Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334142.5795 | 1171305.1463 | 162837.4332 | 16022679.4568 | 6494087.8625 | 9528591.5943 |
Total P&L (%) | 1334.1426 | 1171.3051 | 162.8374 | 16022.6795 | 6494.0879 | 9528.5916 |
Avg Daily Profit (%) | 0.72 | 0.6321 | 0.0879 | 0.2747 | 0.2263 | 0.2468 |
Buy And Hold Return (%) | 124.1929 | 124.1929 | 124.1929 | 124.1929 | 124.1929 | 124.1929 |
Max Trade Drawdown | -92542 | -61671 | -61339 | -4898507 | -4308521 | -2013916 |
Profit Factor | 4.4206 | 8.2391 | 1.7135 | 2.0781 | 1.8204 | 2.3719 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 44.4444 | 50 | 38.7097 | 44.4444 | 50 | 38.7097 |
Ratio Avg Win / Avg Loss | 5.5258 | 8.2391 | 2.713 | 2.5977 | 1.8204 | 3.7554 |
Largest Winning Trade | 788444 | 788444 | 79585 | 6662293 | 3101140 | 6662293 |
Largest Losing Trade | -45804 | -23488 | -45804 | -2049695 | -2049695 | -1840324 |
Avg Bars in Trades | 85 | 79 | 92 | 85 | 79 | 92 |
Avg Bars in Winners | 153 | 125 | 191 | 153 | 125 | 191 |
Avg Bars in Losers | 32 | 34 | 29 | 32 | 34 | 29 |
Bars Traded | 5416 | 2557 | 2859 | 5416 | 2557 | 2859 |
Profit Streak | 0 | 0 | 48.5556 | 0 | 0 | 48.5556 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133585 | 728169 | -145227 | -140811 | 420619 | 327126 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5559, "evaluation_days": 1853, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1600502400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759267207544, "expiration_time": 1764050976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 44, "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": [ [ 1334142.5794774888, 1171305.1462637596, 162837.4332137296, 16022679.456845004, 6494087.862499678, 9528591.594345326 ], [ 1334.142579, 1171.305146, 162.837433, 16022.679457, 6494.087862, 9528.591594 ], [ 0.719991, 0.632113, 0.087878, 0.274678, 0.226309, 0.246787 ], [ 124.192906, 124.192906, 124.192906, 124.192906, 124.192906, 124.192906 ], [ -92542, -61671, -61339, -4898507, -4308521, -2013916 ], [ 4.420643, 8.239132, 1.713495, 2.078134, 1.820405, 2.371854 ], [ 63, 32, 31, 63, 32, 31 ], [ 28, 16, 12, 28, 16, 12 ], [ 35, 16, 19, 35, 16, 19 ], [ 44.444444, 50, 38.709677, 44.444444, 50, 38.709677 ], [ 5.525803, 8.239132, 2.713034, 2.597668, 1.820405, 3.755436 ], [ 788444, 788444, 79585, 6662293, 3101140, 6662293 ], [ -45804, -23488, -45804, -2049695, -2049695, -1840324 ], [ 85, 79, 92, 85, 79, 92 ], [ 153, 125, 191, 153, 125, 191 ], [ 32, 34, 29, 32, 34, 29 ], [ 5416, 2557, 2859, 5416, 2557, 2859 ], [ 0, 0, 48.555643, 0, 0, 48.555643 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133585, 728169, -145227, -140811, 420619, 327126 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5559, "evaluation_days": 1853, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1600502400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759267207544, "expiration_time": 1764050976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 44, "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) |
---|