Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694264.326 | 755397.5698 | -61133.2438 | 49574.8112 | 964530.4086 | -914955.5974 |
Total P&L (%) | 694.2643 | 755.3976 | -61.1332 | 49.5748 | 964.5304 | -914.9556 |
Avg Daily Profit (%) | 0.3751 | 0.4081 | -0.033 | 0.0218 | 0.1279 | 0 |
Buy And Hold Return (%) | 121.5788 | 121.5788 | 121.5788 | 121.5788 | 121.5788 | 121.5788 |
Max Trade Drawdown | -126632 | -78892 | -154258 | -1365109 | -456253 | -1112344 |
Profit Factor | 1.6956 | 2.8973 | 0.8981 | 1.0122 | 1.6765 | 0.6547 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 49.2754 | 50 | 48.5437 | 49.2754 | 50 | 48.5437 |
Ratio Avg Win / Avg Loss | 1.7455 | 2.8973 | 0.952 | 1.0419 | 1.6765 | 0.6939 |
Largest Winning Trade | 510443 | 510443 | 77037 | 729629 | 729629 | 338358 |
Largest Losing Trade | -63390 | -31275 | -63390 | -406547 | -143249 | -406547 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 5352 | 2780 | 2572 | 5352 | 2780 | 2572 |
Profit Streak | 15.9559 | 17.6225 | 0 | 15.9559 | 17.6225 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487620 | 554085 | -581346 | -535066 | -18170 | -581346 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759100188091, "expiration_time": 1763872992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 115 } }, "second_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 3.40066 } } }
{ "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": [ [ 694264.3260064234, 755397.5698337714, -61133.2438273473, 49574.8111711265, 964530.4085780648, -914955.5974069379 ], [ 694.264326, 755.39757, -61.133244, 49.574811, 964.530409, -914.955597 ], [ 0.375075, 0.408102, -0.033027, 0.021754, 0.127857, 0 ], [ 121.578846, 121.578846, 121.578846, 121.578846, 121.578846, 121.578846 ], [ -126632, -78892, -154258, -1365109, -456253, -1112344 ], [ 1.6956, 2.89725, 0.898099, 1.012165, 1.676464, 0.654656 ], [ 207, 104, 103, 207, 104, 103 ], [ 102, 52, 50, 102, 52, 50 ], [ 105, 52, 53, 105, 52, 53 ], [ 49.275362, 50, 48.543689, 49.275362, 50, 48.543689 ], [ 1.745471, 2.89725, 0.951984, 1.041934, 1.676464, 0.693935 ], [ 510443, 510443, 77037, 729629, 729629, 338358 ], [ -63390, -31275, -63390, -406547, -143249, -406547 ], [ 25, 26, 24, 25, 26, 24 ], [ 28, 29, 26, 28, 29, 26 ], [ 23, 24, 23, 23, 24, 23 ], [ 5352, 2780, 2572, 5352, 2780, 2572 ], [ 15.955881, 17.622547, 0, 15.955881, 17.622547, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 487620, 554085, -581346, -535066, -18170, -581346 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759100188091, "expiration_time": 1763872992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 115 } }, "second_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 3.40066 } } }
# | 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) |
---|