Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2210366.4656 | 2147171.9169 | 63194.5487 | 1306006.3953 | 2308513.8815 | -1002507.4862 |
Total P&L (%) | 2210.3665 | 2147.1719 | 63.1945 | 1306.0064 | 2308.5139 | -1002.5075 |
Avg Daily Profit (%) | 1.1959 | 1.1617 | 0.0342 | 0.1431 | 0.1723 | 0 |
Buy And Hold Return (%) | 196.9247 | 196.9247 | 196.9247 | 196.9247 | 196.9247 | 196.9247 |
Max Trade Drawdown | -137194 | -79138 | -90869 | -2960034 | -1791060 | -2693138 |
Profit Factor | 5.3946 | 8.9272 | 1.2723 | 1.1331 | 1.4629 | 0.7923 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 49.4253 | 47.7273 | 51.1628 | 49.4253 | 47.7273 | 51.1628 |
Ratio Avg Win / Avg Loss | 5.5201 | 9.7774 | 1.2144 | 1.1594 | 1.6022 | 0.7563 |
Largest Winning Trade | 2088067 | 2088067 | 69721 | 2088067 | 2088067 | 639629 |
Largest Losing Trade | -35702 | -32461 | -35702 | -1106356 | -1106356 | -937073 |
Avg Bars in Trades | 59 | 50 | 67 | 59 | 50 | 67 |
Avg Bars in Winners | 99 | 82 | 115 | 99 | 82 | 115 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 5156 | 2236 | 2920 | 5156 | 2236 | 2920 |
Profit Streak | 0 | 0 | 125.6493 | 0 | 0 | 125.6493 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 777700 | 762581 | -311530 | -75964 | 329963 | -579225 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604505600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872095763, "expiration_time": 1763635680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 186, "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": [ [ 2210366.465631682, 2147171.916915051, 63194.5487166319, 1306006.3953117032, 2308513.8814671803, -1002507.4861554775 ], [ 2210.366466, 2147.171917, 63.194549, 1306.006395, 2308.513881, -1002.507486 ], [ 1.195872, 1.161682, 0.03419, 0.143115, 0.172282, 0 ], [ 196.924708, 196.924708, 196.924708, 196.924708, 196.924708, 196.924708 ], [ -137194, -79138, -90869, -2960034, -1791060, -2693138 ], [ 5.394633, 8.927222, 1.272262, 1.133063, 1.46286, 0.79233 ], [ 87, 44, 43, 87, 44, 43 ], [ 43, 21, 22, 43, 21, 22 ], [ 44, 23, 21, 44, 23, 21 ], [ 49.425287, 47.727273, 51.162791, 49.425287, 47.727273, 51.162791 ], [ 5.52009, 9.777433, 1.214432, 1.159414, 1.60218, 0.756315 ], [ 2088067, 2088067, 69721, 2088067, 2088067, 639629 ], [ -35702, -32461, -35702, -1106356, -1106356, -937073 ], [ 59, 50, 67, 59, 50, 67 ], [ 99, 82, 115, 99, 82, 115 ], [ 20, 22, 18, 20, 22, 18 ], [ 5156, 2236, 2920, 5156, 2236, 2920 ], [ 0, 0, 125.649256, 0, 0, 125.649256 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 777700, 762581, -311530, -75964, 329963, -579225 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604505600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872095763, "expiration_time": 1763635680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 186, "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) |
---|