Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1498935.593 | -20702.3128 | -1478233.2802 | -89943.8828 | 1471175.6933 | -1561119.5762 |
Total P&L (%) | -1498.9356 | -20.7023 | -1478.2333 | -89.9439 | 1471.1757 | -1561.1196 |
Avg Daily Profit (%) | -0.8118 | -0.0112 | -0.8006 | -0.1243 | 0.1493 | 0 |
Buy And Hold Return (%) | 123.9447 | 123.9447 | 123.9447 | 123.9447 | 123.9447 | 123.9447 |
Max Trade Drawdown | -1621891 | -165258 | -1547838 | -3575393 | -162477 | -3450546 |
Profit Factor | 0.2592 | 0.9407 | 0.117 | 0.9785 | 3.6749 | 0.5695 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 15 | 16 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 39 | 20 | 19 |
Profitability (%) | 46.9697 | 45.4545 | 48.4848 | 40.9091 | 39.3939 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.2926 | 1.1288 | 0.1244 | 1.4133 | 5.6536 | 0.7729 |
Largest Winning Trade | 76515 | 76515 | 32601 | 1250694 | 674406 | 1250694 |
Largest Losing Trade | -1336022 | -77034 | -1336022 | -2929416 | -130034 | -2929416 |
Avg Bars in Trades | 163 | 166 | 160 | 163 | 166 | 160 |
Avg Bars in Winners | 76 | 59 | 91 | 177 | 227 | 131 |
Avg Bars in Losers | 240 | 255 | 224 | 153 | 126 | 181 |
Bars Traded | 10775 | 5488 | 5287 | 10775 | 5488 | 5287 |
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 | -710734 | -580903 | -581392 | -711424 | 335718 | -583748 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 211, "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": [ [ -1498935.5929774574, -20702.3127944055, -1478233.2801830526, -89943.8828440713, 1471175.6933226723, -1561119.576166744 ], [ -1498.935593, -20.702313, -1478.23328, -89.943883, 1471.175693, -1561.119576 ], [ -0.811771, -0.011212, -0.80056, -0.12432, 0.149281, 0 ], [ 123.944714, 123.944714, 123.944714, 123.944714, 123.944714, 123.944714 ], [ -1621891, -165258, -1547838, -3575393, -162477, -3450546 ], [ 0.259154, 0.940695, 0.117046, 0.978463, 3.67485, 0.569488 ], [ 66, 33, 33, 66, 33, 33 ], [ 31, 15, 16, 27, 13, 14 ], [ 35, 18, 17, 39, 20, 19 ], [ 46.969697, 45.454545, 48.484848, 40.909091, 39.393939, 42.424242 ], [ 0.292593, 1.128834, 0.124361, 1.413335, 5.653616, 0.772877 ], [ 76515, 76515, 32601, 1250694, 674406, 1250694 ], [ -1336022, -77034, -1336022, -2929416, -130034, -2929416 ], [ 163, 166, 160, 163, 166, 160 ], [ 76, 59, 91, 177, 227, 131 ], [ 240, 255, 224, 153, 126, 181 ], [ 10775, 5488, 5287, 10775, 5488, 5287 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -710734, -580903, -581392, -711424, 335718, -583748 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602216000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758859563007, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 211, "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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