Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258968.6717 | 224536.8447 | 34431.827 | 107539.0601 | 129137.8759 | -21598.8158 |
Total P&L (%) | 258.9687 | 224.5368 | 34.4318 | 107.5391 | 129.1379 | -21.5988 |
Avg Daily Profit (%) | 0.2486 | 0.2156 | 0.0331 | 0.0701 | 0.0796 | -0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107232 | -104354 | -89058 | -313099 | -295019 | -222036 |
Profit Factor | 1.4836 | 1.7235 | 1.1529 | 1.0809 | 1.1691 | 0.9618 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 41.5493 | 38.0282 | 45.0704 | 41.5493 | 38.0282 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.0871 | 2.8086 | 1.4051 | 1.5206 | 1.9052 | 1.1722 |
Largest Winning Trade | 203666 | 203666 | 57402 | 289617 | 289617 | 145438 |
Largest Losing Trade | -19419 | -18794 | -19419 | -68132 | -57994 | -68132 |
Avg Bars in Trades | 173 | 208 | 138 | 173 | 208 | 138 |
Avg Bars in Winners | 271 | 340 | 213 | 271 | 340 | 213 |
Avg Bars in Losers | 103 | 127 | 76 | 103 | 127 | 76 |
Bars Traded | 24637 | 14792 | 9845 | 24637 | 14792 | 9845 |
Profit Streak | 45.0682 | 45.0682 | 103.0682 | 45.0682 | 45.0682 | 103.0682 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321702 | -79605 | -291188 | -231165 | -210638 | -666553 |
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670104800000, "first_datapoint_time": 1670655600000, "last_datapoint_time": 1760104800000, "evaluation_time": 1760107088708, "expiration_time": 1766584800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 9, "scalar": 1 } }, "second_band": { "type": "zlma", "factors": { "length": 154, "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": [ [ 258968.6717027329, 224536.8447198826, 34431.82698285, 107539.0601382593, 129137.8759116173, -21598.815773358 ], [ 258.968672, 224.536845, 34.431827, 107.53906, 129.137876, -21.598816 ], [ 0.248609, 0.215555, 0.033054, 0.070119, 0.07963, -0.023357 ], [ 10, 10, 10, 10, 10, 10 ], [ -107232, -104354, -89058, -313099, -295019, -222036 ], [ 1.483597, 1.723452, 1.152938, 1.080893, 1.169124, 0.961828 ], [ 142, 71, 71, 142, 71, 71 ], [ 59, 27, 32, 59, 27, 32 ], [ 83, 44, 39, 83, 44, 39 ], [ 41.549296, 38.028169, 45.070423, 41.549296, 38.028169, 45.070423 ], [ 2.087095, 2.808589, 1.405143, 1.520579, 1.905239, 1.172228 ], [ 203666, 203666, 57402, 289617, 289617, 145438 ], [ -19419, -18794, -19419, -68132, -57994, -68132 ], [ 173, 208, 138, 173, 208, 138 ], [ 271, 340, 213, 271, 340, 213 ], [ 103, 127, 76, 103, 127, 76 ], [ 24637, 14792, 9845, 24637, 14792, 9845 ], [ 45.068156, 45.068156, 103.068156, 45.068156, 45.068156, 103.068156 ], [ 4, 2, 5, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321702, -79605, -291188, -231165, -210638, -666553 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670104800000, "first_datapoint_time": 1670655600000, "last_datapoint_time": 1760104800000, "evaluation_time": 1760107088708, "expiration_time": 1766584800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 9, "scalar": 1 } }, "second_band": { "type": "zlma", "factors": { "length": 154, "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) |
---|