Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975807.7598 | 818446.3077 | 157361.4521 | 12625421.7366 | 5382764.8246 | 7242656.912 |
Total P&L (%) | 975.8078 | 818.4463 | 157.3615 | 12625.4217 | 5382.7648 | 7242.6569 |
Avg Daily Profit (%) | 0.5285 | 0.4432 | 0.0852 | 0.2628 | 0.2171 | 0.2329 |
Buy And Hold Return (%) | 120.8103 | 120.8103 | 120.8103 | 120.8103 | 120.8103 | 120.8103 |
Max Trade Drawdown | -132286 | -50984 | -106062 | -17403288 | -7772677 | -13700596 |
Profit Factor | 2.6009 | 4.1992 | 1.4449 | 1.3252 | 1.271 | 1.382 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 53.1532 | 55.3571 | 50.9091 | 53.1532 | 55.3571 | 50.9091 |
Ratio Avg Win / Avg Loss | 2.2924 | 3.3864 | 1.3933 | 1.168 | 1.025 | 1.3327 |
Largest Winning Trade | 336212 | 336212 | 76406 | 4789324 | 3745887 | 4789324 |
Largest Losing Trade | -40541 | -27435 | -40541 | -8022664 | -4220717 | -8022664 |
Avg Bars in Trades | 97 | 90 | 105 | 97 | 90 | 105 |
Avg Bars in Winners | 129 | 113 | 147 | 129 | 113 | 147 |
Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
Bars Traded | 10844 | 5055 | 5789 | 10844 | 5055 | 5789 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594316 | -162186 | -329797 | 342588 | -171270 | -171033 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601179200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758941961727, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 82, "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": [ [ 975807.759798567, 818446.307732238, 157361.4520663288, 12625421.736630648, 5382764.82459742, 7242656.912033232 ], [ 975.80776, 818.446308, 157.361452, 12625.421737, 5382.764825, 7242.656912 ], [ 0.528463, 0.443242, 0.085221, 0.262797, 0.217089, 0.232943 ], [ 120.810313, 120.810313, 120.810313, 120.810313, 120.810313, 120.810313 ], [ -132286, -50984, -106062, -17403288, -7772677, -13700596 ], [ 2.600945, 4.199163, 1.444915, 1.325246, 1.271039, 1.38203 ], [ 111, 56, 55, 111, 56, 55 ], [ 59, 31, 28, 59, 31, 28 ], [ 52, 25, 27, 52, 25, 27 ], [ 53.153153, 55.357143, 50.909091, 53.153153, 55.357143, 50.909091 ], [ 2.292358, 3.386422, 1.393311, 1.168013, 1.025032, 1.332671 ], [ 336212, 336212, 76406, 4789324, 3745887, 4789324 ], [ -40541, -27435, -40541, -8022664, -4220717, -8022664 ], [ 97, 90, 105, 97, 90, 105 ], [ 129, 113, 147, 129, 113, 147 ], [ 61, 61, 61, 61, 61, 61 ], [ 10844, 5055, 5789, 10844, 5055, 5789 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 594316, -162186, -329797, 342588, -171270, -171033 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1601179200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758941961727, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 82, "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) |
---|