Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2249721.3169 | 2142119.6879 | 107601.629 | 3738615.1855 | 2387465.1663 | 1351150.0191 |
Total P&L (%) | 2249.7213 | 2142.1197 | 107.6016 | 3738.6152 | 2387.4652 | 1351.15 |
Avg Daily Profit (%) | 1.2082 | 1.1504 | 0.0578 | 0.1961 | 0.1728 | 0.1438 |
Buy And Hold Return (%) | 195.2188 | 195.2188 | 195.2188 | 195.2188 | 195.2188 | 195.2188 |
Max Trade Drawdown | -126086 | -108353 | -49181 | -2648899 | -1931617 | -1180192 |
Profit Factor | 5.3122 | 9.2272 | 1.4117 | 1.3035 | 1.3812 | 1.2231 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 44.4444 | 42 | 46.9388 | 44.4444 | 42 | 46.9388 |
Ratio Avg Win / Avg Loss | 6.6402 | 12.7423 | 1.5959 | 1.6294 | 1.9074 | 1.3826 |
Largest Winning Trade | 1976790 | 1976790 | 66298 | 2064973 | 1976790 | 2064973 |
Largest Losing Trade | -32603 | -32603 | -21686 | -841960 | -667940 | -841960 |
Avg Bars in Trades | 72 | 84 | 60 | 72 | 84 | 60 |
Avg Bars in Winners | 121 | 150 | 95 | 121 | 150 | 95 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 7168 | 4210 | 2958 | 7168 | 4210 | 2958 |
Profit Streak | 7.0987 | 15.8487 | 0 | 7.0987 | 15.8487 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 731893 | -160588 | -280749 | 288246 | -173091 | -2238 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 3.51242 } } }
{ "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": [ [ 2249721.316948895, 2142119.687919121, 107601.6290297756, 3738615.1854780125, 2387465.166342662, 1351150.0191353483 ], [ 2249.721317, 2142.119688, 107.601629, 3738.615185, 2387.465166, 1351.150019 ], [ 1.208228, 1.15044, 0.057788, 0.196094, 0.172751, 0.143763 ], [ 195.218821, 195.218821, 195.218821, 195.218821, 195.218821, 195.218821 ], [ -126086, -108353, -49181, -2648899, -1931617, -1180192 ], [ 5.312198, 9.227186, 1.41173, 1.303496, 1.381238, 1.223106 ], [ 99, 50, 49, 99, 50, 49 ], [ 44, 21, 23, 44, 21, 23 ], [ 55, 29, 26, 55, 29, 26 ], [ 44.444444, 42, 46.938776, 44.444444, 42, 46.938776 ], [ 6.640248, 12.742304, 1.595869, 1.62937, 1.907424, 1.382641 ], [ 1976790, 1976790, 66298, 2064973, 1976790, 2064973 ], [ -32603, -32603, -21686, -841960, -667940, -841960 ], [ 72, 84, 60, 72, 84, 60 ], [ 121, 150, 95, 121, 150, 95 ], [ 32, 36, 28, 32, 36, 28 ], [ 7168, 4210, 2958, 7168, 4210, 2958 ], [ 7.098657, 15.848657, 0, 7.098657, 15.848657, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 731893, -160588, -280749, 288246, -173091, -2238 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7448, "evaluation_days": 1862, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604253600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760062923970, "expiration_time": 1764880704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 3.51242 } } }
# | 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) |
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