Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215014.5415 | 217396.1054 | -2381.5639 | -18515.8946 | -1018.5137 | -17497.3808 |
Total P&L (%) | 215.0145 | 217.3961 | -2.3816 | -18.5159 | -1.0185 | -17.4974 |
Avg Daily Profit (%) | 0.2064 | 0.2087 | -0.0023 | -0.0197 | -0.001 | -0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127745 | -135378 | -45660 | -273232 | -250629 | -68668 |
Profit Factor | 1.384 | 1.5741 | 0.9869 | 0.9771 | 0.9981 | 0.9324 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 45.3901 | 41.4286 | 49.2958 | 45.3901 | 41.4286 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.6651 | 2.2255 | 1.0151 | 1.1756 | 1.4112 | 0.9591 |
Largest Winning Trade | 281838 | 281838 | 10989 | 161265 | 161265 | 24026 |
Largest Losing Trade | -34445 | -34445 | -18486 | -80889 | -80889 | -51385 |
Avg Bars in Trades | 167 | 288 | 48 | 167 | 288 | 48 |
Avg Bars in Winners | 187 | 370 | 36 | 187 | 370 | 36 |
Avg Bars in Losers | 151 | 231 | 61 | 151 | 231 | 61 |
Bars Traded | 23678 | 20210 | 3469 | 23678 | 20210 | 3469 |
Profit Streak | 27.8833 | 27.8833 | 33.925 | 27.8833 | 27.8833 | 33.925 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339460 | -86685 | -665349 | -579066 | -676362 | -667016 |
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669384800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758802316467, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 79, "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": [ [ 215014.5414751751, 217396.1053855051, -2381.5639103298, -18515.8945531477, -1018.5137363171, -17497.3808168306 ], [ 215.014541, 217.396105, -2.381564, -18.515895, -1.018514, -17.497381 ], [ 0.206423, 0.20871, -0.002286, -0.019656, -0.000983, -0.018464 ], [ 10, 10, 10, 10, 10, 10 ], [ -127745, -135378, -45660, -273232, -250629, -68668 ], [ 1.383976, 1.574112, 0.986864, 0.977104, 0.998147, 0.932446 ], [ 141, 70, 71, 141, 70, 71 ], [ 64, 29, 35, 64, 29, 35 ], [ 77, 41, 36, 77, 41, 36 ], [ 45.390071, 41.428571, 49.295775, 45.390071, 41.428571, 49.295775 ], [ 1.665096, 2.225468, 1.01506, 1.175578, 1.411173, 0.959087 ], [ 281838, 281838, 10989, 161265, 161265, 24026 ], [ -34445, -34445, -18486, -80889, -80889, -51385 ], [ 167, 288, 48, 167, 288, 48 ], [ 187, 370, 36, 187, 370, 36 ], [ 151, 231, 61, 151, 231, 61 ], [ 23678, 20210, 3469, 23678, 20210, 3469 ], [ 27.883292, 27.883292, 33.924959, 27.883292, 27.883292, 33.924959 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339460, -86685, -665349, -579066, -676362, -667016 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669384800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758802316467, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 79, "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) |
---|