| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1454129.5339 | 1424301.3256 | 29828.2083 | 610304.8896 | 1306568.3294 | -696263.4398 |
| Total P&L (%) | 1454.1295 | 1424.3013 | 29.8282 | 610.3049 | 1306.5683 | -696.2634 |
| Avg Daily Profit (%) | 0.7794 | 0.7634 | 0.016 | 0.1051 | 0.1418 | 0 |
| Buy And Hold Return (%) | 90.2664 | 90.2664 | 90.2664 | 90.2664 | 90.2664 | 90.2664 |
| Max Trade Drawdown | -127101 | -124923 | -81449 | -1952492 | -1525198 | -1102227 |
| Profit Factor | 4.2775 | 6.6048 | 1.1574 | 1.1348 | 1.5337 | 0.6652 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
| Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
| Profitability (%) | 44.3038 | 51.2821 | 37.5 | 44.3038 | 51.2821 | 37.5 |
| Ratio Avg Win / Avg Loss | 5.3775 | 6.2746 | 1.9289 | 1.4266 | 1.457 | 1.1087 |
| Largest Winning Trade | 1267148 | 1267148 | 70759 | 1629434 | 1629434 | 478640 |
| Largest Losing Trade | -38655 | -38655 | -36168 | -562845 | -562845 | -419836 |
| Avg Bars in Trades | 137 | 181 | 95 | 137 | 181 | 95 |
| Avg Bars in Winners | 213 | 271 | 136 | 213 | 271 | 136 |
| Avg Bars in Losers | 77 | 85 | 70 | 77 | 85 | 70 |
| Bars Traded | 10878 | 7060 | 3818 | 10878 | 7060 | 3818 |
| Profit Streak | 0 | 50.813 | 0 | 0 | 50.813 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -13237 | 827381 | -388413 | -158107 | -202 | -583944 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11194,
"evaluation_days": 1865.67,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602878400000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760383841704,
"expiration_time": 1765207008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 233
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 107,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
1454129.5338829597,
1424301.325573951,
29828.208309008,
610304.8896260042,
1306568.3294091187,
-696263.4397831141
],
[
1454.129534,
1424.301326,
29.828208,
610.30489,
1306.568329,
-696.26344
],
[
0.779414,
0.763426,
0.015988,
0.105139,
0.141805,
0
],
[
90.266373,
90.266373,
90.266373,
90.266373,
90.266373,
90.266373
],
[
-127101,
-124923,
-81449,
-1952492,
-1525198,
-1102227
],
[
4.277523,
6.604828,
1.157366,
1.134796,
1.533726,
0.665197
],
[
79,
39,
40,
79,
39,
40
],
[
35,
20,
15,
35,
20,
15
],
[
44,
19,
25,
44,
19,
25
],
[
44.303797,
51.282051,
37.5,
44.303797,
51.282051,
37.5
],
[
5.377458,
6.274586,
1.928943,
1.4266,
1.45704,
1.108662
],
[
1267148,
1267148,
70759,
1629434,
1629434,
478640
],
[
-38655,
-38655,
-36168,
-562845,
-562845,
-419836
],
[
137,
181,
95,
137,
181,
95
],
[
213,
271,
136,
213,
271,
136
],
[
77,
85,
70,
77,
85,
70
],
[
10878,
7060,
3818,
10878,
7060,
3818
],
[
0,
50.812983,
0,
0,
50.812983,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-13237,
827381,
-388413,
-158107,
-202,
-583944
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11194,
"evaluation_days": 1865.67,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602878400000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760383841704,
"expiration_time": 1765207008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 233
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 107,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|