| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2122048.842 | 2106072.331 | 15976.511 | 456422.563 | 127990.0014 | 328432.5616 |
| Total P&L (%) | 2122.0488 | 2106.0723 | 15.9765 | 456.4226 | 127.99 | 328.4326 |
| Avg Daily Profit (%) | 1.1421 | 1.1335 | 0.0086 | 0.0924 | 0.0444 | 0.0783 |
| Buy And Hold Return (%) | 74.8242 | 74.8242 | 74.8242 | 74.8242 | 74.8242 | 74.8242 |
| Max Trade Drawdown | -194710 | -130224 | -109027 | -2439126 | -1974519 | -942418 |
| Profit Factor | 3.8128 | 6.0344 | 1.0475 | 1.0669 | 1.0297 | 1.1306 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 39.7727 | 34.0909 | 45.4545 | 39.7727 | 34.0909 | 45.4545 |
| Ratio Avg Win / Avg Loss | 5.7737 | 11.6664 | 1.257 | 1.6156 | 1.9908 | 1.3567 |
| Largest Winning Trade | 1898752 | 1898752 | 72996 | 1898752 | 1898752 | 680743 |
| Largest Losing Trade | -50740 | -46588 | -50740 | -1105271 | -1105271 | -696354 |
| Avg Bars in Trades | 61 | 82 | 41 | 61 | 82 | 41 |
| Avg Bars in Winners | 104 | 154 | 66 | 104 | 154 | 66 |
| Avg Bars in Losers | 33 | 44 | 20 | 33 | 44 | 20 |
| Bars Traded | 5441 | 3619 | 1820 | 5441 | 3619 | 1820 |
| 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 | 599218 | 570791 | -517064 | -219718 | -335312 | -168784 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5574,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1599609600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759692968806,
"expiration_time": 1764495936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 167,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 16,
"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": [
[
2122048.841998913,
2106072.3309789808,
15976.5110199331,
456422.5629822811,
127990.001393572,
328432.5615887096
],
[
2122.048842,
2106.072331,
15.976511,
456.422563,
127.990001,
328.432562
],
[
1.142115,
1.133516,
0.008599,
0.092419,
0.044366,
0.078339
],
[
74.82415,
74.82415,
74.82415,
74.82415,
74.82415,
74.82415
],
[
-194710,
-130224,
-109027,
-2439126,
-1974519,
-942418
],
[
3.812793,
6.034362,
1.047537,
1.066928,
1.029729,
1.13062
],
[
88,
44,
44,
88,
44,
44
],
[
35,
15,
20,
35,
15,
20
],
[
53,
29,
24,
53,
29,
24
],
[
39.772727,
34.090909,
45.454545,
39.772727,
34.090909,
45.454545
],
[
5.773658,
11.666433,
1.257044,
1.615634,
1.99081,
1.356744
],
[
1898752,
1898752,
72996,
1898752,
1898752,
680743
],
[
-50740,
-46588,
-50740,
-1105271,
-1105271,
-696354
],
[
61,
82,
41,
61,
82,
41
],
[
104,
154,
66,
104,
154,
66
],
[
33,
44,
20,
33,
44,
20
],
[
5441,
3619,
1820,
5441,
3619,
1820
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
599218,
570791,
-517064,
-219718,
-335312,
-168784
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5574,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1599609600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759692968806,
"expiration_time": 1764495936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 167,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 16,
"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) |
|---|