Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2616730.3911 | 2685093.3386 | -68362.9474 | -42157.7271 | 77843.4489 | -120001.176 |
Total P&L (%) | 2616.7304 | 2685.0933 | -68.3629 | -42.1577 | 77.8434 | -120.0012 |
Avg Daily Profit (%) | 1.4061 | 1.4428 | -0.0367 | -0.0294 | 0.0309 | 0 |
Buy And Hold Return (%) | 213.8386 | 213.8386 | 213.8386 | 213.8386 | 213.8386 | 213.8386 |
Max Trade Drawdown | -205145 | -138255 | -113446 | -832306 | -653721 | -216244 |
Profit Factor | 4.116 | 6.5648 | 0.8086 | 0.9723 | 1.0722 | 0.729 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 35.7143 | 30.9524 | 40.4762 | 35.7143 | 30.9524 | 40.4762 |
Ratio Avg Win / Avg Loss | 7.4089 | 14.6445 | 1.1892 | 1.7501 | 2.3918 | 1.0721 |
Largest Winning Trade | 2643791 | 2643791 | 69555 | 748083 | 748083 | 86718 |
Largest Losing Trade | -77427 | -40029 | -77427 | -345492 | -345492 | -106179 |
Avg Bars in Trades | 260 | 346 | 175 | 260 | 346 | 175 |
Avg Bars in Winners | 466 | 724 | 269 | 466 | 724 | 269 |
Avg Bars in Losers | 146 | 177 | 111 | 146 | 177 | 111 |
Bars Traded | 21915 | 14557 | 7358 | 21915 | 14557 | 7358 |
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 | 558278 | 535972 | -582771 | -583331 | -464714 | -582771 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22332, "evaluation_days": 1861, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600855200000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760029242529, "expiration_time": 1765814054400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 231, "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": [ [ 2616730.39113241, 2685093.338560212, -68362.9474278031, -42157.7271474744, 77843.44885089, -120001.1759983645 ], [ 2616.730391, 2685.093339, -68.362947, -42.157727, 77.843449, -120.001176 ], [ 1.406088, 1.442823, -0.036735, -0.029413, 0.030942, 0 ], [ 213.83855, 213.83855, 213.83855, 213.83855, 213.83855, 213.83855 ], [ -205145, -138255, -113446, -832306, -653721, -216244 ], [ 4.116035, 6.564761, 0.808639, 0.97229, 1.072176, 0.729035 ], [ 84, 42, 42, 84, 42, 42 ], [ 30, 13, 17, 30, 13, 17 ], [ 54, 29, 25, 54, 29, 25 ], [ 35.714286, 30.952381, 40.47619, 35.714286, 30.952381, 40.47619 ], [ 7.408864, 14.644467, 1.189175, 1.750122, 2.391777, 1.072111 ], [ 2643791, 2643791, 69555, 748083, 748083, 86718 ], [ -77427, -40029, -77427, -345492, -345492, -106179 ], [ 260, 346, 175, 260, 346, 175 ], [ 466, 724, 269, 466, 724, 269 ], [ 146, 177, 111, 146, 177, 111 ], [ 21915, 14557, 7358, 21915, 14557, 7358 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 558278, 535972, -582771, -583331, -464714, -582771 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22332, "evaluation_days": 1861, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600855200000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760029242529, "expiration_time": 1765814054400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 231, "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) |
---|