| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1711382.1928 | 1646592.5465 | 64789.6463 | 1649651.4113 | 1885021.7023 | -235370.291 |
| Total P&L (%) | 1711.3822 | 1646.5925 | 64.7896 | 1649.6514 | 1885.0217 | -235.3703 |
| Avg Daily Profit (%) | 0.9247 | 0.8897 | 0.035 | 0.1548 | 0.1616 | 0 |
| Buy And Hold Return (%) | 208.6945 | 208.6945 | 208.6945 | 208.6945 | 208.6945 | 208.6945 |
| Max Trade Drawdown | -53765 | -69236 | -71369 | -1332404 | -1052328 | -1223143 |
| Profit Factor | 4.7863 | 9.0409 | 1.2621 | 1.2127 | 1.5294 | 0.9439 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 33.8462 | 33.3333 | 34.375 | 33.8462 | 33.3333 | 34.375 |
| Ratio Avg Win / Avg Loss | 9.3551 | 18.0817 | 2.4094 | 2.3703 | 3.0587 | 1.802 |
| Largest Winning Trade | 1515415 | 1515415 | 74453 | 1515415 | 1515415 | 1066152 |
| Largest Losing Trade | -49125 | -25843 | -49125 | -1032125 | -404376 | -1032125 |
| Avg Bars in Trades | 107 | 98 | 116 | 107 | 98 | 116 |
| Avg Bars in Winners | 242 | 210 | 273 | 242 | 210 | 273 |
| Avg Bars in Losers | 38 | 41 | 34 | 38 | 41 | 34 |
| Bars Traded | 6960 | 3235 | 3725 | 6960 | 3235 | 3725 |
| Profit Streak | 0 | 0 | 72.4896 | 0 | 0 | 72.4896 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -121647 | 549569 | -316495 | -134247 | 136794 | -583550 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7403,
"evaluation_days": 1850.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604037600000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759103103622,
"expiration_time": 1763879544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 50,
"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": [
[
1711382.1928361547,
1646592.5465479791,
64789.6462881758,
1649651.41128652,
1885021.702319837,
-235370.2910333165
],
[
1711.382193,
1646.592547,
64.789646,
1649.651411,
1885.021702,
-235.370291
],
[
0.924697,
0.889689,
0.035007,
0.15476,
0.16159,
0
],
[
208.694496,
208.694496,
208.694496,
208.694496,
208.694496,
208.694496
],
[
-53765,
-69236,
-71369,
-1332404,
-1052328,
-1223143
],
[
4.786319,
9.040855,
1.26208,
1.212699,
1.529372,
0.943892
],
[
65,
33,
32,
65,
33,
32
],
[
22,
11,
11,
22,
11,
11
],
[
43,
22,
21,
43,
22,
21
],
[
33.846154,
33.333333,
34.375,
33.846154,
33.333333,
34.375
],
[
9.355077,
18.081711,
2.409426,
2.370276,
3.058745,
1.801975
],
[
1515415,
1515415,
74453,
1515415,
1515415,
1066152
],
[
-49125,
-25843,
-49125,
-1032125,
-404376,
-1032125
],
[
107,
98,
116,
107,
98,
116
],
[
242,
210,
273,
242,
210,
273
],
[
38,
41,
34,
38,
41,
34
],
[
6960,
3235,
3725,
6960,
3235,
3725
],
[
0,
0,
72.489625,
0,
0,
72.489625
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-121647,
549569,
-316495,
-134247,
136794,
-583550
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7403,
"evaluation_days": 1850.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604037600000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759103103622,
"expiration_time": 1763879544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 50,
"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) |
|---|