Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407397.9957 | 547517.2075 | -140119.2119 | -98402.2299 | 835531.9316 | -933934.1616 |
Total P&L (%) | 407.398 | 547.5172 | -140.1192 | -98.4022 | 835.5319 | -933.9342 |
Avg Daily Profit (%) | 0.2188 | 0.2941 | -0.0753 | -0.222 | 0.1202 | 0 |
Buy And Hold Return (%) | 229.9057 | 229.9057 | 229.9057 | 229.9057 | 229.9057 | 229.9057 |
Max Trade Drawdown | -300787 | -141333 | -242796 | -1215843 | -387311 | -1025286 |
Profit Factor | 1.2516 | 1.8511 | 0.8564 | 0.9524 | 2.1135 | 0.2914 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 178 | 88 | 90 | 178 | 88 | 90 |
Losing Trades | 159 | 81 | 78 | 159 | 81 | 78 |
Profitability (%) | 52.819 | 52.071 | 53.5714 | 52.819 | 52.071 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.118 | 1.7038 | 0.7422 | 0.8508 | 1.9454 | 0.2526 |
Largest Winning Trade | 180158 | 180158 | 64448 | 480437 | 480437 | 80615 |
Largest Losing Trade | -90398 | -49303 | -90398 | -670454 | -357311 | -670454 |
Avg Bars in Trades | 64 | 58 | 70 | 64 | 58 | 70 |
Avg Bars in Winners | 67 | 57 | 76 | 67 | 57 | 76 |
Avg Bars in Losers | 61 | 59 | 63 | 61 | 59 | 63 |
Bars Traded | 21790 | 9949 | 11841 | 21790 | 9949 | 11841 |
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 | 46413 | 309870 | -579990 | -578650 | -30076 | -579990 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22339, "evaluation_days": 1861.58, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600934400000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760082131202, "expiration_time": 1765866268800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 242, "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": [ [ 407397.9956578095, 547517.2075479055, -140119.2118900963, -98402.2299431245, 835531.9316275317, -933934.1615706565 ], [ 407.397996, 547.517208, -140.119212, -98.40223, 835.531932, -933.934162 ], [ 0.218845, 0.294114, -0.075269, -0.22196, 0.120182, 0 ], [ 229.905741, 229.905741, 229.905741, 229.905741, 229.905741, 229.905741 ], [ -300787, -141333, -242796, -1215843, -387311, -1025286 ], [ 1.251646, 1.851078, 0.856378, 0.952426, 2.113492, 0.291419 ], [ 337, 169, 168, 337, 169, 168 ], [ 178, 88, 90, 178, 88, 90 ], [ 159, 81, 78, 159, 81, 78 ], [ 52.818991, 52.071006, 53.571429, 52.818991, 52.071006, 53.571429 ], [ 1.118044, 1.703833, 0.742194, 0.850763, 1.945373, 0.252563 ], [ 180158, 180158, 64448, 480437, 480437, 80615 ], [ -90398, -49303, -90398, -670454, -357311, -670454 ], [ 64, 58, 70, 64, 58, 70 ], [ 67, 57, 76, 67, 57, 76 ], [ 61, 59, 63, 61, 59, 63 ], [ 21790, 9949, 11841, 21790, 9949, 11841 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 46413, 309870, -579990, -578650, -30076, -579990 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22339, "evaluation_days": 1861.58, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600934400000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760082131202, "expiration_time": 1765866268800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 242, "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) |
---|