Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1372964.6571 | -5890.5525 | -1367074.1045 | 4417675.4018 | 1825180.7075 | 2592494.6943 |
Total P&L (%) | -1372.9647 | -5.8906 | -1367.0741 | 4417.6754 | 1825.1807 | 2592.4947 |
Avg Daily Profit (%) | -0.7436 | -0.0032 | -0.7404 | 0.2066 | 0.1603 | 0.1785 |
Buy And Hold Return (%) | 139.992 | 139.992 | 139.992 | 139.992 | 139.992 | 139.992 |
Max Trade Drawdown | -1478770 | -94258 | -1421910 | -1337385 | -268876 | -1068509 |
Profit Factor | 0.2887 | 0.962 | 0.2299 | 1.7715 | 2.4764 | 1.5774 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 20 | 20 | 52 | 29 | 23 |
Losing Trades | 54 | 27 | 27 | 42 | 18 | 24 |
Profitability (%) | 42.5532 | 42.5532 | 42.5532 | 55.3191 | 61.7021 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.3898 | 1.2987 | 0.3103 | 1.4308 | 1.5371 | 1.646 |
Largest Winning Trade | 72784 | 19959 | 72784 | 2138789 | 603342 | 2138789 |
Largest Losing Trade | -1057318 | -22677 | -1057318 | -736238 | -223516 | -736238 |
Avg Bars in Trades | 115 | 13 | 216 | 115 | 13 | 216 |
Avg Bars in Winners | 115 | 16 | 214 | 72 | 14 | 145 |
Avg Bars in Losers | 114 | 11 | 217 | 167 | 11 | 285 |
Bars Traded | 10810 | 632 | 10178 | 10810 | 632 | 10178 |
Profit Streak | 74.4839 | 74.4839 | 74.6505 | 74.4839 | 74.4839 | 74.6505 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -582000 | -580682 | -582627 | 457371 | 549338 | 409580 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759030605661, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 250, "offset": 0, "std": 2.78645 } } }
{ "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": [ [ -1372964.6570698472, -5890.5525209824, -1367074.1045488648, 4417675.40182585, 1825180.7075131328, 2592494.694312717 ], [ -1372.964657, -5.890553, -1367.074105, 4417.675402, 1825.180708, 2592.494694 ], [ -0.74355, -0.00319, -0.74036, 0.206581, 0.160302, 0.178499 ], [ 139.991994, 139.991994, 139.991994, 139.991994, 139.991994, 139.991994 ], [ -1478770, -94258, -1421910, -1337385, -268876, -1068509 ], [ 0.288716, 0.962029, 0.229873, 1.771518, 2.476375, 1.577432 ], [ 94, 47, 47, 94, 47, 47 ], [ 40, 20, 20, 52, 29, 23 ], [ 54, 27, 27, 42, 18, 24 ], [ 42.553191, 42.553191, 42.553191, 55.319149, 61.702128, 48.93617 ], [ 0.389766, 1.298739, 0.310329, 1.430841, 1.537061, 1.646016 ], [ 72784, 19959, 72784, 2138789, 603342, 2138789 ], [ -1057318, -22677, -1057318, -736238, -223516, -736238 ], [ 115, 13, 216, 115, 13, 216 ], [ 115, 16, 214, 72, 14, 145 ], [ 114, 11, 217, 167, 11, 285 ], [ 10810, 632, 10178, 10810, 632, 10178 ], [ 74.483862, 74.483862, 74.650528, 74.483862, 74.483862, 74.650528 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -582000, -580682, -582627, 457371, 549338, 409580 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759030605661, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 250, "offset": 0, "std": 2.78645 } } }
# | 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) |
---|