| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1491107.1911 | 1309037.8041 | 182069.387 | 23617425.6119 | 11154731.9643 | 12462693.6476 |
| Total P&L (%) | 1491.1072 | 1309.0378 | 182.0694 | 23617.4256 | 11154.732 | 12462.6936 |
| Avg Daily Profit (%) | 0.8018 | 0.7039 | 0.0979 | 0.2945 | 0.2543 | 0.2602 |
| Buy And Hold Return (%) | 191.4025 | 191.4025 | 191.4025 | 191.4025 | 191.4025 | 191.4025 |
| Max Trade Drawdown | -56782 | -46511 | -44057 | -11708495 | -10166152 | -6562994 |
| Profit Factor | 3.4844 | 5.5073 | 1.5878 | 1.3705 | 1.3322 | 1.4132 |
| Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
| Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
| Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
| Profitability (%) | 30.1587 | 27.3684 | 32.9787 | 30.1587 | 27.3684 | 32.9787 |
| Ratio Avg Win / Avg Loss | 8.0691 | 14.6154 | 3.2268 | 3.1738 | 3.5354 | 2.872 |
| Largest Winning Trade | 852435 | 852435 | 77021 | 12722533 | 10356546 | 12722533 |
| Largest Losing Trade | -19912 | -16622 | -19912 | -2764299 | -2764299 | -2571325 |
| Avg Bars in Trades | 57 | 57 | 58 | 57 | 57 | 58 |
| Avg Bars in Winners | 141 | 145 | 138 | 141 | 145 | 138 |
| Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
| Bars Traded | 10916 | 5417 | 5499 | 10916 | 5417 | 5499 |
| 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 | 471814 | 26193 | -232014 | 134817 | -9783 | 126598 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11158,
"evaluation_days": 1859.67,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759871237451,
"expiration_time": 1764673056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 4,
"offset": 0,
"std": 1.90194
}
}
} {
"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": [
[
1491107.1911205207,
1309037.80409648,
182069.3870240417,
23617425.61190435,
11154731.96428905,
12462693.647615291
],
[
1491.107191,
1309.037804,
182.069387,
23617.425612,
11154.731964,
12462.693648
],
[
0.801813,
0.703909,
0.097904,
0.294506,
0.254313,
0.26024
],
[
191.402485,
191.402485,
191.402485,
191.402485,
191.402485,
191.402485
],
[
-56782,
-46511,
-44057,
-11708495,
-10166152,
-6562994
],
[
3.484385,
5.507264,
1.587769,
1.37051,
1.332179,
1.413184
],
[
189,
95,
94,
189,
95,
94
],
[
57,
26,
31,
57,
26,
31
],
[
132,
69,
63,
132,
69,
63
],
[
30.15873,
27.368421,
32.978723,
30.15873,
27.368421,
32.978723
],
[
8.069101,
14.61543,
3.226757,
3.173812,
3.535398,
2.871955
],
[
852435,
852435,
77021,
12722533,
10356546,
12722533
],
[
-19912,
-16622,
-19912,
-2764299,
-2764299,
-2571325
],
[
57,
57,
58,
57,
57,
58
],
[
141,
145,
138,
141,
145,
138
],
[
21,
23,
18,
21,
23,
18
],
[
10916,
5417,
5499,
10916,
5417,
5499
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
471814,
26193,
-232014,
134817,
-9783,
126598
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11158,
"evaluation_days": 1859.67,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759871237451,
"expiration_time": 1764673056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 4,
"offset": 0,
"std": 1.90194
}
}
}
| # | 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) |
|---|