Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462013.3539 | 464247.9021 | -2234.5482 | 20133.2614 | 401764.8406 | -381631.5792 |
Total P&L (%) | 462.0134 | 464.2479 | -2.2345 | 20.1333 | 401.7648 | -381.6316 |
Avg Daily Profit (%) | 0.2502 | 0.2514 | -0.0012 | 0.0099 | 0.0874 | 0 |
Buy And Hold Return (%) | 114.0307 | 114.0307 | 114.0307 | 114.0307 | 114.0307 | 114.0307 |
Max Trade Drawdown | -182867 | -151255 | -187929 | -455505 | -206129 | -545057 |
Profit Factor | 1.6145 | 2.0619 | 0.9929 | 1.015 | 1.6131 | 0.4447 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 57.732 | 56.25 | 59.1837 | 57.732 | 56.25 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.1821 | 1.6037 | 0.6848 | 0.7431 | 1.2546 | 0.3067 |
Largest Winning Trade | 96780 | 96780 | 21112 | 191977 | 191977 | 24660 |
Largest Losing Trade | -72874 | -72874 | -43781 | -165257 | -165257 | -110368 |
Avg Bars in Trades | 105 | 174 | 37 | 105 | 174 | 37 |
Avg Bars in Winners | 76 | 109 | 45 | 76 | 109 | 45 |
Avg Bars in Losers | 145 | 259 | 26 | 145 | 259 | 26 |
Bars Traded | 10232 | 8395 | 1837 | 10232 | 8395 | 1837 |
Profit Streak | 119.1411 | 151.6411 | 119.1411 | 119.1411 | 151.6411 | 119.1411 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361374 | 420611 | -578926 | -548816 | -75126 | -578926 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602662400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914590806, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "dcm", "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": [ [ 462013.3539173447, 464247.9020935526, -2234.548176208, 20133.2613979494, 401764.8406091002, -381631.5792111509 ], [ 462.013354, 464.247902, -2.234548, 20.133261, 401.764841, -381.631579 ], [ 0.25021, 0.25142, -0.00121, 0.009935, 0.087391, 0 ], [ 114.030703, 114.030703, 114.030703, 114.030703, 114.030703, 114.030703 ], [ -182867, -151255, -187929, -455505, -206129, -545057 ], [ 1.614549, 2.061931, 0.992898, 1.014996, 1.613115, 0.444723 ], [ 97, 48, 49, 97, 48, 49 ], [ 56, 27, 29, 56, 27, 29 ], [ 41, 21, 20, 41, 21, 20 ], [ 57.731959, 56.25, 59.183673, 57.731959, 56.25, 59.183673 ], [ 1.18208, 1.603724, 0.684757, 0.743122, 1.254645, 0.306706 ], [ 96780, 96780, 21112, 191977, 191977, 24660 ], [ -72874, -72874, -43781, -165257, -165257, -110368 ], [ 105, 174, 37, 105, 174, 37 ], [ 76, 109, 45, 76, 109, 45 ], [ 145, 259, 26, 145, 259, 26 ], [ 10232, 8395, 1837, 10232, 8395, 1837 ], [ 119.141097, 151.641097, 119.141097, 119.141097, 151.641097, 119.141097 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 361374, 420611, -578926, -548816, -75126, -578926 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602662400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914590806, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "dcm", "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) |
---|