| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2142868.1901 | 2272225.1067 | -129356.9167 | -80629.1877 | 420806.9423 | -501436.13 |
| Total P&L (%) | 2142.8682 | 2272.2251 | -129.3569 | -80.6292 | 420.8069 | -501.4361 |
| Avg Daily Profit (%) | 1.1552 | 1.2249 | -0.0697 | -0.0884 | 0.089 | 0 |
| Buy And Hold Return (%) | 153.3165 | 153.3165 | 153.3165 | 153.3165 | 153.3165 | 153.3165 |
| Max Trade Drawdown | -408803 | -250195 | -203005 | -1611539 | -1133378 | -554609 |
| Profit Factor | 3.1477 | 4.8196 | 0.6789 | 0.9605 | 1.3329 | 0.3561 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
| Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
| Profitability (%) | 40.8163 | 32.6531 | 48.9796 | 40.8163 | 32.6531 | 48.9796 |
| Ratio Avg Win / Avg Loss | 4.5641 | 9.9405 | 0.7072 | 1.3928 | 2.749 | 0.371 |
| Largest Winning Trade | 2282513 | 2282513 | 35243 | 1548592 | 1548592 | 214289 |
| Largest Losing Trade | -48842 | -46090 | -48842 | -451197 | -451197 | -276470 |
| Avg Bars in Trades | 109 | 179 | 40 | 109 | 179 | 40 |
| Avg Bars in Winners | 158 | 327 | 45 | 158 | 327 | 45 |
| Avg Bars in Losers | 76 | 107 | 34 | 76 | 107 | 34 |
| Bars Traded | 10755 | 8794 | 1961 | 10755 | 8794 | 1961 |
| 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 | 582443 | 523719 | -581078 | -582421 | -82731 | -581078 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11130,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601596800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759460645133,
"expiration_time": 1764257760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 58,
"offset": 0,
"std": 1.04134
}
}
} {
"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": [
[
2142868.1900666924,
2272225.1067402647,
-129356.9166735738,
-80629.1877129419,
420806.942335483,
-501436.1300484251
],
[
2142.86819,
2272.225107,
-129.356917,
-80.629188,
420.806942,
-501.43613
],
[
1.155185,
1.224919,
-0.069734,
-0.088446,
0.089,
0
],
[
153.316488,
153.316488,
153.316488,
153.316488,
153.316488,
153.316488
],
[
-408803,
-250195,
-203005,
-1611539,
-1133378,
-554609
],
[
3.147688,
4.819644,
0.678917,
0.960534,
1.332856,
0.356112
],
[
98,
49,
49,
98,
49,
49
],
[
40,
16,
24,
40,
16,
24
],
[
58,
33,
25,
58,
33,
25
],
[
40.816327,
32.653061,
48.979592,
40.816327,
32.653061,
48.979592
],
[
4.564148,
9.940516,
0.707205,
1.392774,
2.749016,
0.37095
],
[
2282513,
2282513,
35243,
1548592,
1548592,
214289
],
[
-48842,
-46090,
-48842,
-451197,
-451197,
-276470
],
[
109,
179,
40,
109,
179,
40
],
[
158,
327,
45,
158,
327,
45
],
[
76,
107,
34,
76,
107,
34
],
[
10755,
8794,
1961,
10755,
8794,
1961
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
582443,
523719,
-581078,
-582421,
-82731,
-581078
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11130,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601596800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759460645133,
"expiration_time": 1764257760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 58,
"offset": 0,
"std": 1.04134
}
}
}
| # | 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) |
|---|