| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 995570.2118 | 808189.3946 | 187380.8173 | 20637182.6608 | 8896346.1117 | 11740836.5491 |
| Total P&L (%) | 995.5702 | 808.1894 | 187.3808 | 20637.1827 | 8896.3461 | 11740.8365 |
| Avg Daily Profit (%) | 0.5362 | 0.4353 | 0.1009 | 0.2877 | 0.2426 | 0.2575 |
| Buy And Hold Return (%) | 182.1369 | 182.1369 | 182.1369 | 182.1369 | 182.1369 | 182.1369 |
| Max Trade Drawdown | -94799 | -50815 | -60990 | -18981878 | -10759345 | -11861162 |
| Profit Factor | 3.8285 | 6.2315 | 1.9488 | 1.5939 | 1.4521 | 1.779 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 45.614 | 44.8276 | 46.4286 | 45.614 | 44.8276 | 46.4286 |
| Ratio Avg Win / Avg Loss | 4.5648 | 7.6695 | 2.2486 | 1.9005 | 1.7873 | 2.0527 |
| Largest Winning Trade | 348240 | 348240 | 74990 | 8019921 | 7965709 | 8019921 |
| Largest Losing Trade | -36752 | -21238 | -36752 | -3818215 | -3818215 | -3778296 |
| Avg Bars in Trades | 126 | 118 | 135 | 126 | 118 | 135 |
| Avg Bars in Winners | 216 | 196 | 235 | 216 | 196 | 235 |
| Avg Bars in Losers | 51 | 54 | 48 | 51 | 54 | 48 |
| Bars Traded | 7224 | 3430 | 3794 | 7224 | 3430 | 3794 |
| Profit Streak | 0 | 0 | 167.2548 | 0 | 0 | 167.2548 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164381 | 528363 | -232843 | -169426 | 304565 | -9574 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7427,
"evaluation_days": 1856.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602136800000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759622813764,
"expiration_time": 1764413496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 235,
"offset": 0,
"std": 1.65919
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 36,
"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": [
[
995570.2118241217,
808189.3945663115,
187380.8172578098,
20637182.660777498,
8896346.111720193,
11740836.549057301
],
[
995.570212,
808.189395,
187.380817,
20637.182661,
8896.346112,
11740.836549
],
[
0.53619,
0.435271,
0.100919,
0.287717,
0.242621,
0.257454
],
[
182.136895,
182.136895,
182.136895,
182.136895,
182.136895,
182.136895
],
[
-94799,
-50815,
-60990,
-18981878,
-10759345,
-11861162
],
[
3.82852,
6.231461,
1.948815,
1.593926,
1.452141,
1.779034
],
[
57,
29,
28,
57,
29,
28
],
[
26,
13,
13,
26,
13,
13
],
[
31,
16,
15,
31,
16,
15
],
[
45.614035,
44.827586,
46.428571,
45.614035,
44.827586,
46.428571
],
[
4.564774,
7.669491,
2.248633,
1.90045,
1.78725,
2.052732
],
[
348240,
348240,
74990,
8019921,
7965709,
8019921
],
[
-36752,
-21238,
-36752,
-3818215,
-3818215,
-3778296
],
[
126,
118,
135,
126,
118,
135
],
[
216,
196,
235,
216,
196,
235
],
[
51,
54,
48,
51,
54,
48
],
[
7224,
3430,
3794,
7224,
3430,
3794
],
[
0,
0,
167.254789,
0,
0,
167.254789
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164381,
528363,
-232843,
-169426,
304565,
-9574
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7427,
"evaluation_days": 1856.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602136800000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759622813764,
"expiration_time": 1764413496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 235,
"offset": 0,
"std": 1.65919
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 36,
"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) |
|---|