Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999960.6107 | 936733.6631 | 63226.9476 | 841034.6134 | 1175681.7209 | -334647.1075 |
Total P&L (%) | 999.9606 | 936.7337 | 63.2269 | 841.0346 | 1175.6817 | -334.6471 |
Avg Daily Profit (%) | 0.5393 | 0.5052 | 0.0341 | 0.121 | 0.1374 | 0 |
Buy And Hold Return (%) | 141.9291 | 141.9291 | 141.9291 | 141.9291 | 141.9291 | 141.9291 |
Max Trade Drawdown | -120603 | -126569 | -91275 | -3566641 | -3217175 | -1627363 |
Profit Factor | 1.8733 | 2.4105 | 1.1315 | 1.0502 | 1.1205 | 0.9521 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
Profitability (%) | 38.2813 | 34.375 | 42.1875 | 38.2813 | 34.375 | 42.1875 |
Ratio Avg Win / Avg Loss | 3.0202 | 4.6018 | 1.5505 | 1.6932 | 2.1391 | 1.3047 |
Largest Winning Trade | 502340 | 502340 | 48383 | 2797269 | 2797269 | 833650 |
Largest Losing Trade | -26502 | -26502 | -24869 | -845128 | -845128 | -653425 |
Avg Bars in Trades | 85 | 112 | 59 | 85 | 112 | 59 |
Avg Bars in Winners | 147 | 219 | 87 | 147 | 219 | 87 |
Avg Bars in Losers | 47 | 55 | 38 | 47 | 55 | 38 |
Bars Traded | 21962 | 14353 | 7609 | 21962 | 14353 | 7609 |
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 | 405911 | 312513 | -391174 | -199178 | -102384 | -582364 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22251, "evaluation_days": 1854.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600524000000, "last_datapoint_time": 1759442400000, "evaluation_time": 1759448507180, "expiration_time": 1765209859200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 185, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 78, "std": 1.81631 } } }
{ "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": [ [ 999960.6106913646, 936733.6630577305, 63226.947633634, 841034.6133934493, 1175681.720887702, -334647.1074942539 ], [ 999.960611, 936.733663, 63.226948, 841.034613, 1175.681721, -334.647107 ], [ 0.53928, 0.505182, 0.034098, 0.120974, 0.137404, 0 ], [ 141.929055, 141.929055, 141.929055, 141.929055, 141.929055, 141.929055 ], [ -120603, -126569, -91275, -3566641, -3217175, -1627363 ], [ 1.873282, 2.410464, 1.131468, 1.050239, 1.120461, 0.952062 ], [ 256, 128, 128, 256, 128, 128 ], [ 98, 44, 54, 98, 44, 54 ], [ 158, 84, 74, 158, 84, 74 ], [ 38.28125, 34.375, 42.1875, 38.28125, 34.375, 42.1875 ], [ 3.020189, 4.601795, 1.550531, 1.693242, 2.139061, 1.304677 ], [ 502340, 502340, 48383, 2797269, 2797269, 833650 ], [ -26502, -26502, -24869, -845128, -845128, -653425 ], [ 85, 112, 59, 85, 112, 59 ], [ 147, 219, 87, 147, 219, 87 ], [ 47, 55, 38, 47, 55, 38 ], [ 21962, 14353, 7609, 21962, 14353, 7609 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 405911, 312513, -391174, -199178, -102384, -582364 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22251, "evaluation_days": 1854.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600524000000, "last_datapoint_time": 1759442400000, "evaluation_time": 1759448507180, "expiration_time": 1765209859200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 185, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 78, "std": 1.81631 } } }
# | 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) |
---|