Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104178.0124 | 320203.1826 | -216025.1703 | -96863.1807 | 14578.5357 | -111441.7164 |
Total P&L (%) | 104.178 | 320.2032 | -216.0252 | -96.8632 | 14.5785 | -111.4417 |
Avg Daily Profit (%) | 0.0562 | 0.1728 | -0.1166 | -0.1867 | 0.0073 | 0 |
Buy And Hold Return (%) | 16.8339 | 16.8339 | 16.8339 | 16.8339 | 16.8339 | 16.8339 |
Max Trade Drawdown | -252105 | -116117 | -366776 | -321767 | -102857 | -342298 |
Profit Factor | 1.0767 | 1.6516 | 0.7506 | 0.8455 | 1.0802 | 0.7496 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 115 | 61 | 54 | 113 | 58 | 55 |
Losing Trades | 102 | 47 | 55 | 104 | 50 | 54 |
Profitability (%) | 52.9954 | 56.4815 | 49.5413 | 52.0737 | 53.7037 | 50.4587 |
Ratio Avg Win / Avg Loss | 0.955 | 1.2725 | 0.7645 | 0.7781 | 0.9312 | 0.7359 |
Largest Winning Trade | 124488 | 124488 | 63186 | 196159 | 29506 | 196159 |
Largest Losing Trade | -169356 | -48180 | -169356 | -129670 | -31408 | -129670 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 15 | 13 | 17 | 14 | 11 | 17 |
Avg Bars in Losers | 17 | 21 | 13 | 18 | 23 | 13 |
Bars Traded | 3495 | 1811 | 1684 | 3495 | 1811 | 1684 |
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 | -254367 | 369237 | -580942 | -579095 | -482306 | -580704 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3706, "evaluation_days": 1853, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759267166463, "expiration_time": 1764036576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 20 } } }
{ "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": [ [ 104178.012366549, 320203.1826250504, -216025.1702585017, -96863.1806794455, 14578.5357213549, -111441.7164008004 ], [ 104.178012, 320.203183, -216.02517, -96.863181, 14.578536, -111.441716 ], [ 0.056221, 0.172803, -0.116581, -0.186656, 0.007345, 0 ], [ 16.833914, 16.833914, 16.833914, 16.833914, 16.833914, 16.833914 ], [ -252105, -116117, -366776, -321767, -102857, -342298 ], [ 1.076737, 1.651572, 0.750596, 0.845478, 1.08017, 0.749575 ], [ 217, 108, 109, 217, 108, 109 ], [ 115, 61, 54, 113, 58, 55 ], [ 102, 47, 55, 104, 50, 54 ], [ 52.995392, 56.481481, 49.541284, 52.073733, 53.703704, 50.458716 ], [ 0.955019, 1.272523, 0.764496, 0.778139, 0.931181, 0.735946 ], [ 124488, 124488, 63186, 196159, 29506, 196159 ], [ -169356, -48180, -169356, -129670, -31408, -129670 ], [ 16, 16, 15, 16, 16, 15 ], [ 15, 13, 17, 14, 11, 17 ], [ 17, 21, 13, 18, 23, 13 ], [ 3495, 1811, 1684, 3495, 1811, 1684 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -254367, 369237, -580942, -579095, -482306, -580704 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3706, "evaluation_days": 1853, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759267166463, "expiration_time": 1764036576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 20 } } }
# | 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) |
---|