Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231312.471 | 433236.8935 | -201924.4225 | -96365.0089 | 49893.7865 | -146258.7955 |
Total P&L (%) | 231.3125 | 433.2369 | -201.9244 | -96.365 | 49.8938 | -146.2588 |
Avg Daily Profit (%) | 0.1246 | 0.2333 | -0.1088 | -0.1784 | 0.0218 | 0 |
Buy And Hold Return (%) | 135.002 | 135.002 | 135.002 | 135.002 | 135.002 | 135.002 |
Max Trade Drawdown | -226618 | -152039 | -248904 | -126832 | -108237 | -167148 |
Profit Factor | 1.1374 | 1.5339 | 0.7684 | 0.8894 | 1.1221 | 0.6841 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Losing Trades | 153 | 73 | 80 | 153 | 73 | 80 |
Profitability (%) | 48.1356 | 50.3401 | 45.9459 | 48.1356 | 50.3401 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.2255 | 1.5131 | 0.904 | 0.9583 | 1.107 | 0.8048 |
Largest Winning Trade | 163880 | 163880 | 43687 | 44050 | 44050 | 38431 |
Largest Losing Trade | -67345 | -46213 | -67345 | -45566 | -45566 | -30935 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
Bars Traded | 7214 | 4031 | 3183 | 7214 | 4031 | 3183 |
Profit Streak | 0 | 9.0049 | 0 | 0 | 9.0049 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103791 | 303477 | -582239 | -579682 | -414875 | -582239 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7427, "evaluation_days": 1856.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603281600000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759622820006, "expiration_time": 1764413496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 231312.4709683123, 433236.8934657254, -201924.4224974131, -96365.0089477931, 49893.7865252323, -146258.7954730255 ], [ 231.312471, 433.236893, -201.924422, -96.365009, 49.893787, -146.258795 ], [ 0.124579, 0.233331, -0.108752, -0.178355, 0.021802, 0 ], [ 135.001986, 135.001986, 135.001986, 135.001986, 135.001986, 135.001986 ], [ -226618, -152039, -248904, -126832, -108237, -167148 ], [ 1.137401, 1.53386, 0.768427, 0.889429, 1.122129, 0.6841 ], [ 295, 147, 148, 295, 147, 148 ], [ 142, 74, 68, 142, 74, 68 ], [ 153, 73, 80, 153, 73, 80 ], [ 48.135593, 50.340136, 45.945946, 48.135593, 50.340136, 45.945946 ], [ 1.225509, 1.513133, 0.904031, 0.958329, 1.106965, 0.804823 ], [ 163880, 163880, 43687, 44050, 44050, 38431 ], [ -67345, -46213, -67345, -45566, -45566, -30935 ], [ 24, 27, 21, 24, 27, 21 ], [ 27, 30, 24, 27, 30, 24 ], [ 21, 24, 19, 21, 24, 19 ], [ 7214, 4031, 3183, 7214, 4031, 3183 ], [ 0, 9.004861, 0, 0, 9.004861, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -103791, 303477, -582239, -579682, -414875, -582239 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7427, "evaluation_days": 1856.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603281600000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759622820006, "expiration_time": 1764413496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|