| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 795795.3316 | 785459.0047 | 10336.3269 | 247128.4986 | 222799.0658 | 24329.4328 |
| Total P&L (%) | 795.7953 | 785.459 | 10.3363 | 247.1285 | 222.7991 | 24.3294 |
| Avg Daily Profit (%) | 0.4302 | 0.4246 | 0.0056 | 0.0673 | 0.0634 | 0.0118 |
| Buy And Hold Return (%) | 110.4968 | 110.4968 | 110.4968 | 110.4968 | 110.4968 | 110.4968 |
| Max Trade Drawdown | -102319 | -53382 | -82571 | -524396 | -330162 | -251902 |
| Profit Factor | 2.4121 | 4.8702 | 1.0287 | 1.1873 | 1.3595 | 1.0348 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Profitability (%) | 47.3684 | 41.3793 | 53.5714 | 47.3684 | 41.3793 | 53.5714 |
| Ratio Avg Win / Avg Loss | 2.6801 | 6.8994 | 0.8915 | 1.3193 | 1.926 | 0.8968 |
| Largest Winning Trade | 569883 | 569883 | 74050 | 199221 | 199221 | 161372 |
| Largest Losing Trade | -56949 | -31646 | -56949 | -234914 | -234914 | -124229 |
| Avg Bars in Trades | 95 | 92 | 98 | 95 | 92 | 98 |
| Avg Bars in Winners | 151 | 149 | 152 | 151 | 149 | 152 |
| Avg Bars in Losers | 45 | 51 | 36 | 45 | 51 | 36 |
| Bars Traded | 5430 | 2671 | 2759 | 5430 | 2671 | 2759 |
| Profit Streak | 0 | 0 | 159.7656 | 0 | 0 | 159.7656 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -165922 | 512975 | -561426 | -303372 | -116949 | -546448 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5550,
"evaluation_days": 1850,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602201600000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759026150876,
"expiration_time": 1763784000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 63,
"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": [
[
795795.3315841366,
785459.0047072641,
10336.326876873,
247128.4985544378,
222799.0657603302,
24329.4327941073
],
[
795.795332,
785.459005,
10.336327,
247.128499,
222.799066,
24.329433
],
[
0.43016,
0.424572,
0.005587,
0.067294,
0.063364,
0.011772
],
[
110.496825,
110.496825,
110.496825,
110.496825,
110.496825,
110.496825
],
[
-102319,
-53382,
-82571,
-524396,
-330162,
-251902
],
[
2.412061,
4.870163,
1.028663,
1.187337,
1.359538,
1.034782
],
[
57,
29,
28,
57,
29,
28
],
[
27,
12,
15,
27,
12,
15
],
[
30,
17,
13,
30,
17,
13
],
[
47.368421,
41.37931,
53.571429,
47.368421,
41.37931,
53.571429
],
[
2.680068,
6.899398,
0.891508,
1.319264,
1.926012,
0.896811
],
[
569883,
569883,
74050,
199221,
199221,
161372
],
[
-56949,
-31646,
-56949,
-234914,
-234914,
-124229
],
[
95,
92,
98,
95,
92,
98
],
[
151,
149,
152,
151,
149,
152
],
[
45,
51,
36,
45,
51,
36
],
[
5430,
2671,
2759,
5430,
2671,
2759
],
[
0,
0,
159.765635,
0,
0,
159.765635
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165922,
512975,
-561426,
-303372,
-116949,
-546448
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5550,
"evaluation_days": 1850,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602201600000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759026150876,
"expiration_time": 1763784000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 63,
"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) |
|---|