| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1873192.1673 | 1793281.7697 | 79910.3976 | 1775413.8292 | 807521.6011 | 967892.2281 |
| Total P&L (%) | 1873.1922 | 1793.2818 | 79.9104 | 1775.4138 | 807.5216 | 967.8922 |
| Avg Daily Profit (%) | 1.0113 | 0.9681 | 0.0431 | 0.1584 | 0.1191 | 0.1279 |
| Buy And Hold Return (%) | 94.478 | 94.478 | 94.478 | 94.478 | 94.478 | 94.478 |
| Max Trade Drawdown | -117952 | -114437 | -95090 | -4264159 | -3390235 | -3031949 |
| Profit Factor | 4.6255 | 7.5378 | 1.3297 | 1.1339 | 1.1089 | 1.1656 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
| Profitability (%) | 39.604 | 33.3333 | 46 | 39.604 | 33.3333 | 46 |
| Ratio Avg Win / Avg Loss | 7.0538 | 15.0755 | 1.5609 | 1.7292 | 2.2178 | 1.3684 |
| Largest Winning Trade | 1659456 | 1659456 | 68403 | 3408618 | 3408618 | 1681869 |
| Largest Losing Trade | -36167 | -23190 | -36167 | -997249 | -862969 | -997249 |
| Avg Bars in Trades | 106 | 104 | 108 | 106 | 104 | 108 |
| Avg Bars in Winners | 196 | 239 | 163 | 196 | 239 | 163 |
| Avg Bars in Losers | 47 | 37 | 61 | 47 | 37 | 61 |
| Bars Traded | 10771 | 5340 | 5431 | 10771 | 5340 | 5431 |
| Profit Streak | 0 | 0 | 75.7317 | 0 | 0 | 75.7317 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 615441 | -164696 | -480333 | -68202 | -319681 | -240787 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11114,
"evaluation_days": 1852.33,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602489600000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759224821953,
"expiration_time": 1764020448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 85,
"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": [
[
1873192.1672664457,
1793281.7697023232,
79910.3975641225,
1775413.8292342518,
807521.6011028971,
967892.228131356
],
[
1873.192167,
1793.28177,
79.910398,
1775.413829,
807.521601,
967.892228
],
[
1.011263,
0.968122,
0.04314,
0.158381,
0.11914,
0.127935
],
[
94.477998,
94.477998,
94.477998,
94.477998,
94.477998,
94.477998
],
[
-117952,
-114437,
-95090,
-4264159,
-3390235,
-3031949
],
[
4.625471,
7.537766,
1.329691,
1.133914,
1.108916,
1.165632
],
[
101,
51,
50,
101,
51,
50
],
[
40,
17,
23,
40,
17,
23
],
[
61,
34,
27,
61,
34,
27
],
[
39.60396,
33.333333,
46,
39.60396,
33.333333,
46
],
[
7.053843,
15.075531,
1.560942,
1.72922,
2.217832,
1.36835
],
[
1659456,
1659456,
68403,
3408618,
3408618,
1681869
],
[
-36167,
-23190,
-36167,
-997249,
-862969,
-997249
],
[
106,
104,
108,
106,
104,
108
],
[
196,
239,
163,
196,
239,
163
],
[
47,
37,
61,
47,
37,
61
],
[
10771,
5340,
5431,
10771,
5340,
5431
],
[
0,
0,
75.731735,
0,
0,
75.731736
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
615441,
-164696,
-480333,
-68202,
-319681,
-240787
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11114,
"evaluation_days": 1852.33,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602489600000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759224821953,
"expiration_time": 1764020448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 85,
"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) |
|---|