| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 755370.8085 | 778989.6447 | -23618.8362 | 168153.2564 | 104377.0234 | 63776.2331 |
| Total P&L (%) | 755.3708 | 778.9896 | -23.6188 | 168.1533 | 104.377 | 63.7762 |
| Avg Daily Profit (%) | 0.4078 | 0.4205 | -0.0128 | 0.0533 | 0.0386 | 0.0266 |
| Buy And Hold Return (%) | 126.3168 | 126.3168 | 126.3168 | 126.3168 | 126.3168 | 126.3168 |
| Max Trade Drawdown | -160804 | -94929 | -186930 | -3728261 | -2051410 | -2752735 |
| Profit Factor | 2.1801 | 3.9995 | 0.9379 | 1.0224 | 1.0307 | 1.0155 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Profitability (%) | 46.2687 | 50 | 42.4242 | 46.2687 | 50 | 42.4242 |
| Ratio Avg Win / Avg Loss | 2.5318 | 3.9995 | 1.2729 | 1.1873 | 1.0307 | 1.3781 |
| Largest Winning Trade | 543853 | 543853 | 74017 | 1514730 | 666827 | 1514730 |
| Largest Losing Trade | -63112 | -36717 | -63112 | -1206926 | -889131 | -1206926 |
| Avg Bars in Trades | 51 | 47 | 56 | 51 | 47 | 56 |
| Avg Bars in Winners | 73 | 55 | 94 | 73 | 55 | 94 |
| Avg Bars in Losers | 33 | 40 | 27 | 33 | 40 | 27 |
| Bars Traded | 3477 | 1624 | 1853 | 3477 | 1624 | 1853 |
| 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 | -109447 | 590799 | -582082 | -503190 | -493860 | -529564 |
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3705,
"evaluation_days": 1852.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602849600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759223136444,
"expiration_time": 1763992080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 21,
"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": [
[
755370.8085180067,
778989.6447210369,
-23618.8362030304,
168153.2564434974,
104377.0233566667,
63776.2330868314
],
[
755.370809,
778.989645,
-23.618836,
168.153256,
104.377023,
63.776233
],
[
0.407758,
0.420507,
-0.01275,
0.053261,
0.038593,
0.026634
],
[
126.316844,
126.316844,
126.316844,
126.316844,
126.316844,
126.316844
],
[
-160804,
-94929,
-186930,
-3728261,
-2051410,
-2752735
],
[
2.180138,
3.999522,
0.937905,
1.022358,
1.030737,
1.01546
],
[
67,
34,
33,
67,
34,
33
],
[
31,
17,
14,
31,
17,
14
],
[
36,
17,
19,
36,
17,
19
],
[
46.268657,
50,
42.424242,
46.268657,
50,
42.424242
],
[
2.531773,
3.999522,
1.272871,
1.187254,
1.030737,
1.378125
],
[
543853,
543853,
74017,
1514730,
666827,
1514730
],
[
-63112,
-36717,
-63112,
-1206926,
-889131,
-1206926
],
[
51,
47,
56,
51,
47,
56
],
[
73,
55,
94,
73,
55,
94
],
[
33,
40,
27,
33,
40,
27
],
[
3477,
1624,
1853,
3477,
1624,
1853
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-109447,
590799,
-582082,
-503190,
-493860,
-529564
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3705,
"evaluation_days": 1852.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602849600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759223136444,
"expiration_time": 1763992080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 21,
"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) |
|---|