Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329903.97 | 456052.204 | -126148.2339 | -79225.8958 | 90983.3853 | -170209.2811 |
Total P&L (%) | 329.904 | 456.0522 | -126.1482 | -79.2259 | 90.9834 | -170.2093 |
Avg Daily Profit (%) | 0.1781 | 0.2462 | -0.0681 | -0.0848 | 0.0349 | 0 |
Buy And Hold Return (%) | 120.7692 | 120.7692 | 120.7692 | 120.7692 | 120.7692 | 120.7692 |
Max Trade Drawdown | -198636 | -82127 | -184550 | -98882 | -39472 | -129030 |
Profit Factor | 1.4107 | 3.1902 | 0.788 | 0.8201 | 1.8607 | 0.4913 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 41.0959 | 43.2432 | 38.8889 | 41.0959 | 43.2432 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.022 | 4.1871 | 1.2383 | 1.1754 | 2.4422 | 0.7721 |
Largest Winning Trade | 206066 | 206066 | 75447 | 52013 | 52013 | 32963 |
Largest Losing Trade | -69104 | -30174 | -69104 | -51767 | -16253 | -51767 |
Avg Bars in Trades | 295 | 144 | 450 | 295 | 144 | 450 |
Avg Bars in Winners | 508 | 255 | 796 | 508 | 255 | 796 |
Avg Bars in Losers | 146 | 59 | 229 | 146 | 59 | 229 |
Bars Traded | 21545 | 5340 | 16205 | 21545 | 5340 | 16205 |
Profit Streak | 0 | 0 | 297.2992 | 0 | 0 | 297.2992 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73784 | 326507 | -582466 | -658851 | -311096 | -584133 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22229, "evaluation_days": 1852.42, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601395200000, "last_datapoint_time": 1759284000000, "evaluation_time": 1759288249274, "expiration_time": 1765045756800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 109, "offset": 197 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "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": [ [ 329903.9700373852, 456052.2039583303, -126148.2339209452, -79225.8958301987, 90983.3853187928, -170209.2811489915 ], [ 329.90397, 456.052204, -126.148234, -79.225896, 90.983385, -170.209281 ], [ 0.178094, 0.246193, -0.068099, -0.084797, 0.034934, 0 ], [ 120.769231, 120.769231, 120.769231, 120.769231, 120.769231, 120.769231 ], [ -198636, -82127, -184550, -98882, -39472, -129030 ], [ 1.410676, 3.190187, 0.78802, 0.820079, 1.860696, 0.491348 ], [ 73, 37, 36, 73, 37, 36 ], [ 30, 16, 14, 30, 16, 14 ], [ 43, 21, 22, 43, 21, 22 ], [ 41.09589, 43.243243, 38.888889, 41.09589, 43.243243, 38.888889 ], [ 2.021968, 4.18712, 1.238317, 1.175447, 2.442164, 0.772119 ], [ 206066, 206066, 75447, 52013, 52013, 32963 ], [ -69104, -30174, -69104, -51767, -16253, -51767 ], [ 295, 144, 450, 295, 144, 450 ], [ 508, 255, 796, 508, 255, 796 ], [ 146, 59, 229, 146, 59, 229 ], [ 21545, 5340, 16205, 21545, 5340, 16205 ], [ 0, 0, 297.299181, 0, 0, 297.299181 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -73784, 326507, -582466, -658851, -311096, -584133 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22229, "evaluation_days": 1852.42, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601395200000, "last_datapoint_time": 1759284000000, "evaluation_time": 1759288249274, "expiration_time": 1765045756800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 109, "offset": 197 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "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) |
---|