Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165725.3491 | 1299612.1631 | -133886.814 | -79743.8209 | 600278.25 | -680022.0708 |
Total P&L (%) | 1165.7253 | 1299.6122 | -133.8868 | -79.7438 | 600.2783 | -680.0221 |
Avg Daily Profit (%) | 0.6257 | 0.6976 | -0.0719 | -0.0857 | 0.1045 | 0 |
Buy And Hold Return (%) | 112.0245 | 112.0245 | 112.0245 | 112.0245 | 112.0245 | 112.0245 |
Max Trade Drawdown | -371904 | -212465 | -178393 | -1441286 | -755336 | -696915 |
Profit Factor | 2.6066 | 3.6773 | 0.4425 | 0.9568 | 1.5384 | 0.0706 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 41.4286 | 45.7143 | 37.1429 | 41.4286 | 45.7143 | 37.1429 |
Ratio Avg Win / Avg Loss | 3.6852 | 4.3668 | 0.7488 | 1.3527 | 1.8268 | 0.1195 |
Largest Winning Trade | 1231232 | 1231232 | 17949 | 1341082 | 1341082 | 15909 |
Largest Losing Trade | -70755 | -70755 | -26119 | -542305 | -542305 | -241741 |
Avg Bars in Trades | 314 | 559 | 69 | 314 | 559 | 69 |
Avg Bars in Winners | 470 | 805 | 57 | 470 | 805 | 57 |
Avg Bars in Losers | 204 | 352 | 75 | 204 | 352 | 75 |
Bars Traded | 22005 | 19590 | 2415 | 22005 | 19590 | 2415 |
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 | -85463 | 627804 | -585787 | -681222 | -53146 | -585787 |
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22357, "evaluation_days": 1863.08, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760213794945, "expiration_time": 1766000534400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 125, "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": [ [ 1165725.3490737583, 1299612.1631015441, -133886.8140277858, -79743.8208671458, 600278.2499707963, -680022.0708379421 ], [ 1165.725349, 1299.612163, -133.886814, -79.743821, 600.27825, -680.022071 ], [ 0.625698, 0.697561, -0.071863, -0.085666, 0.104522, 0 ], [ 112.02454, 112.02454, 112.02454, 112.02454, 112.02454, 112.02454 ], [ -371904, -212465, -178393, -1441286, -755336, -696915 ], [ 2.606617, 3.677268, 0.442493, 0.956818, 1.538352, 0.070602 ], [ 70, 35, 35, 70, 35, 35 ], [ 29, 16, 13, 29, 16, 13 ], [ 41, 19, 22, 41, 19, 22 ], [ 41.428571, 45.714286, 37.142857, 41.428571, 45.714286, 37.142857 ], [ 3.685217, 4.366755, 0.748835, 1.352743, 1.826793, 0.11948 ], [ 1231232, 1231232, 17949, 1341082, 1341082, 15909 ], [ -70755, -70755, -26119, -542305, -542305, -241741 ], [ 314, 559, 69, 314, 559, 69 ], [ 470, 805, 57, 470, 805, 57 ], [ 204, 352, 75, 204, 352, 75 ], [ 22005, 19590, 2415, 22005, 19590, 2415 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -85463, 627804, -585787, -681222, -53146, -585787 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22357, "evaluation_days": 1863.08, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760213794945, "expiration_time": 1766000534400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 125, "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) |
---|