Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188969.2409 | 390199.7145 | -201230.4736 | -98186.1257 | 130460.0628 | -228646.1885 |
Total P&L (%) | 188.9692 | 390.1997 | -201.2305 | -98.1861 | 130.4601 | -228.6462 |
Avg Daily Profit (%) | 0.1021 | 0.2109 | -0.1087 | -0.2164 | 0.0451 | 0 |
Buy And Hold Return (%) | 34.9619 | 34.9619 | 34.9619 | 34.9619 | 34.9619 | 34.9619 |
Max Trade Drawdown | -268024 | -149032 | -220244 | -298920 | -260412 | -203480 |
Profit Factor | 1.2388 | 1.9233 | 0.4544 | 0.8745 | 1.3245 | 0.3989 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 40.678 | 41.3793 | 40 | 40.678 | 41.3793 | 40 |
Ratio Avg Win / Avg Loss | 1.8065 | 2.7247 | 0.6817 | 1.2753 | 1.8764 | 0.5984 |
Largest Winning Trade | 361713 | 361713 | 50057 | 234985 | 234985 | 54505 |
Largest Losing Trade | -74874 | -74874 | -57859 | -150959 | -148652 | -150959 |
Avg Bars in Trades | 56 | 89 | 23 | 56 | 89 | 23 |
Avg Bars in Winners | 66 | 101 | 32 | 66 | 101 | 32 |
Avg Bars in Losers | 48 | 80 | 18 | 48 | 80 | 18 |
Bars Traded | 3307 | 2588 | 719 | 3307 | 2588 | 719 |
Profit Streak | 247.4958 | 247.4958 | 252.4958 | 247.4958 | 247.4958 | 252.4958 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -238941 | 307747 | -583465 | -761161 | -136569 | -583465 |
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{ "first_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 173, "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": [ [ 188969.2409004199, 390199.714460908, -201230.4735604881, -98186.1257372066, 130460.0627696879, -228646.1885068946 ], [ 188.969241, 390.199714, -201.230474, -98.186126, 130.460063, -228.646189 ], [ 0.102118, 0.210862, -0.108744, -0.216448, 0.045128, 0 ], [ 34.961906, 34.961906, 34.961906, 34.961906, 34.961906, 34.961906 ], [ -268024, -149032, -220244, -298920, -260412, -203480 ], [ 1.238765, 1.923344, 0.454439, 0.87451, 1.324497, 0.398905 ], [ 59, 29, 30, 59, 29, 30 ], [ 24, 12, 12, 24, 12, 12 ], [ 35, 17, 18, 35, 17, 18 ], [ 40.677966, 41.37931, 40, 40.677966, 41.37931, 40 ], [ 1.806532, 2.724738, 0.681658, 1.275327, 1.876371, 0.598357 ], [ 361713, 361713, 50057, 234985, 234985, 54505 ], [ -74874, -74874, -57859, -150959, -148652, -150959 ], [ 56, 89, 23, 56, 89, 23 ], [ 66, 101, 32, 66, 101, 32 ], [ 48, 80, 18, 48, 80, 18 ], [ 3307, 2588, 719, 3307, 2588, 719 ], [ 247.495793, 247.495793, 252.495793, 247.495793, 247.495793, 252.495793 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -238941, 307747, -583465, -761161, -136569, -583465 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3701, "evaluation_days": 1850.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1606608000000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759060436494, "expiration_time": 1763814096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 173, "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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