Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1916960.567 | 1782144.4223 | 134816.1447 | 4188204.8842 | 2880791.5804 | 1307413.3039 |
Total P&L (%) | 1916.9606 | 1782.1444 | 134.8161 | 4188.2049 | 2880.7916 | 1307.4133 |
Avg Daily Profit (%) | 1.0312 | 0.9587 | 0.0725 | 0.2024 | 0.1828 | 0.1423 |
Buy And Hold Return (%) | 127.6802 | 127.6802 | 127.6802 | 127.6802 | 127.6802 | 127.6802 |
Max Trade Drawdown | -105509 | -55731 | -78964 | -3041473 | -1429059 | -2462091 |
Profit Factor | 4.8048 | 10.1593 | 1.4359 | 1.4647 | 1.835 | 1.2351 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 53.2468 | 51.2821 | 55.2632 | 53.2468 | 51.2821 | 55.2632 |
Ratio Avg Win / Avg Loss | 4.2189 | 9.6514 | 1.1624 | 1.2861 | 1.7433 | 0.9998 |
Largest Winning Trade | 1581350 | 1581350 | 67524 | 1581350 | 1581350 | 900324 |
Largest Losing Trade | -54323 | -33012 | -54323 | -1638828 | -434993 | -1638828 |
Avg Bars in Trades | 46 | 36 | 56 | 46 | 36 | 56 |
Avg Bars in Winners | 67 | 51 | 82 | 67 | 51 | 82 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 3569 | 1439 | 2129 | 3569 | 1439 | 2129 |
Profit Streak | 67.3269 | 67.3269 | 310.8269 | 67.3269 | 67.3269 | 310.8269 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23403 | 827602 | -241483 | -35273 | 451057 | -2470 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1859, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604793600000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759780246284, "expiration_time": 1764570528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 196, "offset": 0, "std": 4.78521 } } }
{ "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": [ [ 1916960.5669565876, 1782144.422302962, 134816.1446536256, 4188204.8842437053, 2880791.5803873986, 1307413.3038563072 ], [ 1916.960567, 1782.144422, 134.816145, 4188.204884, 2880.79158, 1307.413304 ], [ 1.031178, 0.958658, 0.072521, 0.202381, 0.18278, 0.142346 ], [ 127.680239, 127.680239, 127.680239, 127.680239, 127.680239, 127.680239 ], [ -105509, -55731, -78964, -3041473, -1429059, -2462091 ], [ 4.804811, 10.159323, 1.43594, 1.464734, 1.835004, 1.235061 ], [ 77, 39, 38, 77, 39, 38 ], [ 41, 20, 21, 41, 20, 21 ], [ 36, 19, 17, 36, 19, 17 ], [ 53.246753, 51.282051, 55.263158, 53.246753, 51.282051, 55.263158 ], [ 4.218858, 9.651357, 1.162428, 1.286108, 1.743254, 0.999812 ], [ 1581350, 1581350, 67524, 1581350, 1581350, 900324 ], [ -54323, -33012, -54323, -1638828, -434993, -1638828 ], [ 46, 36, 56, 46, 36, 56 ], [ 67, 51, 82, 67, 51, 82 ], [ 22, 22, 23, 22, 22, 23 ], [ 3569, 1439, 2129, 3569, 1439, 2129 ], [ 67.326924, 67.326924, 310.826924, 67.326925, 67.326925, 310.826925 ], [ 4, 2, 6, 4, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23403, 827602, -241483, -35273, 451057, -2470 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1859, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604793600000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759780246284, "expiration_time": 1764570528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 196, "offset": 0, "std": 4.78521 } } }
# | 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) |
---|