Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2591023.3486 | 3447.2399 | -2594470.5885 | -31852.1043 | 3111738.2645 | -3143590.3688 |
Total P&L (%) | -2591.0233 | 3.4472 | -2594.4706 | -31.8521 | 3111.7383 | -3143.5904 |
Avg Daily Profit (%) | -1.3933 | 0.0019 | -1.3952 | -0.0206 | 0.1867 | 0 |
Buy And Hold Return (%) | 129.3286 | 129.3286 | 129.3286 | 129.3286 | 129.3286 | 129.3286 |
Max Trade Drawdown | -2747480 | -114413 | -2680406 | -7857007 | -3428087 | -7037199 |
Profit Factor | 0.1899 | 1.0108 | 0.0993 | 0.9977 | 1.5869 | 0.6298 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 59.2593 | 63.4146 | 55 | 59.2593 | 63.4146 | 55 |
Ratio Avg Win / Avg Loss | 0.1305 | 0.5832 | 0.0812 | 0.6859 | 0.9155 | 0.5153 |
Largest Winning Trade | 52822 | 52822 | 28200 | 3572388 | 3572388 | 2102758 |
Largest Losing Trade | -2569579 | -76982 | -2569579 | -4812095 | -1968142 | -4812095 |
Avg Bars in Trades | 271 | 170 | 376 | 271 | 170 | 376 |
Avg Bars in Winners | 157 | 103 | 222 | 222 | 165 | 289 |
Avg Bars in Losers | 437 | 286 | 564 | 344 | 179 | 482 |
Bars Traded | 22028 | 6981 | 15047 | 22028 | 6981 | 15047 |
Profit Streak | 111.6408 | 111.8908 | 111.6408 | 111.6408 | 111.8908 | 111.6408 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594077 | -563214 | -578748 | -594077 | 405335 | -578748 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22315, "evaluation_days": 1859.58, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600387200000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759908167712, "expiration_time": 1765687248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 74, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -2591023.34857587, 3447.239944918, -2594470.588520789, -31852.1042995462, 3111738.264484013, -3143590.3687835606 ], [ -2591.023349, 3.44724, -2594.470589, -31.852104, 3111.738264, -3143.590369 ], [ -1.393338, 0.001854, -1.395192, -0.02062, 0.186743, 0 ], [ 129.328552, 129.328552, 129.328552, 129.328552, 129.328552, 129.328552 ], [ -2747480, -114413, -2680406, -7857007, -3428087, -7037199 ], [ 0.189888, 1.010843, 0.099275, 0.997691, 1.586873, 0.629802 ], [ 81, 41, 40, 81, 41, 40 ], [ 48, 26, 22, 48, 26, 22 ], [ 33, 15, 18, 33, 15, 18 ], [ 59.259259, 63.414634, 55, 59.259259, 63.414634, 55 ], [ 0.130548, 0.583179, 0.081225, 0.685912, 0.915504, 0.515293 ], [ 52822, 52822, 28200, 3572388, 3572388, 2102758 ], [ -2569579, -76982, -2569579, -4812095, -1968142, -4812095 ], [ 271, 170, 376, 271, 170, 376 ], [ 157, 103, 222, 222, 165, 289 ], [ 437, 286, 564, 344, 179, 482 ], [ 22028, 6981, 15047, 22028, 6981, 15047 ], [ 111.64083, 111.89083, 111.64083, 111.64083, 111.89083, 111.64083 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -594077, -563214, -578748, -594077, 405335, -578748 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22315, "evaluation_days": 1859.58, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600387200000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759908167712, "expiration_time": 1765687248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 74, "offset": 0, "scalar": 1 } } }
# | 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) |
---|