Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518039.7879 | 1490788.0506 | 27251.7374 | 546905.1301 | 979127.6516 | -432222.5214 |
Total P&L (%) | 1518.0398 | 1490.7881 | 27.2517 | 546.9051 | 979.1277 | -432.2225 |
Avg Daily Profit (%) | 0.8186 | 0.8039 | 0.0147 | 0.1007 | 0.1284 | 0 |
Buy And Hold Return (%) | 146.9818 | 146.9818 | 146.9818 | 146.9818 | 146.9818 | 146.9818 |
Max Trade Drawdown | -151096 | -83148 | -94271 | -2071705 | -1056640 | -1152226 |
Profit Factor | 3.5352 | 7.1386 | 1.0766 | 1.1198 | 1.5016 | 0.8345 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 40.8602 | 38.2979 | 43.4783 | 40.8602 | 38.2979 | 43.4783 |
Ratio Avg Win / Avg Loss | 5.1167 | 11.501 | 1.3995 | 1.6208 | 2.4192 | 1.0848 |
Largest Winning Trade | 1363588 | 1363588 | 74591 | 1363588 | 1363588 | 534688 |
Largest Losing Trade | -52731 | -34425 | -52731 | -680177 | -680177 | -404602 |
Avg Bars in Trades | 76 | 66 | 87 | 76 | 66 | 87 |
Avg Bars in Winners | 139 | 128 | 149 | 139 | 128 | 149 |
Avg Bars in Losers | 33 | 27 | 39 | 33 | 27 | 39 |
Bars Traded | 7104 | 3103 | 4002 | 7104 | 3103 | 4002 |
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 | 597473 | 620204 | -477759 | -151460 | -23523 | -581573 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7418, "evaluation_days": 1854.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603454400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759411597741, "expiration_time": 1764213264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 198, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1518039.7879336553, 1490788.05057803, 27251.7373556251, 546905.1301283886, 979127.6515632095, -432222.5214348209 ], [ 1518.039788, 1490.788051, 27.251737, 546.90513, 979.127652, -432.222521 ], [ 0.818571, 0.803876, 0.014695, 0.100726, 0.128351, 0 ], [ 146.981788, 146.981788, 146.981788, 146.981788, 146.981788, 146.981788 ], [ -151096, -83148, -94271, -2071705, -1056640, -1152226 ], [ 3.535205, 7.138551, 1.076565, 1.119837, 1.501563, 0.834499 ], [ 93, 47, 46, 93, 47, 46 ], [ 38, 18, 20, 38, 18, 20 ], [ 55, 29, 26, 55, 29, 26 ], [ 40.860215, 38.297872, 43.478261, 40.860215, 38.297872, 43.478261 ], [ 5.116744, 11.501, 1.399535, 1.620816, 2.419185, 1.084849 ], [ 1363588, 1363588, 74591, 1363588, 1363588, 534688 ], [ -52731, -34425, -52731, -680177, -680177, -404602 ], [ 76, 66, 87, 76, 66, 87 ], [ 139, 128, 149, 139, 128, 149 ], [ 33, 27, 39, 33, 27, 39 ], [ 7104, 3103, 4002, 7104, 3103, 4002 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 597473, 620204, -477759, -151460, -23523, -581573 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7418, "evaluation_days": 1854.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603454400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759411597741, "expiration_time": 1764213264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 198, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|