Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1763465.8531 | 1673725.9539 | 89739.8992 | 2321995.1786 | 1981657.8623 | 340337.3163 |
Total P&L (%) | 1763.4659 | 1673.726 | 89.7399 | 2321.9952 | 1981.6579 | 340.3373 |
Avg Daily Profit (%) | 0.9477 | 0.8995 | 0.0482 | 0.1714 | 0.1633 | 0.0797 |
Buy And Hold Return (%) | 134.7081 | 134.7081 | 134.7081 | 134.7081 | 134.7081 | 134.7081 |
Max Trade Drawdown | -86003 | -66102 | -93028 | -2226821 | -1898991 | -1428471 |
Profit Factor | 4.8764 | 8.6728 | 1.379 | 1.2499 | 1.4122 | 1.0759 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 40.5797 | 37.1429 | 44.1176 | 40.5797 | 37.1429 | 44.1176 |
Ratio Avg Win / Avg Loss | 7.1404 | 14.6771 | 1.7467 | 1.8303 | 2.3899 | 1.3628 |
Largest Winning Trade | 1502269 | 1502269 | 76438 | 1502269 | 1502269 | 1167656 |
Largest Losing Trade | -59227 | -24593 | -59227 | -1151041 | -858862 | -1151041 |
Avg Bars in Trades | 102 | 94 | 111 | 102 | 94 | 111 |
Avg Bars in Winners | 191 | 192 | 190 | 191 | 192 | 190 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 7105 | 3322 | 3783 | 7105 | 3322 | 3783 |
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 | -88942 | 603753 | -294907 | -101258 | 165416 | -229395 |
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7443, "evaluation_days": 1860.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759957230067, "expiration_time": 1764769464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 48 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1763465.8530629736, 1673725.9538866063, 89739.8991763674, 2321995.1785503435, 1981657.862298416, 340337.3162519268 ], [ 1763.465853, 1673.725954, 89.739899, 2321.995179, 1981.657862, 340.337316 ], [ 0.947718, 0.89949, 0.048228, 0.171431, 0.16328, 0.079697 ], [ 134.708109, 134.708109, 134.708109, 134.708109, 134.708109, 134.708109 ], [ -86003, -66102, -93028, -2226821, -1898991, -1428471 ], [ 4.876354, 8.672818, 1.378982, 1.249939, 1.412211, 1.07592 ], [ 69, 35, 34, 69, 35, 34 ], [ 28, 13, 15, 28, 13, 15 ], [ 41, 22, 19, 41, 22, 19 ], [ 40.57971, 37.142857, 44.117647, 40.57971, 37.142857, 44.117647 ], [ 7.140376, 14.677076, 1.746711, 1.830268, 2.389895, 1.362832 ], [ 1502269, 1502269, 76438, 1502269, 1502269, 1167656 ], [ -59227, -24593, -59227, -1151041, -858862, -1151041 ], [ 102, 94, 111, 102, 94, 111 ], [ 191, 192, 190, 191, 192, 190 ], [ 42, 37, 48, 42, 37, 48 ], [ 7105, 3322, 3783, 7105, 3322, 3783 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -88942, 603753, -294907, -101258, 165416, -229395 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7443, "evaluation_days": 1860.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759957230067, "expiration_time": 1764769464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 48 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|