Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583315.3539 | 670679.5838 | -87364.23 | -44886.1043 | 303458.0513 | -348344.1556 |
Total P&L (%) | 583.3154 | 670.6796 | -87.3642 | -44.8861 | 303.4581 | -348.3442 |
Avg Daily Profit (%) | 0.3151 | 0.3622 | -0.0472 | -0.0322 | 0.0754 | 0 |
Buy And Hold Return (%) | 115.7699 | 115.7699 | 115.7699 | 115.7699 | 115.7699 | 115.7699 |
Max Trade Drawdown | -174972 | -86582 | -197681 | -361910 | -142916 | -389770 |
Profit Factor | 1.5652 | 2.5994 | 0.8574 | 0.9624 | 1.7156 | 0.5476 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 44.6281 | 44.2623 | 45 | 44.6281 | 44.2623 | 45 |
Ratio Avg Win / Avg Loss | 1.942 | 3.2733 | 1.048 | 1.1941 | 2.1604 | 0.6693 |
Largest Winning Trade | 325608 | 325608 | 64468 | 292280 | 292280 | 91494 |
Largest Losing Trade | -57591 | -43214 | -57591 | -106857 | -45347 | -106857 |
Avg Bars in Trades | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Winners | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Losers | 17 | 21 | 12 | 17 | 21 | 12 |
Bars Traded | 3627 | 1917 | 1710 | 3627 | 1917 | 1710 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325389 | -150334 | -749958 | -580601 | -256425 | -751625 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3703, "evaluation_days": 1851.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1600387200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759107704139, "expiration_time": 1763903088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 29, "offset": 0, "a": 0.49128 } }, "second_band": { "type": "dcm", "factors": { "length": 27, "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": [ [ 583315.3538565286, 670679.5838415107, -87364.2299849818, -44886.1042617902, 303458.0512979053, -348344.1555596954 ], [ 583.315354, 670.679584, -87.36423, -44.886104, 303.458051, -348.344156 ], [ 0.31505, 0.362236, -0.047186, -0.032172, 0.075367, 0 ], [ 115.769944, 115.769944, 115.769944, 115.769944, 115.769944, 115.769944 ], [ -174972, -86582, -197681, -361910, -142916, -389770 ], [ 1.565154, 2.599406, 0.857435, 0.962409, 1.715619, 0.547606 ], [ 121, 61, 60, 121, 61, 60 ], [ 54, 27, 27, 54, 27, 27 ], [ 67, 34, 33, 67, 34, 33 ], [ 44.628099, 44.262295, 45, 44.628099, 44.262295, 45 ], [ 1.941951, 3.273326, 1.047977, 1.1941, 2.160409, 0.669297 ], [ 325608, 325608, 64468, 292280, 292280, 91494 ], [ -57591, -43214, -57591, -106857, -45347, -106857 ], [ 29, 31, 28, 29, 31, 28 ], [ 45, 43, 47, 45, 43, 47 ], [ 17, 21, 12, 17, 21, 12 ], [ 3627, 1917, 1710, 3627, 1917, 1710 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325389, -150334, -749958, -580601, -256425, -751625 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3703, "evaluation_days": 1851.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1600387200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759107704139, "expiration_time": 1763903088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 29, "offset": 0, "a": 0.49128 } }, "second_band": { "type": "dcm", "factors": { "length": 27, "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) |
---|