929 |
Profit Factor | 1.457 | 2.4132 | 0.8903 | 1.0136 | 1.3186 | 0.8224 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Losing Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Profitability (%) | 46.0606 | 51.8072 | 40.2439 | 46.0606 | 51.8072 | 40.2439 |
Ratio Avg Win / Avg Loss | 1.7062 | 2.2449 | 1.3219 | 1.187 | 1.2266 | 1.2211 |
Largest Winning Trade | 182805 | 182805 | 75958 | 101701 | 101701 | 88469 |
Largest Losing Trade | -45553 | -33406 | -45553 | -154280 | -67386 | -154280 |
Avg Bars in Trades | 65 | 56 | 74 | 65 | 56 | 74 |
Avg Bars in Winners | 88 | 58 | 127 | 88 | 58 | 127 |
Avg Bars in Losers | 46 | 54 | 38 | 46 | 54 | 38 |
Bars Traded | 10839 | 4725 | 6114 | 10839 | 4725 | 6114 |
Profit Streak | 0 | 0 | 129.0254 | 0 | 0 | 129.0254 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 208517 | 339643 | -585978 | -552480 | -282710 | -585978 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11164, "evaluation_days": 1860.67, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601611200000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759941397028, "expiration_time": 1764762048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 420868.5408112076, 484322.3851083661, -63453.8442971586, 18791.6270922694, 169639.5962939027, -150847.9692016336 ], [ 420.868541, 484.322385, -63.453844, 18.791627, 169.639596, -150.847969 ], [ 0.226192, 0.260295, -0.034103, 0.009255, 0.053324, 0 ], [ 167.128028, 167.128028, 167.128028, 167.128028, 167.128028, 167.128028 ], [ -129358, -65149, -117309, -348641, -173412, -226929 ], [ 1.456955, 2.413214, 0.890279, 1.013599, 1.318605, 0.822403 ], [ 165, 83, 82, 165, 83, 82 ], [ 76, 43, 33, 76, 43, 33 ], [ 89, 40, 49, 89, 40, 49 ], [ 46.060606, 51.807229, 40.243902, 46.060606, 51.807229, 40.243902 ], [ 1.706171, 2.24485, 1.321929, 1.186978, 1.226609, 1.221144 ], [ 182805, 182805, 75958, 101701, 101701, 88469 ], [ -45553, -33406, -45553, -154280, -67386, -154280 ], [ 65, 56, 74, 65, 56, 74 ], [ 88, 58, 127, 88, 58, 127 ], [ 46, 54, 38, 46, 54, 38 ], [ 10839, 4725, 6114, 10839, 4725, 6114 ], [ 0, 0, 129.025428, 0, 0, 129.025429 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 208517, 339643, -585978, -552480, -282710, -585978 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11164, "evaluation_days": 1860.67, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601611200000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759941397028, "expiration_time": 1764762048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|