Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225710.4967 | 1161508.8265 | 64201.6703 | 978647.2178 | 1445746.6348 | -467099.4169 |
Total P&L (%) | 1225.7105 | 1161.5088 | 64.2017 | 978.6472 | 1445.7466 | -467.0994 |
Avg Daily Profit (%) | 0.6613 | 0.6267 | 0.0346 | 0.1284 | 0.1478 | 0 |
Buy And Hold Return (%) | 222.5196 | 222.5196 | 222.5196 | 222.5196 | 222.5196 | 222.5196 |
Max Trade Drawdown | -83528 | -72107 | -105415 | -1561914 | -813105 | -1449096 |
Profit Factor | 3.7274 | 6.601 | 1.2653 | 1.1836 | 1.6189 | 0.8441 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 45.614 | 48.2759 | 42.8571 | 45.614 | 48.2759 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.4441 | 7.0725 | 1.687 | 1.4112 | 1.7345 | 1.1254 |
Largest Winning Trade | 992981 | 992981 | 72149 | 1336721 | 1336721 | 522894 |
Largest Losing Trade | -73240 | -31489 | -73240 | -1449096 | -420119 | -1449096 |
Avg Bars in Trades | 120 | 112 | 130 | 120 | 112 | 130 |
Avg Bars in Winners | 197 | 152 | 250 | 197 | 152 | 250 |
Avg Bars in Losers | 56 | 74 | 39 | 56 | 74 | 39 |
Bars Traded | 6888 | 3248 | 3640 | 6888 | 3248 | 3640 |
Profit Streak | 0 | 0 | 141.5113 | 0 | 0 | 141.5113 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163357 | 658810 | -334679 | -222876 | 242195 | -602373 |
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 50, "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": [ [ 1225710.4967192353, 1161508.8264567994, 64201.6702624363, 978647.2178309776, 1445746.6347719168, -467099.4169409388 ], [ 1225.710497, 1161.508826, 64.20167, 978.647218, 1445.746635, -467.099417 ], [ 0.661295, 0.626657, 0.034638, 0.128396, 0.147835, 0 ], [ 222.5196, 222.5196, 222.5196, 222.5196, 222.5196, 222.5196 ], [ -83528, -72107, -105415, -1561914, -813105, -1449096 ], [ 3.72735, 6.600979, 1.265254, 1.183563, 1.618887, 0.844058 ], [ 57, 29, 28, 57, 29, 28 ], [ 26, 14, 12, 26, 14, 12 ], [ 31, 15, 16, 31, 15, 16 ], [ 45.614035, 48.275862, 42.857143, 45.614035, 48.275862, 42.857143 ], [ 4.444149, 7.072478, 1.687005, 1.411171, 1.734522, 1.125411 ], [ 992981, 992981, 72149, 1336721, 1336721, 522894 ], [ -73240, -31489, -73240, -1449096, -420119, -1449096 ], [ 120, 112, 130, 120, 112, 130 ], [ 197, 152, 250, 197, 152, 250 ], [ 56, 74, 39, 56, 74, 39 ], [ 6888, 3248, 3640, 6888, 3248, 3640 ], [ 0, 0, 141.511274, 0, 0, 141.511274 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163357, 658810, -334679, -222876, 242195, -602373 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7414, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604383200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759342574116, "expiration_time": 1764124272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 50, "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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