Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618468.7185 | 699545.8894 | -81077.1709 | -50133.219 | 220539.0939 | -270672.3128 |
Total P&L (%) | 618.4687 | 699.5459 | -81.0772 | -50.1332 | 220.5391 | -270.6723 |
Avg Daily Profit (%) | 0.3349 | 0.3789 | -0.0439 | -0.0377 | 0.0631 | 0 |
Buy And Hold Return (%) | 120.1616 | 120.1616 | 120.1616 | 120.1616 | 120.1616 | 120.1616 |
Max Trade Drawdown | -170133 | -83196 | -170648 | -299209 | -118755 | -295633 |
Profit Factor | 1.8308 | 3.6663 | 0.8318 | 0.9393 | 1.8034 | 0.509 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 45.3125 | 43.75 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 2.2096 | 4.7138 | 0.9427 | 1.1336 | 2.3186 | 0.5768 |
Largest Winning Trade | 501841 | 501841 | 74512 | 274889 | 274889 | 50657 |
Largest Losing Trade | -68082 | -34166 | -68082 | -196531 | -83736 | -196531 |
Avg Bars in Trades | 168 | 161 | 176 | 168 | 161 | 176 |
Avg Bars in Winners | 260 | 228 | 289 | 260 | 228 | 289 |
Avg Bars in Losers | 93 | 108 | 76 | 93 | 108 | 76 |
Bars Traded | 10805 | 5157 | 5648 | 10805 | 5157 | 5648 |
Profit Streak | 32.8735 | 0 | 34.5401 | 32.8735 | 0 | 34.5401 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133630 | 472853 | -581483 | -724170 | -115697 | -581483 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602432000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758920268059, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 90 } }, "second_band": { "type": "hma", "factors": { "length": 213, "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": [ [ 618468.7184583899, 699545.8893707981, -81077.1709124082, -50133.2189505875, 220539.0938538335, -270672.3128044211 ], [ 618.468718, 699.545889, -81.077171, -50.133219, 220.539094, -270.672313 ], [ 0.334941, 0.37885, -0.043909, -0.037676, 0.063103, 0 ], [ 120.161586, 120.161586, 120.161586, 120.161586, 120.161586, 120.161586 ], [ -170133, -83196, -170648, -299209, -118755, -295633 ], [ 1.830824, 3.666301, 0.831803, 0.939288, 1.803366, 0.508969 ], [ 64, 32, 32, 64, 32, 32 ], [ 29, 14, 15, 29, 14, 15 ], [ 35, 18, 17, 35, 18, 17 ], [ 45.3125, 43.75, 46.875, 45.3125, 43.75, 46.875 ], [ 2.209616, 4.713815, 0.94271, 1.133623, 2.318614, 0.576832 ], [ 501841, 501841, 74512, 274889, 274889, 50657 ], [ -68082, -34166, -68082, -196531, -83736, -196531 ], [ 168, 161, 176, 168, 161, 176 ], [ 260, 228, 289, 260, 228, 289 ], [ 93, 108, 76, 93, 108, 76 ], [ 10805, 5157, 5648, 10805, 5157, 5648 ], [ 32.873473, 0, 34.54014, 32.873473, 0, 34.54014 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133630, 472853, -581483, -724170, -115697, -581483 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11079, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602432000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758920268059, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 90 } }, "second_band": { "type": "hma", "factors": { "length": 213, "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) |
---|