Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472219.902 | 361801.0293 | 110418.8727 | 935307.4476 | -126895.5469 | 1062202.9946 |
Total P&L (%) | 472.2199 | 361.801 | 110.4189 | 935.3074 | -126.8955 | 1062.203 |
Avg Daily Profit (%) | 0.4534 | 0.3473 | 0.106 | 0.2246 | 0 | 0.2358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60845 | -57181 | -37654 | -1183796 | -1110511 | -344916 |
Profit Factor | 2.6309 | 3.0464 | 1.9793 | 1.382 | 0.9292 | 2.6196 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 69.1176 | 67.6471 | 70.5882 | 69.1176 | 67.6471 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.1755 | 1.457 | 0.8247 | 0.6175 | 0.4444 | 1.0915 |
Largest Winning Trade | 253950 | 253950 | 34189 | 494814 | 259015 | 494814 |
Largest Losing Trade | -57181 | -57181 | -37654 | -1110511 | -1110511 | -187007 |
Avg Bars in Trades | 347 | 367 | 328 | 347 | 367 | 328 |
Avg Bars in Winners | 302 | 312 | 293 | 302 | 312 | 293 |
Avg Bars in Losers | 449 | 482 | 413 | 449 | 482 | 413 |
Bars Traded | 23662 | 12491 | 11171 | 23662 | 12491 | 11171 |
Profit Streak | 109.1052 | 109.1052 | 131.9802 | 109.1052 | 109.1052 | 131.9802 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96370 | 591171 | -46869 | -102896 | -577945 | 570226 |
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669392000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758929490564, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 185, "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": [ [ 472219.9020056167, 361801.02933985, 110418.8726657669, 935307.447625229, -126895.5469356033, 1062202.9945608324 ], [ 472.219902, 361.801029, 110.418873, 935.307448, -126.895547, 1062.202995 ], [ 0.453351, 0.347345, 0.106007, 0.224641, 0, 0.235767 ], [ 10, 10, 10, 10, 10, 10 ], [ -60845, -57181, -37654, -1183796, -1110511, -344916 ], [ 2.630863, 3.046428, 1.979274, 1.382039, 0.929202, 2.619634 ], [ 68, 34, 34, 68, 34, 34 ], [ 47, 23, 24, 47, 23, 24 ], [ 21, 11, 10, 21, 11, 10 ], [ 69.117647, 67.647059, 70.588235, 69.117647, 67.647059, 70.588235 ], [ 1.175492, 1.456987, 0.824698, 0.617507, 0.444401, 1.091514 ], [ 253950, 253950, 34189, 494814, 259015, 494814 ], [ -57181, -57181, -37654, -1110511, -1110511, -187007 ], [ 347, 367, 328, 347, 367, 328 ], [ 302, 312, 293, 302, 312, 293 ], [ 449, 482, 413, 449, 482, 413 ], [ 23662, 12491, 11171, 23662, 12491, 11171 ], [ 109.105215, 109.105215, 131.980215, 109.105215, 109.105215, 131.980215 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -96370, 591171, -46869, -102896, -577945, 570226 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669392000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758929490564, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 185, "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) |
---|