Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1356662.3345 | 1325261.296 | 31401.0385 | 299619.1774 | 1516758.3063 | -1217139.1289 |
Total P&L (%) | 1356.6623 | 1325.2613 | 31.401 | 299.6192 | 1516.7583 | -1217.1391 |
Avg Daily Profit (%) | 0.734 | 0.717 | 0.017 | 0.075 | 0.1507 | 0 |
Buy And Hold Return (%) | 202.9483 | 202.9483 | 202.9483 | 202.9483 | 202.9483 | 202.9483 |
Max Trade Drawdown | -106866 | -59161 | -129175 | -1882593 | -443229 | -1947638 |
Profit Factor | 3.7366 | 7.6197 | 1.1062 | 1.0677 | 2.1829 | 0.6132 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 41.3793 | 44.8276 | 37.931 | 41.3793 | 44.8276 | 37.931 |
Ratio Avg Win / Avg Loss | 5.2935 | 9.3781 | 1.8102 | 1.5125 | 2.6867 | 1.0034 |
Largest Winning Trade | 1229532 | 1229532 | 71656 | 1445612 | 1445612 | 607602 |
Largest Losing Trade | -82708 | -29042 | -82708 | -1708472 | -179351 | -1708472 |
Avg Bars in Trades | 88 | 82 | 94 | 88 | 82 | 94 |
Avg Bars in Winners | 141 | 98 | 191 | 141 | 98 | 191 |
Avg Bars in Losers | 51 | 69 | 35 | 51 | 69 | 35 |
Bars Traded | 5156 | 2403 | 2753 | 5156 | 2403 | 2753 |
Profit Streak | 61.3514 | 0 | 65.3514 | 61.3514 | 0 | 65.3514 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163032 | 669779 | -442667 | -437712 | 349303 | -583301 |
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{ "first_band": { "type": "dcm", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 2.3799 } } }
{ "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": [ [ 1356662.3345359596, 1325261.29603587, 31401.0385000901, 299619.1773890644, 1516758.3062702375, -1217139.1288811723 ], [ 1356.662335, 1325.261296, 31.401039, 299.619177, 1516.758306, -1217.139129 ], [ 0.733994, 0.717005, 0.016989, 0.074979, 0.150682, 0 ], [ 202.948336, 202.948336, 202.948336, 202.948336, 202.948336, 202.948336 ], [ -106866, -59161, -129175, -1882593, -443229, -1947638 ], [ 3.736592, 7.619726, 1.106246, 1.067651, 2.182929, 0.613201 ], [ 58, 29, 29, 58, 29, 29 ], [ 24, 13, 11, 24, 13, 11 ], [ 34, 16, 18, 34, 16, 18 ], [ 41.37931, 44.827586, 37.931034, 41.37931, 44.827586, 37.931034 ], [ 5.293505, 9.378124, 1.810221, 1.512505, 2.686682, 1.00342 ], [ 1229532, 1229532, 71656, 1445612, 1445612, 607602 ], [ -82708, -29042, -82708, -1708472, -179351, -1708472 ], [ 88, 82, 94, 88, 82, 94 ], [ 141, 98, 191, 141, 98, 191 ], [ 51, 69, 35, 51, 69, 35 ], [ 5156, 2403, 2753, 5156, 2403, 2753 ], [ 61.351406, 0, 65.351406, 61.351406, 0, 65.351406 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163032, 669779, -442667, -437712, 349303, -583301 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604390400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758875161473, "expiration_time": 1763635680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 2.3799 } } }
# | 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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