Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206621.4234 | 1055106.543 | 151514.8803 | 10567963.537 | 3734481.0649 | 6833482.4721 |
Total P&L (%) | 1206.6214 | 1055.1065 | 151.5149 | 10567.9635 | 3734.4811 | 6833.4825 |
Avg Daily Profit (%) | 0.6514 | 0.5696 | 0.0818 | 0.2524 | 0.1971 | 0.2291 |
Buy And Hold Return (%) | 108.2794 | 108.2794 | 108.2794 | 108.2794 | 108.2794 | 108.2794 |
Max Trade Drawdown | -90816 | -58531 | -59684 | -5223210 | -4134436 | -2311406 |
Profit Factor | 3.9942 | 7.1837 | 1.6521 | 1.6754 | 1.3946 | 2.1052 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 37.7049 | 35.4839 | 40 | 37.7049 | 35.4839 | 40 |
Ratio Avg Win / Avg Loss | 6.5991 | 13.0612 | 2.4781 | 2.7681 | 2.5357 | 3.1578 |
Largest Winning Trade | 701444 | 701444 | 76522 | 4729424 | 4702015 | 4729424 |
Largest Losing Trade | -41530 | -26109 | -41530 | -1631879 | -1631879 | -1065199 |
Avg Bars in Trades | 174 | 164 | 185 | 174 | 164 | 185 |
Avg Bars in Winners | 346 | 334 | 357 | 346 | 334 | 357 |
Avg Bars in Losers | 71 | 71 | 70 | 71 | 71 | 70 |
Bars Traded | 10671 | 5114 | 5557 | 10671 | 5114 | 5557 |
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 | -152105 | 505439 | -126103 | -159399 | 147627 | 300721 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11114, "evaluation_days": 1852.33, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759227676634, "expiration_time": 1764020448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 4.36251 } }, "second_band": { "type": "zlma", "factors": { "length": 141, "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": [ [ 1206621.423353918, 1055106.5430384132, 151514.8803155043, 10567963.537047185, 3734481.0649071825, 6833482.472140001 ], [ 1206.621423, 1055.106543, 151.51488, 10567.963537, 3734.481065, 6833.482472 ], [ 0.651407, 0.56961, 0.081797, 0.252424, 0.197061, 0.229106 ], [ 108.279431, 108.279431, 108.279431, 108.279431, 108.279431, 108.279431 ], [ -90816, -58531, -59684, -5223210, -4134436, -2311406 ], [ 3.994216, 7.18365, 1.652082, 1.675434, 1.394632, 2.10521 ], [ 61, 31, 30, 61, 31, 30 ], [ 23, 11, 12, 23, 11, 12 ], [ 38, 20, 18, 38, 20, 18 ], [ 37.704918, 35.483871, 40, 37.704918, 35.483871, 40 ], [ 6.59914, 13.061183, 2.478123, 2.768109, 2.535694, 3.157815 ], [ 701444, 701444, 76522, 4729424, 4702015, 4729424 ], [ -41530, -26109, -41530, -1631879, -1631879, -1065199 ], [ 174, 164, 185, 174, 164, 185 ], [ 346, 334, 357, 346, 334, 357 ], [ 71, 71, 70, 71, 71, 70 ], [ 10671, 5114, 5557, 10671, 5114, 5557 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152105, 505439, -126103, -159399, 147627, 300721 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11114, "evaluation_days": 1852.33, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759227676634, "expiration_time": 1764020448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 4.36251 } }, "second_band": { "type": "zlma", "factors": { "length": 141, "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) |
---|