Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770853.6775 | 761740.6526 | 9113.0249 | 421878.9202 | 1770112.4396 | -1348233.5194 |
Total P&L (%) | 770.8537 | 761.7407 | 9.113 | 421.8789 | 1770.1124 | -1348.2335 |
Avg Daily Profit (%) | 0.4157 | 0.4108 | 0.0049 | 0.0892 | 0.1581 | 0 |
Buy And Hold Return (%) | 134.9084 | 134.9084 | 134.9084 | 134.9084 | 134.9084 | 134.9084 |
Max Trade Drawdown | -127716 | -116706 | -66930 | -6031174 | -5001474 | -2358792 |
Profit Factor | 2.2268 | 2.6679 | 1.0531 | 1.0232 | 1.1288 | 0.6938 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 62.069 | 67.4419 | 56.8182 | 62.069 | 67.4419 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.3608 | 1.2879 | 0.8004 | 0.6253 | 0.5449 | 0.5273 |
Largest Winning Trade | 185526 | 185526 | 19152 | 2518477 | 2518477 | 484939 |
Largest Losing Trade | -86395 | -86395 | -25709 | -3625325 | -3625325 | -1635705 |
Avg Bars in Trades | 233 | 448 | 22 | 233 | 448 | 22 |
Avg Bars in Winners | 154 | 268 | 21 | 154 | 268 | 21 |
Avg Bars in Losers | 362 | 821 | 23 | 362 | 821 | 23 |
Bars Traded | 20275 | 19297 | 978 | 20275 | 19297 | 978 |
Profit Streak | 0 | 166.3869 | 0 | 0 | 166.3869 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512128 | 582983 | -514590 | -271485 | -69575 | -579557 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22250, "evaluation_days": 1854.17, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600394400000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759439831749, "expiration_time": 1765202400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 61, "offset": 0, "std": 1.64605 } } }
{ "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": [ [ 770853.6775009407, 761740.6525539126, 9113.0249470283, 421878.9202491482, 1770112.4396411094, -1348233.51939196 ], [ 770.853678, 761.740653, 9.113025, 421.87892, 1770.11244, -1348.233519 ], [ 0.415741, 0.410826, 0.004915, 0.08915, 0.158071, 0 ], [ 134.90839, 134.90839, 134.90839, 134.90839, 134.90839, 134.90839 ], [ -127716, -116706, -66930, -6031174, -5001474, -2358792 ], [ 2.226837, 2.667856, 1.053104, 1.023247, 1.128782, 0.693776 ], [ 87, 43, 44, 87, 43, 44 ], [ 54, 29, 25, 54, 29, 25 ], [ 33, 14, 19, 33, 14, 19 ], [ 62.068966, 67.44186, 56.818182, 62.068966, 67.44186, 56.818182 ], [ 1.360845, 1.287931, 0.800359, 0.625318, 0.544929, 0.52727 ], [ 185526, 185526, 19152, 2518477, 2518477, 484939 ], [ -86395, -86395, -25709, -3625325, -3625325, -1635705 ], [ 233, 448, 22, 233, 448, 22 ], [ 154, 268, 21, 154, 268, 21 ], [ 362, 821, 23, 362, 821, 23 ], [ 20275, 19297, 978, 20275, 19297, 978 ], [ 0, 166.386941, 0, 0, 166.386942, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 512128, 582983, -514590, -271485, -69575, -579557 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22250, "evaluation_days": 1854.17, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600394400000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759439831749, "expiration_time": 1765202400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 61, "offset": 0, "std": 1.64605 } } }
# | 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) |
---|