Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1577801.4675 | 1614807.0364 | -37005.5689 | 141078.2215 | 544587.4338 | -403509.2123 |
Total P&L (%) | 1577.8015 | 1614.807 | -37.0056 | 141.0782 | 544.5874 | -403.5092 |
Avg Daily Profit (%) | 0.8519 | 0.8719 | -0.02 | 0.0475 | 0.1007 | 0 |
Buy And Hold Return (%) | 84.6228 | 84.6228 | 84.6228 | 84.6228 | 84.6228 | 84.6228 |
Max Trade Drawdown | -154067 | -91160 | -94271 | -1207269 | -625417 | -701910 |
Profit Factor | 3.2448 | 6.8162 | 0.913 | 1.0557 | 1.5065 | 0.7232 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 37.6238 | 33.3333 | 42 | 37.6238 | 33.3333 | 42 |
Ratio Avg Win / Avg Loss | 5.3796 | 13.6325 | 1.2608 | 1.7502 | 3.013 | 0.9987 |
Largest Winning Trade | 1506988 | 1506988 | 73979 | 817028 | 817028 | 212068 |
Largest Losing Trade | -51804 | -34425 | -51804 | -396202 | -396202 | -235680 |
Avg Bars in Trades | 71 | 61 | 82 | 71 | 61 | 82 |
Avg Bars in Winners | 139 | 134 | 143 | 139 | 134 | 143 |
Avg Bars in Losers | 31 | 25 | 38 | 31 | 25 | 38 |
Bars Traded | 7269 | 3150 | 4120 | 7269 | 3150 | 4120 |
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 | 535302 | -164780 | -762277 | -301238 | -242621 | -763944 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7408, "evaluation_days": 1852, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601251200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759199789890, "expiration_time": 1763990784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 96, "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": [ [ 1577801.467452899, 1614807.0363746432, -37005.5689217447, 141078.2215396764, 544587.4338265678, -403509.2122868915 ], [ 1577.801467, 1614.807036, -37.005569, 141.078222, 544.587434, -403.509212 ], [ 0.851945, 0.871926, -0.019981, 0.047525, 0.100668, 0 ], [ 84.622762, 84.622762, 84.622762, 84.622762, 84.622762, 84.622762 ], [ -154067, -91160, -94271, -1207269, -625417, -701910 ], [ 3.244848, 6.816235, 0.912972, 1.055699, 1.506521, 0.723195 ], [ 101, 51, 50, 101, 51, 50 ], [ 38, 17, 21, 38, 17, 21 ], [ 63, 34, 29, 63, 34, 29 ], [ 37.623762, 33.333333, 42, 37.623762, 33.333333, 42 ], [ 5.379617, 13.63247, 1.260771, 1.750237, 3.013042, 0.998698 ], [ 1506988, 1506988, 73979, 817028, 817028, 212068 ], [ -51804, -34425, -51804, -396202, -396202, -235680 ], [ 71, 61, 82, 71, 61, 82 ], [ 139, 134, 143, 139, 134, 143 ], [ 31, 25, 38, 31, 25, 38 ], [ 7269, 3150, 4120, 7269, 3150, 4120 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 535302, -164780, -762277, -301238, -242621, -763944 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7408, "evaluation_days": 1852, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601251200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759199789890, "expiration_time": 1763990784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 96, "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) |
---|