Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417801.2193 | 481057.7905 | -63256.5712 | -85348.6011 | 1699266.2919 | -1784614.893 |
Total P&L (%) | 417.8012 | 481.0578 | -63.2566 | -85.3486 | 1699.2663 | -1784.6149 |
Avg Daily Profit (%) | 0.2251 | 0.2592 | -0.0341 | -0.1034 | 0.1559 | 0 |
Buy And Hold Return (%) | 210.4493 | 210.4493 | 210.4493 | 210.4493 | 210.4493 | 210.4493 |
Max Trade Drawdown | -238471 | -90598 | -218309 | -2966836 | -271824 | -3064728 |
Profit Factor | 1.6228 | 2.7498 | 0.8402 | 0.9769 | 4.646 | 0.4481 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 18 | 13 | 37 | 21 | 16 |
Losing Trades | 34 | 15 | 19 | 28 | 12 | 16 |
Profitability (%) | 47.6923 | 54.5455 | 40.625 | 56.9231 | 63.6364 | 50 |
Ratio Avg Win / Avg Loss | 1.7799 | 2.2915 | 1.228 | 0.7393 | 2.6548 | 0.4481 |
Largest Winning Trade | 279470 | 279470 | 71460 | 795601 | 574212 | 795601 |
Largest Losing Trade | -110955 | -41698 | -110955 | -2838276 | -252778 | -2838276 |
Avg Bars in Trades | 105 | 95 | 116 | 105 | 95 | 116 |
Avg Bars in Winners | 127 | 77 | 196 | 95 | 89 | 103 |
Avg Bars in Losers | 85 | 116 | 61 | 119 | 104 | 129 |
Bars Traded | 6866 | 3141 | 3725 | 6866 | 3141 | 3725 |
Profit Streak | 0 | 0 | 139.8936 | 0 | 0 | 139.8936 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132975 | 322405 | -582218 | -715880 | 609789 | -580239 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7423, "evaluation_days": 1855.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604210400000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759526809858, "expiration_time": 1764324504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 3.69512 } } }
{ "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": [ [ 417801.2193054502, 481057.7904654887, -63256.5711600385, -85348.6011142896, 1699266.2919159357, -1784614.8930302253 ], [ 417.801219, 481.05779, -63.256571, -85.348601, 1699.266292, -1784.614893 ], [ 0.225139, 0.259226, -0.034087, -0.103443, 0.155852, 0 ], [ 210.449268, 210.449268, 210.449268, 210.449268, 210.449268, 210.449268 ], [ -238471, -90598, -218309, -2966836, -271824, -3064728 ], [ 1.622828, 2.749776, 0.840216, 0.976929, 4.645957, 0.448051 ], [ 65, 33, 32, 65, 33, 32 ], [ 31, 18, 13, 37, 21, 16 ], [ 34, 15, 19, 28, 12, 16 ], [ 47.692308, 54.545455, 40.625, 56.923077, 63.636364, 50 ], [ 1.779876, 2.29148, 1.228008, 0.739298, 2.654833, 0.448051 ], [ 279470, 279470, 71460, 795601, 574212, 795601 ], [ -110955, -41698, -110955, -2838276, -252778, -2838276 ], [ 105, 95, 116, 105, 95, 116 ], [ 127, 77, 196, 95, 89, 103 ], [ 85, 116, 61, 119, 104, 129 ], [ 6866, 3141, 3725, 6866, 3141, 3725 ], [ 0, 0, 139.893633, 0, 0, 139.893633 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132975, 322405, -582218, -715880, 609789, -580239 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7423, "evaluation_days": 1855.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604210400000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759526809858, "expiration_time": 1764324504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 3.69512 } } }
# | 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) |
---|