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Formula: Σ(Trade PnL).", "ROI": "Return on Investment: percentage gain or loss on starting funds. Formula: (PnL / Starting Funds) * 100.", "Sharpe ratio": "Risk-adjusted return using total volatility. Formula: (Average Return - Risk-Free Rate) / Standard Deviation of Returns. Uses a risk-free rate of 3.", "Sortino ratio": "Risk-adjusted return using downside risk. Formula: (Average Return - Risk-Free Rate) / Downside Deviation. Uses a risk-free rate of 3.", "Realized Profit": "Total profit from all profitable trades. Formula: Σ(Profitable Trade PnL).", "Realized Loss": "Total loss from all losing trades. Formula: Σ(Losing Trade PnL).", "Average pnl %": "Average percentage profit or loss per trade. Formula: Σ(Trade PnL %) / Number of Trades.", "Average profit %": "Average percentage gain per profitable trade. Formula: Σ(Profitable Trade PnL %) / Number of Profitable Trades.", "Average loss %": "Average percentage loss per losing trade. Formula: Σ(Losing Trade PnL %) / Number of Losing Trades.", "Volume": "Total trading volume in base currency. Formula: Σ(Trade Volume).", "Buy volume": "Total volume of buy trades in base currency. Formula: Σ(Buy Trade Volume).", "Sell volume": "Total volume of sell trades in base currency. Formula: Σ(Sell Trade Volume).", "Buys": "Number of buy trades executed. Formula: Count(Buy Trades). Groups trades with identical timestamps.", "Sells": "Number of sell trades executed. Formula: Count(Sell Trades). Groups trades with identical timestamps.", "Trades with profit": "Number of trades resulting in profit. Formula: Count(Profitable Trades). Groups trades with identical timestamps.", "Trades with loss": "Number of trades resulting in loss. Formula: Count(Losing Trades). Groups trades with identical timestamps.", "Fees paid": "Total trading fees paid. Formula: Σ(Trade Fees).", "Daily Profit / 1K": "Time and invest weighted metric that shows the average daily return per 1000 invested.", "Bag value": "Value of coin holding at end of the backtesting run, using last candle close price.", "Unrealized PnL": "Unrealized profit and loss at the end of the backtesting run, based on unit cost price." } }