Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745445.2058 | 716807.0778 | 28638.128 | 332350.0672 | -18264.1073 | 350614.1744 |
Total P&L (%) | 745.4452 | 716.8071 | 28.6381 | 332.3501 | -18.2641 | 350.6142 |
Avg Daily Profit (%) | 0.4019 | 0.3864 | 0.0154 | 0.079 | -0.0109 | 0.0812 |
Buy And Hold Return (%) | 90.0631 | 90.0631 | 90.0631 | 90.0631 | 90.0631 | 90.0631 |
Max Trade Drawdown | -153851 | -155739 | -13956 | -2931703 | -3121838 | -302979 |
Profit Factor | 2.1129 | 2.1631 | 1.5352 | 1.0333 | 0.998 | 1.5165 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 51.8248 | 44.1176 | 59.4203 | 51.8248 | 44.1176 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.9642 | 2.7399 | 1.0484 | 0.9606 | 1.2642 | 1.0357 |
Largest Winning Trade | 243663 | 243663 | 9904 | 1269696 | 1269696 | 285352 |
Largest Losing Trade | -80613 | -80613 | -9896 | -1796632 | -1796632 | -302979 |
Avg Bars in Trades | 78 | 157 | 1 | 78 | 157 | 1 |
Avg Bars in Winners | 80 | 189 | 1 | 80 | 189 | 1 |
Avg Bars in Losers | 76 | 131 | 1 | 76 | 131 | 1 |
Bars Traded | 10759 | 10686 | 73 | 10759 | 10686 | 73 |
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 | 517700 | -97999 | -436660 | -274959 | -690857 | -185645 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11130, "evaluation_days": 1855, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599350400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759452570529, "expiration_time": 1764257760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 2.24525 } }, "second_band": { "type": "hl2", "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": [ [ 745445.205778704, 716807.0778153328, 28638.1279633708, 332350.0671636721, -18264.1072620375, 350614.1744257103 ], [ 745.445206, 716.807078, 28.638128, 332.350067, -18.264107, 350.614174 ], [ 0.401857, 0.386419, 0.015438, 0.078957, -0.010871, 0.081189 ], [ 90.063091, 90.063091, 90.063091, 90.063091, 90.063091, 90.063091 ], [ -153851, -155739, -13956, -2931703, -3121838, -302979 ], [ 2.112949, 2.163115, 1.535185, 1.03333, 0.998035, 1.516547 ], [ 137, 68, 69, 137, 68, 69 ], [ 71, 30, 41, 71, 30, 41 ], [ 66, 38, 28, 66, 38, 28 ], [ 51.824818, 44.117647, 59.42029, 51.824818, 44.117647, 59.42029 ], [ 1.96415, 2.739946, 1.048419, 0.96056, 1.264177, 1.035691 ], [ 243663, 243663, 9904, 1269696, 1269696, 285352 ], [ -80613, -80613, -9896, -1796632, -1796632, -302979 ], [ 78, 157, 1, 78, 157, 1 ], [ 80, 189, 1, 80, 189, 1 ], [ 76, 131, 1, 76, 131, 1 ], [ 10759, 10686, 73, 10759, 10686, 73 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 517700, -97999, -436660, -274959, -690857, -185645 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11130, "evaluation_days": 1855, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599350400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759452570529, "expiration_time": 1764257760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 2.24525 } }, "second_band": { "type": "hl2", "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) |
---|