Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709839.6928 | 754605.1438 | -44765.451 | 16545.3114 | 714866.8368 | -698321.5255 |
Total P&L (%) | 709.8397 | 754.6051 | -44.7655 | 16.5453 | 714.8668 | -698.3215 |
Avg Daily Profit (%) | 0.3845 | 0.4088 | -0.0243 | 0.0083 | 0.1137 | 0 |
Buy And Hold Return (%) | 94.2959 | 94.2959 | 94.2959 | 94.2959 | 94.2959 | 94.2959 |
Max Trade Drawdown | -200321 | -146660 | -109487 | -1229017 | -804106 | -702762 |
Profit Factor | 1.5798 | 2.0509 | 0.9116 | 1.0027 | 1.2044 | 0.7387 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Losing Trades | 145 | 70 | 75 | 145 | 70 | 75 |
Profitability (%) | 40.5738 | 42.623 | 38.5246 | 40.5738 | 42.623 | 38.5246 |
Ratio Avg Win / Avg Loss | 2.3139 | 2.7608 | 1.4546 | 1.4686 | 1.6213 | 1.1787 |
Largest Winning Trade | 422976 | 422976 | 59091 | 832948 | 832948 | 293600 |
Largest Losing Trade | -42582 | -39873 | -42582 | -215924 | -211763 | -215924 |
Avg Bars in Trades | 90 | 118 | 61 | 90 | 118 | 61 |
Avg Bars in Winners | 147 | 188 | 103 | 147 | 188 | 103 |
Avg Bars in Losers | 50 | 67 | 34 | 50 | 67 | 34 |
Bars Traded | 21960 | 14507 | 7453 | 21960 | 14507 | 7453 |
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 | 364721 | 382382 | -583804 | -567490 | -43260 | -583804 |
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{ "first_band": { "type": "dcl", "factors": { "length": 28, "offset": 115 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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": [ [ 709839.6928261409, 754605.1438190583, -44765.4509929172, 16545.3113792906, 714866.8368319419, -698321.5254526512 ], [ 709.839693, 754.605144, -44.765451, 16.545311, 714.866837, -698.321525 ], [ 0.384545, 0.408796, -0.024251, 0.008295, 0.113713, 0 ], [ 94.2959, 94.2959, 94.2959, 94.2959, 94.2959, 94.2959 ], [ -200321, -146660, -109487, -1229017, -804106, -702762 ], [ 1.579846, 2.050886, 0.911552, 1.002682, 1.204396, 0.738665 ], [ 244, 122, 122, 244, 122, 122 ], [ 99, 52, 47, 99, 52, 47 ], [ 145, 70, 75, 145, 70, 75 ], [ 40.57377, 42.622951, 38.52459, 40.57377, 42.622951, 38.52459 ], [ 2.313917, 2.760808, 1.454604, 1.468574, 1.621303, 1.17872 ], [ 422976, 422976, 59091, 832948, 832948, 293600 ], [ -42582, -39873, -42582, -215924, -211763, -215924 ], [ 90, 118, 61, 90, 118, 61 ], [ 147, 188, 103, 147, 188, 103 ], [ 50, 67, 34, 50, 67, 34 ], [ 21960, 14507, 7453, 21960, 14507, 7453 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364721, 382382, -583804, -567490, -43260, -583804 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22151, "evaluation_days": 1845.92, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600221600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758878069610, "expiration_time": 1764463939200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 28, "offset": 115 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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) |
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