Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196073.3469 | 333600.5959 | -137527.2491 | -90466.8052 | 177402.377 | -267869.1822 |
Total P&L (%) | 196.0733 | 333.6006 | -137.5272 | -90.4668 | 177.4024 | -267.8692 |
Avg Daily Profit (%) | 0.1052 | 0.179 | -0.0738 | -0.126 | 0.0548 | 0 |
Buy And Hold Return (%) | 22.1277 | 22.1277 | 22.1277 | 22.1277 | 22.1277 | 22.1277 |
Max Trade Drawdown | -236684 | -176206 | -222967 | -322250 | -218916 | -282181 |
Profit Factor | 1.0731 | 1.2563 | 0.9005 | 0.9597 | 1.1661 | 0.7719 |
Total Trades | 669 | 335 | 334 | 669 | 335 | 334 |
Winning Trades | 320 | 167 | 153 | 320 | 167 | 153 |
Losing Trades | 349 | 168 | 181 | 349 | 168 | 181 |
Profitability (%) | 47.8326 | 49.8507 | 45.8084 | 47.8326 | 49.8507 | 45.8084 |
Ratio Avg Win / Avg Loss | 1.1703 | 1.2639 | 1.0653 | 1.0466 | 1.1731 | 0.9132 |
Largest Winning Trade | 72041 | 72041 | 32242 | 103880 | 103880 | 50595 |
Largest Losing Trade | -42285 | -42285 | -34566 | -113528 | -113528 | -71426 |
Avg Bars in Trades | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Losers | 14 | 19 | 10 | 14 | 19 | 10 |
Bars Traded | 11108 | 6543 | 4565 | 11108 | 6543 | 4565 |
Profit Streak | 0 | 0 | 16.0325 | 0 | 0 | 16.0325 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189795 | 312270 | -578695 | -576181 | -156205 | -580361 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11184, "evaluation_days": 1864, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599811200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760230004101, "expiration_time": 1765058688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 43, "offset": 0, "multiplier": 2.87763 } } }
{ "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": [ [ 196073.3468838106, 333600.5959409412, -137527.2490571305, -90466.8052096117, 177402.3770141212, -267869.1822237326 ], [ 196.073347, 333.600596, -137.527249, -90.466805, 177.402377, -267.869182 ], [ 0.10519, 0.17897, -0.073781, -0.126014, 0.054752, 0 ], [ 22.12766, 22.12766, 22.12766, 22.12766, 22.12766, 22.12766 ], [ -236684, -176206, -222967, -322250, -218916, -282181 ], [ 1.07305, 1.256336, 0.900536, 0.959659, 1.1661, 0.771932 ], [ 669, 335, 334, 669, 335, 334 ], [ 320, 167, 153, 320, 167, 153 ], [ 349, 168, 181, 349, 168, 181 ], [ 47.832586, 49.850746, 45.808383, 47.832586, 49.850746, 45.808383 ], [ 1.170295, 1.263859, 1.065339, 1.046628, 1.173082, 0.913201 ], [ 72041, 72041, 32242, 103880, 103880, 50595 ], [ -42285, -42285, -34566, -113528, -113528, -71426 ], [ 16, 19, 13, 16, 19, 13 ], [ 18, 19, 17, 18, 19, 17 ], [ 14, 19, 10, 14, 19, 10 ], [ 11108, 6543, 4565, 11108, 6543, 4565 ], [ 0, 0, 16.032455, 0, 0, 16.032455 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -189795, 312270, -578695, -576181, -156205, -580361 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11184, "evaluation_days": 1864, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599811200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760230004101, "expiration_time": 1765058688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 43, "offset": 0, "multiplier": 2.87763 } } }
# | 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) |
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