Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457645.369 | 574140.2264 | -116494.8574 | -74877.8482 | 70144.7949 | -145022.6431 |
Total P&L (%) | 457.6454 | 574.1402 | -116.4949 | -74.8778 | 70.1448 | -145.0226 |
Avg Daily Profit (%) | 0.2476 | 0.3107 | -0.063 | -0.0747 | 0.0288 | 0 |
Buy And Hold Return (%) | 126.1029 | 126.1029 | 126.1029 | 126.1029 | 126.1029 | 126.1029 |
Max Trade Drawdown | -182901 | -97677 | -217249 | -353911 | -122511 | -339797 |
Profit Factor | 1.5344 | 2.7556 | 0.78 | 0.9278 | 1.1905 | 0.7831 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 50 | 51.1111 | 48.8889 | 50 | 51.1111 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.5344 | 2.6358 | 0.8154 | 0.9278 | 1.1388 | 0.8186 |
Largest Winning Trade | 382030 | 382030 | 75893 | 151270 | 82233 | 151270 |
Largest Losing Trade | -75073 | -37394 | -75073 | -112546 | -79313 | -112546 |
Avg Bars in Trades | 60 | 55 | 64 | 60 | 55 | 64 |
Avg Bars in Winners | 74 | 57 | 92 | 74 | 57 | 92 |
Avg Bars in Losers | 45 | 52 | 38 | 45 | 52 | 38 |
Bars Traded | 5405 | 2486 | 2918 | 5405 | 2486 | 2918 |
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 | 300374 | 457970 | -581144 | -580537 | -330969 | -581144 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5544, "evaluation_days": 1848, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601452800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758846191848, "expiration_time": 1763606016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 80, "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": [ [ 457645.3689770098, 574140.2263716762, -116494.8573946661, -74877.8481586037, 70144.7949052742, -145022.643063878 ], [ 457.645369, 574.140226, -116.494857, -74.877848, 70.144795, -145.022643 ], [ 0.247644, 0.310682, -0.063038, -0.074724, 0.028764, 0 ], [ 126.102941, 126.102941, 126.102941, 126.102941, 126.102941, 126.102941 ], [ -182901, -97677, -217249, -353911, -122511, -339797 ], [ 1.534355, 2.755569, 0.779951, 0.927768, 1.190527, 0.783054 ], [ 90, 45, 45, 90, 45, 45 ], [ 45, 23, 22, 45, 23, 22 ], [ 45, 22, 23, 45, 22, 23 ], [ 50, 51.111111, 48.888889, 50, 51.111111, 48.888889 ], [ 1.534355, 2.635761, 0.815404, 0.927768, 1.138765, 0.818647 ], [ 382030, 382030, 75893, 151270, 82233, 151270 ], [ -75073, -37394, -75073, -112546, -79313, -112546 ], [ 60, 55, 64, 60, 55, 64 ], [ 74, 57, 92, 74, 57, 92 ], [ 45, 52, 38, 45, 52, 38 ], [ 5405, 2486, 2918, 5405, 2486, 2918 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300374, 457970, -581144, -580537, -330969, -581144 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5544, "evaluation_days": 1848, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601452800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758846191848, "expiration_time": 1763606016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 80, "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) |
---|