Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368858.4535 | 307842.4868 | 61015.9667 | 359928.5228 | 256771.9552 | 103156.5676 |
Total P&L (%) | 368.8585 | 307.8425 | 61.016 | 359.9285 | 256.772 | 103.1566 |
Avg Daily Profit (%) | 0.3541 | 0.2955 | 0.0586 | 0.1466 | 0.1222 | 0.0681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91438 | -56420 | -62938 | -272253 | -179998 | -232062 |
Profit Factor | 1.5782 | 1.9663 | 1.191 | 1.2138 | 1.3048 | 1.1227 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 40.7407 | 37.8947 | 43.617 | 40.7407 | 37.8947 | 43.617 |
Ratio Avg Win / Avg Loss | 2.2955 | 3.2225 | 1.5396 | 1.7656 | 2.1385 | 1.4512 |
Largest Winning Trade | 229120 | 229120 | 59992 | 221766 | 221766 | 153069 |
Largest Losing Trade | -17201 | -17201 | -16819 | -58290 | -43976 | -58290 |
Avg Bars in Trades | 130 | 124 | 137 | 130 | 124 | 137 |
Avg Bars in Winners | 220 | 219 | 221 | 220 | 219 | 221 |
Avg Bars in Losers | 69 | 66 | 72 | 69 | 66 | 72 |
Bars Traded | 24728 | 11802 | 12926 | 24728 | 11802 | 12926 |
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 | 331994 | 257925 | -127360 | 25830 | -33676 | -190427 |
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669204800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759022933632, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 3.12726 } }, "second_band": { "type": "zlma", "factors": { "length": 133, "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": [ [ 368858.4535091401, 307842.4868300799, 61015.9666790603, 359928.5228478982, 256771.9552437318, 103156.5676041665 ], [ 368.858454, 307.842487, 61.015967, 359.928523, 256.771955, 103.156568 ], [ 0.35412, 0.295542, 0.058578, 0.1466, 0.122185, 0.068072 ], [ 10, 10, 10, 10, 10, 10 ], [ -91438, -56420, -62938, -272253, -179998, -232062 ], [ 1.578171, 1.966282, 1.191039, 1.213816, 1.304818, 1.122663 ], [ 189, 95, 94, 189, 95, 94 ], [ 77, 36, 41, 77, 36, 41 ], [ 112, 59, 53, 112, 59, 53 ], [ 40.740741, 37.894737, 43.617021, 40.740741, 37.894737, 43.617021 ], [ 2.295522, 3.222518, 1.539636, 1.765551, 2.138452, 1.451247 ], [ 229120, 229120, 59992, 221766, 221766, 153069 ], [ -17201, -17201, -16819, -58290, -43976, -58290 ], [ 130, 124, 137, 130, 124, 137 ], [ 220, 219, 221, 220, 219, 221 ], [ 69, 66, 72, 69, 66, 72 ], [ 24728, 11802, 12926, 24728, 11802, 12926 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331994, 257925, -127360, 25830, -33676, -190427 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669204800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759022933632, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 3.12726 } }, "second_band": { "type": "zlma", "factors": { "length": 133, "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) |
---|