Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927204.3246 | 965125.1245 | -37920.7999 | -30399.7466 | 666736.6518 | -697136.3983 |
Total P&L (%) | 927.2043 | 965.1251 | -37.9208 | -30.3997 | 666.7367 | -697.1364 |
Avg Daily Profit (%) | 0.5007 | 0.5211 | -0.0205 | -0.0196 | 0.11 | 0 |
Buy And Hold Return (%) | 128.6342 | 128.6342 | 128.6342 | 128.6342 | 128.6342 | 128.6342 |
Max Trade Drawdown | -262065 | -187064 | -118713 | -1418256 | -542068 | -957433 |
Profit Factor | 2.6602 | 3.9483 | 0.8359 | 0.9838 | 1.8195 | 0.345 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 44.7761 | 38.2353 | 51.5152 | 44.7761 | 38.2353 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.2809 | 6.378 | 0.7868 | 1.2134 | 2.9392 | 0.3247 |
Largest Winning Trade | 871894 | 871894 | 63797 | 871894 | 871894 | 239289 |
Largest Losing Trade | -61744 | -61744 | -40029 | -409745 | -327941 | -409745 |
Avg Bars in Trades | 52 | 53 | 50 | 52 | 53 | 50 |
Avg Bars in Winners | 66 | 68 | 65 | 66 | 68 | 65 |
Avg Bars in Losers | 40 | 44 | 35 | 40 | 44 | 35 |
Bars Traded | 3510 | 1834 | 1677 | 3510 | 1834 | 1677 |
Profit Streak | 29.5524 | 29.5524 | 142.5524 | 29.5524 | 29.5524 | 142.5524 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106126 | 511856 | -579255 | -700919 | -47006 | -579255 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3704, "evaluation_days": 1852, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604620800000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759151723517, "expiration_time": 1763947584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 126 } }, "second_band": { "type": "midpoint", "factors": { "length": 71, "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": [ [ 927204.3245817318, 965125.1244590911, -37920.7998773602, -30399.7465938016, 666736.6517504837, -697136.398344285 ], [ 927.204325, 965.125124, -37.9208, -30.399747, 666.736652, -697.136398 ], [ 0.50065, 0.521126, -0.020476, -0.019566, 0.110048, 0 ], [ 128.634185, 128.634185, 128.634185, 128.634185, 128.634185, 128.634185 ], [ -262065, -187064, -118713, -1418256, -542068, -957433 ], [ 2.660177, 3.948274, 0.835943, 0.983812, 1.819514, 0.345017 ], [ 67, 34, 33, 67, 34, 33 ], [ 30, 13, 17, 30, 13, 17 ], [ 37, 21, 16, 37, 21, 16 ], [ 44.776119, 38.235294, 51.515152, 44.776119, 38.235294, 51.515152 ], [ 3.280885, 6.377982, 0.78677, 1.213368, 2.939216, 0.324722 ], [ 871894, 871894, 63797, 871894, 871894, 239289 ], [ -61744, -61744, -40029, -409745, -327941, -409745 ], [ 52, 53, 50, 52, 53, 50 ], [ 66, 68, 65, 66, 68, 65 ], [ 40, 44, 35, 40, 44, 35 ], [ 3510, 1834, 1677, 3510, 1834, 1677 ], [ 29.552355, 29.552355, 142.552355, 29.552355, 29.552356, 142.552355 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106126, 511856, -579255, -700919, -47006, -579255 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3704, "evaluation_days": 1852, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604620800000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759151723517, "expiration_time": 1763947584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 126 } }, "second_band": { "type": "midpoint", "factors": { "length": 71, "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) |
---|