Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698662.9218 | 709591.707 | -10928.7852 | 392671.487 | 761030.8792 | -368359.3922 |
Total P&L (%) | 698.6629 | 709.5917 | -10.9288 | 392.6715 | 761.0309 | -368.3594 |
Avg Daily Profit (%) | 0.3784 | 0.3843 | -0.0059 | 0.0864 | 0.1167 | 0 |
Buy And Hold Return (%) | 133.7232 | 133.7232 | 133.7232 | 133.7232 | 133.7232 | 133.7232 |
Max Trade Drawdown | -154997 | -77191 | -93654 | -3066044 | -1427300 | -1667122 |
Profit Factor | 1.7397 | 2.548 | 0.9775 | 1.0437 | 1.175 | 0.9206 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 38.0117 | 39.5349 | 36.4706 | 38.0117 | 39.5349 | 36.4706 |
Ratio Avg Win / Avg Loss | 2.837 | 3.8969 | 1.7028 | 1.702 | 1.7971 | 1.6036 |
Largest Winning Trade | 247491 | 247491 | 79817 | 1287825 | 1287825 | 913469 |
Largest Losing Trade | -37685 | -32174 | -37685 | -524401 | -391649 | -524401 |
Avg Bars in Trades | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Winners | 73 | 68 | 78 | 73 | 68 | 78 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 7206 | 3542 | 3665 | 7206 | 3542 | 3665 |
Profit Streak | 36.8325 | 36.8325 | 45.0825 | 36.8325 | 36.8325 | 45.0825 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320400 | 341698 | -583032 | -254903 | -68462 | -583032 |
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{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 52 } }, "second_band": { "type": "midprice", "factors": { "length": 10, "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": [ [ 698662.9218401854, 709591.7069962645, -10928.7851560792, 392671.4870060852, 761030.8791955335, -368359.3921894478 ], [ 698.662922, 709.591707, -10.928785, 392.671487, 761.030879, -368.359392 ], [ 0.378371, 0.38429, -0.005919, 0.086399, 0.116665, 0 ], [ 133.723197, 133.723197, 133.723197, 133.723197, 133.723197, 133.723197 ], [ -154997, -77191, -93654, -3066044, -1427300, -1667122 ], [ 1.739668, 2.54795, 0.97752, 1.043695, 1.175011, 0.920583 ], [ 171, 86, 85, 171, 86, 85 ], [ 65, 34, 31, 65, 34, 31 ], [ 106, 52, 54, 106, 52, 54 ], [ 38.011696, 39.534884, 36.470588, 38.011696, 39.534884, 36.470588 ], [ 2.836997, 3.896864, 1.702777, 1.702025, 1.797076, 1.603596 ], [ 247491, 247491, 79817, 1287825, 1287825, 913469 ], [ -37685, -32174, -37685, -524401, -391649, -524401 ], [ 42, 41, 43, 42, 41, 43 ], [ 73, 68, 78, 73, 68, 78 ], [ 23, 23, 22, 23, 23, 22 ], [ 7206, 3542, 3665, 7206, 3542, 3665 ], [ 36.832496, 36.832496, 45.082496, 36.832496, 36.832496, 45.082496 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320400, 341698, -583032, -254903, -68462, -583032 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758895127686, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 52 } }, "second_band": { "type": "midprice", "factors": { "length": 10, "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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