Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686092.3031 | 687939.1452 | -1846.8421 | 80528.0862 | 813193.5261 | -732665.4399 |
Total P&L (%) | 686.0923 | 687.9391 | -1.8468 | 80.5281 | 813.1935 | -732.6654 |
Avg Daily Profit (%) | 0.3716 | 0.3726 | -0.001 | 0.032 | 0.1199 | 0 |
Buy And Hold Return (%) | 124.658 | 124.658 | 124.658 | 124.658 | 124.658 | 124.658 |
Max Trade Drawdown | -176834 | -107006 | -112700 | -1362088 | -713718 | -869563 |
Profit Factor | 1.7097 | 2.7664 | 0.9968 | 1.0217 | 1.5301 | 0.6626 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 51.5337 | 51.2195 | 51.8519 | 51.5337 | 51.2195 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.6079 | 2.6347 | 0.9256 | 0.9609 | 1.4573 | 0.6153 |
Largest Winning Trade | 489405 | 489405 | 61172 | 1229329 | 1229329 | 141822 |
Largest Losing Trade | -57969 | -32971 | -57969 | -486013 | -270324 | -486013 |
Avg Bars in Trades | 64 | 51 | 77 | 64 | 51 | 77 |
Avg Bars in Winners | 77 | 62 | 92 | 77 | 62 | 92 |
Avg Bars in Losers | 50 | 40 | 60 | 50 | 40 | 60 |
Bars Traded | 10486 | 4236 | 6250 | 10486 | 4236 | 6250 |
Profit Streak | 87.0727 | 87.0727 | 138.406 | 87.0727 | 87.0727 | 138.406 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511416 | 376735 | -591144 | -511752 | -34751 | -591144 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758822277567, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 249, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 194, "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": [ [ 686092.3030723878, 687939.1451569095, -1846.8420845212, 80528.0861890984, 813193.5261293147, -732665.4399402163 ], [ 686.092303, 687.939145, -1.846842, 80.528086, 813.193526, -732.66544 ], [ 0.371564, 0.372564, -0.001, 0.031996, 0.119854, 0 ], [ 124.658048, 124.658048, 124.658048, 124.658048, 124.658048, 124.658048 ], [ -176834, -107006, -112700, -1362088, -713718, -869563 ], [ 1.709659, 2.7664, 0.996801, 1.021732, 1.530131, 0.662604 ], [ 163, 82, 81, 163, 82, 81 ], [ 84, 42, 42, 84, 42, 42 ], [ 79, 40, 39, 79, 40, 39 ], [ 51.533742, 51.219512, 51.851852, 51.533742, 51.219512, 51.851852 ], [ 1.607893, 2.634667, 0.925601, 0.960915, 1.457267, 0.615275 ], [ 489405, 489405, 61172, 1229329, 1229329, 141822 ], [ -57969, -32971, -57969, -486013, -270324, -486013 ], [ 64, 51, 77, 64, 51, 77 ], [ 77, 62, 92, 77, 62, 92 ], [ 50, 40, 60, 50, 40, 60 ], [ 10486, 4236, 6250, 10486, 4236, 6250 ], [ 87.072657, 87.072657, 138.40599, 87.072657, 87.072657, 138.40599 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 511416, 376735, -591144, -511752, -34751, -591144 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758822277567, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 249, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 194, "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) |
---|