Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940784.3013 | 857232.8869 | 83551.4145 | 1471319.3294 | 5030492.8104 | -3559173.481 |
Total P&L (%) | 940.7843 | 857.2329 | 83.5514 | 1471.3193 | 5030.4928 | -3559.1735 |
Avg Daily Profit (%) | 0.5052 | 0.4603 | 0.0449 | 0.148 | 0.2117 | 0 |
Buy And Hold Return (%) | 118.0041 | 118.0041 | 118.0041 | 118.0041 | 118.0041 | 118.0041 |
Max Trade Drawdown | -136551 | -115529 | -112776 | -11355412 | -8512985 | -10120114 |
Profit Factor | 2.3009 | 3.0527 | 1.2734 | 1.0343 | 1.2217 | 0.8236 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 55.102 | 57.1429 | 53.0612 | 55.102 | 57.1429 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.8748 | 2.2895 | 1.1265 | 0.8428 | 0.9163 | 0.7285 |
Largest Winning Trade | 493745 | 493745 | 57725 | 6983720 | 6983720 | 2934337 |
Largest Losing Trade | -53746 | -53746 | -40855 | -3890104 | -3821232 | -3890104 |
Avg Bars in Trades | 73 | 107 | 38 | 73 | 107 | 38 |
Avg Bars in Winners | 78 | 105 | 50 | 78 | 105 | 50 |
Avg Bars in Losers | 66 | 110 | 25 | 66 | 110 | 25 |
Bars Traded | 7182 | 5279 | 1903 | 7182 | 5279 | 1903 |
Profit Streak | 52.9224 | 52.9224 | 84.4224 | 52.9224 | 52.9224 | 84.4224 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624902 | 636472 | -297386 | -177132 | 275815 | -579323 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7449, "evaluation_days": 1862.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602784800000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760090898346, "expiration_time": 1764902952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 112, "offset": 0, "std": 3.70997 } } }
{ "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": [ [ 940784.3013376812, 857232.8868755391, 83551.4144621421, 1471319.3293973214, 5030492.810387739, -3559173.4809904136 ], [ 940.784301, 857.232887, 83.551414, 1471.319329, 5030.49281, -3559.173481 ], [ 0.505187, 0.460321, 0.044866, 0.148022, 0.211677, 0 ], [ 118.004135, 118.004135, 118.004135, 118.004135, 118.004135, 118.004135 ], [ -136551, -115529, -112776, -11355412, -8512985, -10120114 ], [ 2.300929, 3.052722, 1.273441, 1.034325, 1.2217, 0.823572 ], [ 98, 49, 49, 98, 49, 49 ], [ 54, 28, 26, 54, 28, 26 ], [ 44, 21, 23, 44, 21, 23 ], [ 55.102041, 57.142857, 53.061224, 55.102041, 57.142857, 53.061224 ], [ 1.874831, 2.289541, 1.126505, 0.842784, 0.916275, 0.728545 ], [ 493745, 493745, 57725, 6983720, 6983720, 2934337 ], [ -53746, -53746, -40855, -3890104, -3821232, -3890104 ], [ 73, 107, 38, 73, 107, 38 ], [ 78, 105, 50, 78, 105, 50 ], [ 66, 110, 25, 66, 110, 25 ], [ 7182, 5279, 1903, 7182, 5279, 1903 ], [ 52.922434, 52.922434, 84.422434, 52.922435, 52.922435, 84.422435 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 624902, 636472, -297386, -177132, 275815, -579323 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7449, "evaluation_days": 1862.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602784800000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760090898346, "expiration_time": 1764902952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 112, "offset": 0, "std": 3.70997 } } }
# | 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) |
---|