Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1628977.5774 | 1526539.3742 | 102438.2031 | 1493938.19 | -319669.9103 | 1813608.1004 |
Total P&L (%) | 1628.9776 | 1526.5394 | 102.4382 | 1493.9382 | -319.6699 | 1813.6081 |
Avg Daily Profit (%) | 0.8822 | 0.8267 | 0.0555 | 0.1501 | 0 | 0.16 |
Buy And Hold Return (%) | 132.5897 | 132.5897 | 132.5897 | 132.5897 | 132.5897 | 132.5897 |
Max Trade Drawdown | -134260 | -94519 | -100857 | -3355477 | -3635790 | -1371740 |
Profit Factor | 4.1056 | 5.8882 | 1.4827 | 1.1806 | 0.9428 | 1.676 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 53.8462 | 48.8889 | 58.6957 | 53.8462 | 48.8889 | 58.6957 |
Ratio Avg Win / Avg Loss | 3.5191 | 6.1558 | 1.0434 | 1.012 | 0.9856 | 1.1794 |
Largest Winning Trade | 1307102 | 1307102 | 40604 | 1454406 | 1454406 | 1002812 |
Largest Losing Trade | -54535 | -50576 | -54535 | -2338173 | -2338173 | -1035085 |
Avg Bars in Trades | 77 | 138 | 17 | 77 | 138 | 17 |
Avg Bars in Winners | 85 | 170 | 17 | 85 | 170 | 17 |
Avg Bars in Losers | 67 | 108 | 18 | 67 | 108 | 18 |
Bars Traded | 7062 | 6250 | 811 | 7062 | 6250 | 811 |
Profit Streak | 0 | 170.4585 | 0 | 0 | 170.4585 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 760240 | 800543 | -281935 | -13485 | -580176 | 404569 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603389600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862812671, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 70, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1628977.5773610831, 1526539.3742432937, 102438.2031177901, 1493938.1900140913, -319669.9103469984, 1813608.10036109 ], [ 1628.977577, 1526.539374, 102.438203, 1493.93819, -319.66991, 1813.6081 ], [ 0.882197, 0.82672, 0.055477, 0.150061, 0, 0.159975 ], [ 132.589719, 132.589719, 132.589719, 132.589719, 132.589719, 132.589719 ], [ -134260, -94519, -100857, -3355477, -3635790, -1371740 ], [ 4.105641, 5.888199, 1.482672, 1.180627, 0.942793, 1.675989 ], [ 91, 45, 46, 91, 45, 46 ], [ 49, 22, 27, 49, 22, 27 ], [ 42, 23, 19, 42, 23, 19 ], [ 53.846154, 48.888889, 58.695652, 53.846154, 48.888889, 58.695652 ], [ 3.519121, 6.155845, 1.043362, 1.011966, 0.985647, 1.179399 ], [ 1307102, 1307102, 40604, 1454406, 1454406, 1002812 ], [ -54535, -50576, -54535, -2338173, -2338173, -1035085 ], [ 77, 138, 17, 77, 138, 17 ], [ 85, 170, 17, 85, 170, 17 ], [ 67, 108, 18, 67, 108, 18 ], [ 7062, 6250, 811, 7062, 6250, 811 ], [ 0, 170.45848, 0, 0, 170.45848, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 760240, 800543, -281935, -13485, -580176, 404569 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603389600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862812671, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 70, "offset": 0, "scalar": 4 } } }
# | 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) |
---|