Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247672.5452 | 1202963.5838 | 44708.9615 | 1064709.6509 | 467458.1186 | 597251.5323 |
Total P&L (%) | 1247.6725 | 1202.9636 | 44.709 | 1064.7097 | 467.4581 | 597.2515 |
Avg Daily Profit (%) | 0.6749 | 0.6507 | 0.0242 | 0.1329 | 0.0939 | 0.1051 |
Buy And Hold Return (%) | 100.1436 | 100.1436 | 100.1436 | 100.1436 | 100.1436 | 100.1436 |
Max Trade Drawdown | -131437 | -98529 | -131869 | -3846287 | -3352436 | -2866554 |
Profit Factor | 3.067 | 5.3701 | 1.1362 | 1.085 | 1.0676 | 1.1065 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50.6667 | 47.3684 | 54.0541 | 50.6667 | 47.3684 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.9863 | 5.9668 | 0.9657 | 1.0565 | 1.1862 | 0.9405 |
Largest Winning Trade | 936912 | 936912 | 79791 | 2298805 | 2298805 | 1766397 |
Largest Losing Trade | -57157 | -41584 | -57157 | -1251193 | -1181315 | -1251193 |
Avg Bars in Trades | 72 | 71 | 72 | 72 | 71 | 72 |
Avg Bars in Winners | 95 | 97 | 92 | 95 | 97 | 92 |
Avg Bars in Losers | 48 | 48 | 47 | 48 | 48 | 47 |
Bars Traded | 5400 | 2728 | 2672 | 5400 | 2728 | 2672 |
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 | -43235 | 682057 | -398223 | -203376 | -216322 | -157436 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5546, "evaluation_days": 1848.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602316800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758881938981, "expiration_time": 1763665344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "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": [ [ 1247672.5452291244, 1202963.5837684325, 44708.9614606918, 1064709.6509347304, 467458.1186281127, 597251.5323066167 ], [ 1247.672545, 1202.963584, 44.708961, 1064.709651, 467.458119, 597.251532 ], [ 0.674903, 0.650718, 0.024184, 0.132889, 0.093949, 0.105102 ], [ 100.143601, 100.143601, 100.143601, 100.143601, 100.143601, 100.143601 ], [ -131437, -98529, -131869, -3846287, -3352436, -2866554 ], [ 3.066973, 5.37011, 1.136162, 1.085042, 1.067622, 1.106519 ], [ 75, 38, 37, 75, 38, 37 ], [ 38, 18, 20, 38, 18, 20 ], [ 37, 20, 17, 37, 20, 17 ], [ 50.666667, 47.368421, 54.054054, 50.666667, 47.368421, 54.054054 ], [ 2.986264, 5.966789, 0.965737, 1.056488, 1.186247, 0.940541 ], [ 936912, 936912, 79791, 2298805, 2298805, 1766397 ], [ -57157, -41584, -57157, -1251193, -1181315, -1251193 ], [ 72, 71, 72, 72, 71, 72 ], [ 95, 97, 92, 95, 97, 92 ], [ 48, 48, 47, 48, 48, 47 ], [ 5400, 2728, 2672, 5400, 2728, 2672 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -43235, 682057, -398223, -203376, -216322, -157436 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5546, "evaluation_days": 1848.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602316800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758881938981, "expiration_time": 1763665344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "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) |
---|