Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579773.6263 | 622714.9674 | -42941.3411 | -1860.2258 | 370421.7423 | -372281.968 |
Total P&L (%) | 579.7736 | 622.715 | -42.9413 | -1.8602 | 370.4217 | -372.282 |
Avg Daily Profit (%) | 0.3108 | 0.3338 | -0.023 | -0.001 | 0.083 | 0 |
Buy And Hold Return (%) | 108.8136 | 108.8136 | 108.8136 | 108.8136 | 108.8136 | 108.8136 |
Max Trade Drawdown | -261672 | -142190 | -188345 | -880182 | -560151 | -425778 |
Profit Factor | 1.8308 | 2.9062 | 0.8843 | 0.9987 | 1.4723 | 0.439 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 26 | 15 | 41 | 26 | 15 |
Losing Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Profitability (%) | 51.25 | 65 | 37.5 | 51.25 | 65 | 37.5 |
Ratio Avg Win / Avg Loss | 1.7415 | 1.5649 | 1.4739 | 0.95 | 0.7928 | 0.7316 |
Largest Winning Trade | 490186 | 490186 | 72899 | 742468 | 742468 | 48481 |
Largest Losing Trade | -59533 | -55158 | -59533 | -450332 | -450332 | -283894 |
Avg Bars in Trades | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Winners | 52 | 36 | 79 | 52 | 36 | 79 |
Avg Bars in Losers | 37 | 49 | 30 | 37 | 49 | 30 |
Bars Traded | 3595 | 1638 | 1957 | 3595 | 1638 | 1957 |
Profit Streak | 70.8655 | 71.8655 | 70.8655 | 70.8655 | 71.8655 | 70.8655 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11304 | 590745 | -583386 | -603425 | -82837 | -585052 |
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 55, "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": [ [ 579773.6263025827, 622714.9674096527, -42941.3411070698, -1860.2257665704, 370421.7422698166, -372281.9680363871 ], [ 579.773626, 622.714967, -42.941341, -1.860226, 370.421742, -372.281968 ], [ 0.310787, 0.333806, -0.023019, -0.001007, 0.08304, 0 ], [ 108.813559, 108.813559, 108.813559, 108.813559, 108.813559, 108.813559 ], [ -261672, -142190, -188345, -880182, -560151, -425778 ], [ 1.830801, 2.906234, 0.88431, 0.998715, 1.472323, 0.438983 ], [ 80, 40, 40, 80, 40, 40 ], [ 41, 26, 15, 41, 26, 15 ], [ 39, 14, 25, 39, 14, 25 ], [ 51.25, 65, 37.5, 51.25, 65, 37.5 ], [ 1.741494, 1.564895, 1.47385, 0.949997, 0.792789, 0.731638 ], [ 490186, 490186, 72899, 742468, 742468, 48481 ], [ -59533, -55158, -59533, -450332, -450332, -283894 ], [ 44, 40, 48, 44, 40, 48 ], [ 52, 36, 79, 52, 36, 79 ], [ 37, 49, 30, 37, 49, 30 ], [ 3595, 1638, 1957, 3595, 1638, 1957 ], [ 70.865492, 71.865492, 70.865492, 70.865492, 71.865492, 70.865492 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -11304, 590745, -583386, -603425, -82837, -585052 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3731, "evaluation_days": 1865.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603713600000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760345178512, "expiration_time": 1765148976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 55, "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) |
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