Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1127385.0984 | 1163771.1201 | -36386.0217 | 34009.154 | 882517.3799 | -848508.2259 |
Total P&L (%) | 1127.3851 | 1163.7711 | -36.386 | 34.0092 | 882.5174 | -848.5082 |
Avg Daily Profit (%) | 0.6056 | 0.6252 | -0.0195 | 0.0157 | 0.1228 | 0 |
Buy And Hold Return (%) | 128.5601 | 128.5601 | 128.5601 | 128.5601 | 128.5601 | 128.5601 |
Max Trade Drawdown | -252374 | -128365 | -171137 | -2546140 | -1180122 | -1534509 |
Profit Factor | 2.4784 | 4.5521 | 0.9163 | 1.0063 | 1.3759 | 0.7198 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 42.6966 | 38.6364 | 46.6667 | 42.6966 | 38.6364 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.3263 | 7.2299 | 1.0473 | 1.3506 | 2.1853 | 0.8226 |
Largest Winning Trade | 1006879 | 1006879 | 75727 | 1297874 | 1297874 | 383143 |
Largest Losing Trade | -64955 | -35581 | -64955 | -690267 | -679216 | -690267 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 60 | 70 | 53 | 60 | 70 | 53 |
Avg Bars in Losers | 25 | 21 | 30 | 25 | 21 | 30 |
Bars Traded | 3624 | 1780 | 1843 | 3624 | 1780 | 1843 |
Profit Streak | 16.3737 | 0 | 58.8737 | 16.3737 | 0 | 58.8737 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511222 | 531990 | -578945 | -553210 | -31417 | -580612 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602936000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1760000285396, "expiration_time": 1764793008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1127385.0984269346, 1163771.1200888425, -36386.0216619078, 34009.1539660265, 882517.3798981619, -848508.225932135 ], [ 1127.385098, 1163.77112, -36.386022, 34.009154, 882.51738, -848.508226 ], [ 0.605633, 0.625179, -0.019547, 0.015727, 0.122823, 0 ], [ 128.560111, 128.560111, 128.560111, 128.560111, 128.560111, 128.560111 ], [ -252374, -128365, -171137, -2546140, -1180122, -1534509 ], [ 2.478387, 4.552131, 0.916345, 1.006326, 1.375949, 0.719807 ], [ 89, 44, 45, 89, 44, 45 ], [ 38, 17, 21, 38, 17, 21 ], [ 51, 27, 24, 51, 27, 24 ], [ 42.696629, 38.636364, 46.666667, 42.696629, 38.636364, 46.666667 ], [ 3.326256, 7.229856, 1.047251, 1.350596, 2.18533, 0.822636 ], [ 1006879, 1006879, 75727, 1297874, 1297874, 383143 ], [ -64955, -35581, -64955, -690267, -679216, -690267 ], [ 40, 40, 40, 40, 40, 40 ], [ 60, 70, 53, 60, 70, 53 ], [ 25, 21, 30, 25, 21, 30 ], [ 3624, 1780, 1843, 3624, 1780, 1843 ], [ 16.373673, 0, 58.873673, 16.373674, 0, 58.873674 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 511222, 531990, -578945, -553210, -31417, -580612 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602936000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1760000285396, "expiration_time": 1764793008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|