Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62437.2952 | 13025.0418 | 49412.2534 | 24449.3231 | 3765.3551 | 20683.968 |
Total P&L (%) | 62.4373 | 13.025 | 49.4123 | 24.4493 | 3.7654 | 20.684 |
Avg Daily Profit (%) | 0.2398 | 0.05 | 0.1897 | 0.084 | 0.0142 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54360 | -49441 | -54328 | -77673 | -48170 | -87774 |
Profit Factor | 1.2631 | 1.1 | 1.4614 | 1.0793 | 1.0245 | 1.1336 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 72.8814 | 69.4915 | 76.2712 | 72.8814 | 69.4915 | 76.2712 |
Ratio Avg Win / Avg Loss | 0.47 | 0.4829 | 0.4547 | 0.4016 | 0.4498 | 0.3527 |
Largest Winning Trade | 17073 | 17073 | 11902 | 11403 | 10187 | 11403 |
Largest Losing Trade | -44817 | -39964 | -44817 | -70836 | -42427 | -70836 |
Avg Bars in Trades | 205 | 222 | 189 | 205 | 222 | 189 |
Avg Bars in Winners | 100 | 96 | 103 | 100 | 96 | 103 |
Avg Bars in Losers | 490 | 510 | 464 | 490 | 510 | 464 |
Bars Traded | 24297 | 13129 | 11168 | 24297 | 13129 | 11168 |
Profit Streak | 6.3818 | 11.9964 | 6.3818 | 6.3818 | 11.9964 | 6.3818 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340020 | -483962 | -167953 | -215838 | -708888 | -351686 |
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737640800000, "first_datapoint_time": 1737855900000, "last_datapoint_time": 1760139900000, "evaluation_time": 1760140485891, "expiration_time": 1766619900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 198, "offset": 42 } } }
{ "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": [ [ 62437.2951997269, 13025.0418025045, 49412.2533972225, 24449.323105599, 3765.3551039973, 20683.9680016016 ], [ 62.437295, 13.025042, 49.412253, 24.449323, 3.765355, 20.683968 ], [ 0.239756, 0.050016, 0.189741, 0.084026, 0.014194, 0.072219 ], [ 10, 10, 10, 10, 10, 10 ], [ -54360, -49441, -54328, -77673, -48170, -87774 ], [ 1.263143, 1.100045, 1.461441, 1.079321, 1.024544, 1.1336 ], [ 118, 59, 59, 118, 59, 59 ], [ 86, 41, 45, 86, 41, 45 ], [ 32, 18, 14, 32, 18, 14 ], [ 72.881356, 69.491525, 76.271186, 72.881356, 69.491525, 76.271186 ], [ 0.470007, 0.482946, 0.454671, 0.401608, 0.4498, 0.352676 ], [ 17073, 17073, 11902, 11403, 10187, 11403 ], [ -44817, -39964, -44817, -70836, -42427, -70836 ], [ 205, 222, 189, 205, 222, 189 ], [ 100, 96, 103, 100, 96, 103 ], [ 490, 510, 464, 490, 510, 464 ], [ 24297, 13129, 11168, 24297, 13129, 11168 ], [ 6.381781, 11.996364, 6.381781, 6.381781, 11.996364, 6.381781 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340020, -483962, -167953, -215838, -708888, -351686 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737640800000, "first_datapoint_time": 1737855900000, "last_datapoint_time": 1760139900000, "evaluation_time": 1760140485891, "expiration_time": 1766619900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 198, "offset": 42 } } }
# | 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) |
---|