Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856924.092 | 854840.7903 | 2083.3016 | 253077.3223 | 254811.1803 | -1733.8581 |
Total P&L (%) | 856.9241 | 854.8408 | 2.0833 | 253.0773 | 254.8112 | -1.7339 |
Avg Daily Profit (%) | 0.4615 | 0.4604 | 0.0011 | 0.068 | 0.0682 | -0.0009 |
Buy And Hold Return (%) | 130.888 | 130.888 | 130.888 | 130.888 | 130.888 | 130.888 |
Max Trade Drawdown | -171177 | -66324 | -149349 | -1747140 | -875120 | -995641 |
Profit Factor | 2.2118 | 3.8869 | 1.0051 | 1.0506 | 1.1087 | 0.9993 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 47.9592 | 44.898 | 51.0204 | 47.9592 | 44.898 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.4 | 4.7703 | 0.9649 | 1.14 | 1.3606 | 0.9594 |
Largest Winning Trade | 587593 | 587593 | 73969 | 550342 | 510206 | 550342 |
Largest Losing Trade | -69308 | -36816 | -69308 | -650382 | -650382 | -639657 |
Avg Bars in Trades | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Winners | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Losers | 44 | 43 | 46 | 44 | 43 | 46 |
Bars Traded | 5374 | 2542 | 2832 | 5374 | 2542 | 2832 |
Profit Streak | 0 | 0 | 51.7437 | 0 | 0 | 51.7437 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491307 | 541502 | -572914 | -274918 | -211950 | -579985 |
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5570, "evaluation_days": 1856.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602230400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759571457058, "expiration_time": 1764377280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 107, "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": [ [ 856924.0919863624, 854840.7903399986, 2083.3016463639, 253077.3222870043, 254811.1803441174, -1733.8580571128 ], [ 856.924092, 854.84079, 2.083302, 253.077322, 254.81118, -1.733858 ], [ 0.461538, 0.460416, 0.001122, 0.067968, 0.068232, -0.000942 ], [ 130.888031, 130.888031, 130.888031, 130.888031, 130.888031, 130.888031 ], [ -171177, -66324, -149349, -1747140, -875120, -995641 ], [ 2.211777, 3.886884, 1.005068, 1.050596, 1.108671, 0.999347 ], [ 98, 49, 49, 98, 49, 49 ], [ 47, 22, 25, 47, 22, 25 ], [ 51, 27, 24, 51, 27, 24 ], [ 47.959184, 44.897959, 51.020408, 47.959184, 44.897959, 51.020408 ], [ 2.400014, 4.770266, 0.964866, 1.140008, 1.360642, 0.959374 ], [ 587593, 587593, 73969, 550342, 510206, 550342 ], [ -69308, -36816, -69308, -650382, -650382, -639657 ], [ 54, 51, 57, 54, 51, 57 ], [ 65, 62, 68, 65, 62, 68 ], [ 44, 43, 46, 44, 43, 46 ], [ 5374, 2542, 2832, 5374, 2542, 2832 ], [ 0, 0, 51.743716, 0, 0, 51.743716 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 491307, 541502, -572914, -274918, -211950, -579985 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5570, "evaluation_days": 1856.67, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602230400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759571457058, "expiration_time": 1764377280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 107, "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) |
---|