Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240282.2903 | 1196026.1281 | 44256.1622 | 130597.9186 | 1216743.686 | -1086145.7674 |
Total P&L (%) | 1240.2823 | 1196.0261 | 44.2562 | 130.5979 | 1216.7437 | -1086.1458 |
Avg Daily Profit (%) | 0.667 | 0.6432 | 0.0238 | 0.0449 | 0.1387 | 0 |
Buy And Hold Return (%) | 146.5979 | 146.5979 | 146.5979 | 146.5979 | 146.5979 | 146.5979 |
Max Trade Drawdown | -179002 | -106229 | -191918 | -4261210 | -1144041 | -4040944 |
Profit Factor | 2.6835 | 5.5468 | 1.0934 | 1.0127 | 1.3608 | 0.8427 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 55.7692 | 59.6154 | 51.9231 | 55.7692 | 59.6154 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.1283 | 3.7575 | 1.0124 | 0.8032 | 0.9218 | 0.7803 |
Largest Winning Trade | 835737 | 835737 | 75348 | 1221507 | 606728 | 1221507 |
Largest Losing Trade | -92242 | -45042 | -92242 | -3368229 | -861039 | -3368229 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 44 | 37 | 53 | 44 | 37 | 53 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 3605 | 1632 | 1974 | 3605 | 1632 | 1974 |
Profit Streak | 12.0737 | 0 | 14.0737 | 12.0737 | 0 | 14.0737 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 676627 | -158787 | -623817 | -505230 | -187447 | -759988 |
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3719, "evaluation_days": 1859.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759801563354, "expiration_time": 1764615024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 42, "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": [ [ 1240282.2903084338, 1196026.1281091836, 44256.1621992502, 130597.9186059134, 1216743.6860421433, -1086145.767436231 ], [ 1240.28229, 1196.026128, 44.256162, 130.597919, 1216.743686, -1086.145767 ], [ 0.666998, 0.643198, 0.0238, 0.044942, 0.138722, 0 ], [ 146.597938, 146.597938, 146.597938, 146.597938, 146.597938, 146.597938 ], [ -179002, -106229, -191918, -4261210, -1144041, -4040944 ], [ 2.683471, 5.546824, 1.093428, 1.012707, 1.360811, 0.842706 ], [ 104, 52, 52, 104, 52, 52 ], [ 58, 31, 27, 58, 31, 27 ], [ 46, 21, 25, 46, 21, 25 ], [ 55.769231, 59.615385, 51.923077, 55.769231, 59.615385, 51.923077 ], [ 2.12827, 3.757526, 1.012433, 0.803182, 0.921839, 0.780283 ], [ 835737, 835737, 75348, 1221507, 606728, 1221507 ], [ -92242, -45042, -92242, -3368229, -861039, -3368229 ], [ 34, 31, 37, 34, 31, 37 ], [ 44, 37, 53, 44, 37, 53 ], [ 22, 22, 21, 22, 22, 21 ], [ 3605, 1632, 1974, 3605, 1632, 1974 ], [ 12.07365, 0, 14.07365, 12.07365, 0, 14.07365 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 676627, -158787, -623817, -505230, -187447, -759988 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3719, "evaluation_days": 1859.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759801563354, "expiration_time": 1764615024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 42, "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) |
---|