Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569810.8473 | 544458.9213 | 25351.926 | 331190.7619 | 795510.0067 | -464319.2448 |
Total P&L (%) | 569.8108 | 544.4589 | 25.3519 | 331.1908 | 795.51 | -464.3192 |
Avg Daily Profit (%) | 0.3061 | 0.2925 | 0.0136 | 0.0785 | 0.1178 | 0 |
Buy And Hold Return (%) | 50.9259 | 50.9259 | 50.9259 | 50.9259 | 50.9259 | 50.9259 |
Max Trade Drawdown | -161183 | -104403 | -227016 | -815967 | -603730 | -847916 |
Profit Factor | 1.2469 | 1.4828 | 1.0215 | 1.043 | 1.2151 | 0.8842 |
Total Trades | 736 | 368 | 368 | 736 | 368 | 368 |
Winning Trades | 263 | 125 | 138 | 263 | 125 | 138 |
Losing Trades | 473 | 243 | 230 | 473 | 243 | 230 |
Profitability (%) | 35.7337 | 33.9674 | 37.5 | 35.7337 | 33.9674 | 37.5 |
Ratio Avg Win / Avg Loss | 2.2425 | 2.8826 | 1.7025 | 1.8758 | 2.3622 | 1.4737 |
Largest Winning Trade | 87103 | 87103 | 46650 | 389491 | 389491 | 180430 |
Largest Losing Trade | -22374 | -20452 | -22374 | -118414 | -100518 | -118414 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 11129 | 5736 | 5393 | 11129 | 5736 | 5393 |
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 | 302012 | 235846 | -539425 | -262003 | -39202 | -582326 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11170, "evaluation_days": 1861.67, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599523200000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760031051940, "expiration_time": 1764851040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 183, "offset": 0, "std": 4.87133 } } }
{ "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": [ [ 569810.8472507682, 544458.9212731486, 25351.9259776195, 331190.7618999138, 795510.0067137305, -464319.2448138176 ], [ 569.810847, 544.458921, 25.351926, 331.190762, 795.510007, -464.319245 ], [ 0.306075, 0.292457, 0.013618, 0.078529, 0.117825, 0 ], [ 50.925926, 50.925926, 50.925926, 50.925926, 50.925926, 50.925926 ], [ -161183, -104403, -227016, -815967, -603730, -847916 ], [ 1.246911, 1.482805, 1.021484, 1.042973, 1.215147, 0.884193 ], [ 736, 368, 368, 736, 368, 368 ], [ 263, 125, 138, 263, 125, 138 ], [ 473, 243, 230, 473, 243, 230 ], [ 35.733696, 33.967391, 37.5, 35.733696, 33.967391, 37.5 ], [ 2.242543, 2.882572, 1.702473, 1.875765, 2.362246, 1.473656 ], [ 87103, 87103, 46650, 389491, 389491, 180430 ], [ -22374, -20452, -22374, -118414, -100518, -118414 ], [ 15, 15, 14, 15, 15, 14 ], [ 26, 29, 24, 26, 29, 24 ], [ 8, 8, 8, 8, 8, 8 ], [ 11129, 5736, 5393, 11129, 5736, 5393 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302012, 235846, -539425, -262003, -39202, -582326 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11170, "evaluation_days": 1861.67, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1599523200000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760031051940, "expiration_time": 1764851040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 183, "offset": 0, "std": 4.87133 } } }
# | 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) |
---|