Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039974.3693 | 1150002.6619 | -110028.2926 | -134880.4058 | -85790.4793 | -49089.9265 |
Total P&L (%) | 1039.9744 | 1150.0027 | -110.0283 | -134.8804 | -85.7905 | -49.0899 |
Avg Daily Profit (%) | 0.5609 | 0.6203 | -0.0593 | 0 | -0.1052 | -0.0364 |
Buy And Hold Return (%) | 109.4232 | 109.4232 | 109.4232 | 109.4232 | 109.4232 | 109.4232 |
Max Trade Drawdown | -202962 | -100662 | -192257 | -656602 | -335941 | -439791 |
Profit Factor | 2.4886 | 5.4649 | 0.7506 | 0.8859 | 0.8151 | 0.9316 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 16 | 18 | 29 | 16 | 13 |
Losing Trades | 31 | 17 | 14 | 36 | 17 | 19 |
Profitability (%) | 52.3077 | 48.4848 | 56.25 | 44.6154 | 48.4848 | 40.625 |
Ratio Avg Win / Avg Loss | 2.269 | 5.8064 | 0.5838 | 1.0997 | 0.8661 | 1.3616 |
Largest Winning Trade | 1076555 | 1076555 | 71579 | 207390 | 105685 | 207390 |
Largest Losing Trade | -122784 | -44319 | -122784 | -218303 | -202387 | -218303 |
Avg Bars in Trades | 161 | 151 | 170 | 161 | 151 | 170 |
Avg Bars in Winners | 186 | 142 | 226 | 136 | 167 | 97 |
Avg Bars in Losers | 132 | 160 | 99 | 181 | 137 | 220 |
Bars Traded | 10475 | 5014 | 5461 | 10475 | 5014 | 5461 |
Profit Streak | 0 | 0 | 0 | 142.3144 | 142.9811 | 142.3144 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119834 | 689462 | -580000 | -716131 | -580430 | -582218 |
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11124, "evaluation_days": 1854, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602619200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375965854, "expiration_time": 1764168768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 231, "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": [ [ 1039974.3693192308, 1150002.66189772, -110028.2925784894, -134880.4058377491, -85790.4793433013, -49089.9264944477 ], [ 1039.974369, 1150.002662, -110.028293, -134.880406, -85.790479, -49.089926 ], [ 0.560935, 0.620282, -0.059346, 0, -0.10519, -0.036407 ], [ 109.423177, 109.423177, 109.423177, 109.423177, 109.423177, 109.423177 ], [ -202962, -100662, -192257, -656602, -335941, -439791 ], [ 2.48855, 5.464893, 0.75055, 0.885906, 0.815148, 0.931638 ], [ 65, 33, 32, 65, 33, 32 ], [ 34, 16, 18, 29, 16, 13 ], [ 31, 17, 14, 36, 17, 19 ], [ 52.307692, 48.484848, 56.25, 44.615385, 48.484848, 40.625 ], [ 2.268972, 5.806448, 0.583761, 1.099746, 0.866095, 1.361624 ], [ 1076555, 1076555, 71579, 207390, 105685, 207390 ], [ -122784, -44319, -122784, -218303, -202387, -218303 ], [ 161, 151, 170, 161, 151, 170 ], [ 186, 142, 226, 136, 167, 97 ], [ 132, 160, 99, 181, 137, 220 ], [ 10475, 5014, 5461, 10475, 5014, 5461 ], [ 0, 0, 0, 142.31442, 142.981086, 142.31442 ], [ 0, 0, 0, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -119834, 689462, -580000, -716131, -580430, -582218 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11124, "evaluation_days": 1854, "actual_first_datapoint_time": 1599192000000, "first_datapoint_time": 1602619200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375965854, "expiration_time": 1764168768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 231, "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) |
---|