Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1963239.9165 | 1988786.7834 | -25546.8668 | -631.194 | 927274.52 | -927905.714 |
Total P&L (%) | 1963.2399 | 1988.7868 | -25.5469 | -0.6312 | 927.2745 | -927.9057 |
Avg Daily Profit (%) | 1.0527 | 1.0664 | -0.0137 | -0.0003 | 0.125 | 0 |
Buy And Hold Return (%) | 20.0557 | 20.0557 | 20.0557 | 20.0557 | 20.0557 | 20.0557 |
Max Trade Drawdown | -172742 | -143498 | -144949 | -2151330 | -1042863 | -1752492 |
Profit Factor | 3.8054 | 6.9246 | 0.9298 | 0.9998 | 1.6826 | 0.5679 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 41.1765 | 34.8837 | 47.619 | 41.1765 | 34.8837 | 47.619 |
Ratio Avg Win / Avg Loss | 5.4362 | 12.9259 | 1.0228 | 1.4283 | 3.1408 | 0.6247 |
Largest Winning Trade | 1980849 | 1980849 | 79172 | 1761239 | 1761239 | 362805 |
Largest Losing Trade | -78150 | -33635 | -78150 | -1000482 | -335608 | -1000482 |
Avg Bars in Trades | 43 | 42 | 44 | 43 | 42 | 44 |
Avg Bars in Winners | 69 | 72 | 66 | 69 | 72 | 66 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 3690 | 1837 | 1853 | 3690 | 1837 | 1853 |
Profit Streak | 0 | 0 | 86.2278 | 0 | 0 | 86.2278 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615598 | 579520 | -578630 | -582315 | -28384 | -580297 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3730, "evaluation_days": 1865, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760290078494, "expiration_time": 1765104480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1963239.9165287674, 1988786.7833740257, -25546.8668452564, -631.1939876666, 927274.5200466897, -927905.7140343563 ], [ 1963.239917, 1988.786783, -25.546867, -0.631194, 927.27452, -927.905714 ], [ 1.052676, 1.066374, -0.013698, -0.00034, 0.124984, 0 ], [ 20.05571, 20.05571, 20.05571, 20.05571, 20.05571, 20.05571 ], [ -172742, -143498, -144949, -2151330, -1042863, -1752492 ], [ 3.805371, 6.924599, 0.929842, 0.99982, 1.682576, 0.567911 ], [ 85, 43, 42, 85, 43, 42 ], [ 35, 15, 20, 35, 15, 20 ], [ 50, 28, 22, 50, 28, 22 ], [ 41.176471, 34.883721, 47.619048, 41.176471, 34.883721, 47.619048 ], [ 5.436244, 12.925919, 1.022826, 1.428314, 3.140809, 0.624702 ], [ 1980849, 1980849, 79172, 1761239, 1761239, 362805 ], [ -78150, -33635, -78150, -1000482, -335608, -1000482 ], [ 43, 42, 44, 43, 42, 44 ], [ 69, 72, 66, 69, 72, 66 ], [ 25, 26, 23, 25, 26, 23 ], [ 3690, 1837, 1853, 3690, 1837, 1853 ], [ 0, 0, 86.22776, 0, 0, 86.22776 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 615598, 579520, -578630, -582315, -28384, -580297 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3730, "evaluation_days": 1865, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760290078494, "expiration_time": 1765104480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|