| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 690415.0098 | 655392.8904 | 35022.1195 | 883591.2757 | 620366.7479 | 263224.5278 |
| Total P&L (%) | 690.415 | 655.3929 | 35.0221 | 883.5913 | 620.3667 | 263.2245 |
| Avg Daily Profit (%) | 0.3712 | 0.3524 | 0.0188 | 0.123 | 0.1062 | 0.0694 |
| Buy And Hold Return (%) | 91.2055 | 91.2055 | 91.2055 | 91.2055 | 91.2055 | 91.2055 |
| Max Trade Drawdown | -159277 | -86482 | -90245 | -3484418 | -1982761 | -1757244 |
| Profit Factor | 2.274 | 4.0031 | 1.1082 | 1.1479 | 1.207 | 1.0884 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
| Ratio Avg Win / Avg Loss | 2.7793 | 5.2348 | 1.2665 | 1.403 | 1.5784 | 1.2439 |
| Largest Winning Trade | 347065 | 347065 | 71145 | 1068064 | 1068064 | 877548 |
| Largest Losing Trade | -44653 | -29968 | -44653 | -1237097 | -1237097 | -908383 |
| Avg Bars in Trades | 119 | 113 | 125 | 119 | 113 | 125 |
| Avg Bars in Winners | 202 | 181 | 222 | 202 | 181 | 222 |
| Avg Bars in Losers | 51 | 61 | 40 | 51 | 61 | 40 |
| Bars Traded | 7177 | 3414 | 3763 | 7177 | 3414 | 3763 |
| Profit Streak | 0 | 0 | 169.4188 | 0 | 0 | 169.4188 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -161613 | 495511 | -435366 | -261687 | -52893 | -227189 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7439,
"evaluation_days": 1859.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602568800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759874580871,
"expiration_time": 1764680472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 27,
"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": [
[
690415.0098450674,
655392.8903742334,
35022.1194708336,
883591.2757131344,
620366.7479133386,
263224.5277997964
],
[
690.41501,
655.39289,
35.022119,
883.591276,
620.366748,
263.224528
],
[
0.371241,
0.352409,
0.018832,
0.122997,
0.106231,
0.06938
],
[
91.205534,
91.205534,
91.205534,
91.205534,
91.205534,
91.205534
],
[
-159277,
-86482,
-90245,
-3484418,
-1982761,
-1757244
],
[
2.273963,
4.003114,
1.108192,
1.147889,
1.207025,
1.088387
],
[
60,
30,
30,
60,
30,
30
],
[
27,
13,
14,
27,
13,
14
],
[
33,
17,
16,
33,
17,
16
],
[
45,
43.333333,
46.666667,
45,
43.333333,
46.666667
],
[
2.779288,
5.234841,
1.266505,
1.402976,
1.578418,
1.24387
],
[
347065,
347065,
71145,
1068064,
1068064,
877548
],
[
-44653,
-29968,
-44653,
-1237097,
-1237097,
-908383
],
[
119,
113,
125,
119,
113,
125
],
[
202,
181,
222,
202,
181,
222
],
[
51,
61,
40,
51,
61,
40
],
[
7177,
3414,
3763,
7177,
3414,
3763
],
[
0,
0,
169.41876,
0,
0,
169.41876
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161613,
495511,
-435366,
-261687,
-52893,
-227189
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7439,
"evaluation_days": 1859.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602568800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759874580871,
"expiration_time": 1764680472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 27,
"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) |
|---|