| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 364006.9086 | 439090.5224 | -75083.6138 | -114191.2228 | 377776.1204 | -491967.3432 |
| Total P&L (%) | 364.0069 | 439.0905 | -75.0836 | -114.1912 | 377.7761 | -491.9673 |
| Avg Daily Profit (%) | 0.1965 | 0.2371 | -0.0405 | 0 | 0.0845 | 0 |
| Buy And Hold Return (%) | 57.4215 | 57.4215 | 57.4215 | 57.4215 | 57.4215 | 57.4215 |
| Max Trade Drawdown | -260906 | -84654 | -314372 | -375198 | -25094 | -563001 |
| Profit Factor | 1.2307 | 1.6793 | 0.9194 | 0.8684 | 3.3562 | 0.3046 |
| Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
| Winning Trades | 133 | 60 | 73 | 123 | 58 | 65 |
| Losing Trades | 125 | 69 | 56 | 135 | 71 | 64 |
| Profitability (%) | 51.5504 | 46.5116 | 56.5891 | 47.6744 | 44.9612 | 50.3876 |
| Ratio Avg Win / Avg Loss | 1.1567 | 1.9312 | 0.7053 | 0.9531 | 4.1084 | 0.2999 |
| Largest Winning Trade | 85737 | 85737 | 37916 | 140500 | 140500 | 24222 |
| Largest Losing Trade | -116573 | -51727 | -116573 | -156817 | -16023 | -156817 |
| Avg Bars in Trades | 85 | 90 | 80 | 85 | 90 | 80 |
| Avg Bars in Winners | 89 | 102 | 79 | 87 | 101 | 75 |
| Avg Bars in Losers | 81 | 80 | 82 | 83 | 81 | 86 |
| Bars Traded | 22087 | 11670 | 10417 | 22087 | 11670 | 10417 |
| Profit Streak | 33.8952 | 33.8952 | 82.9786 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 353090 | 363321 | -578724 | -580332 | -76211 | -580939 |
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22227,
"evaluation_days": 1852.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599811200000,
"last_datapoint_time": 1759269600000,
"evaluation_time": 1759274948535,
"expiration_time": 1765030838400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 86,
"offset": 0,
"std": 4.83685
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 53,
"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": [
[
364006.9086040019,
439090.5224244643,
-75083.6138204621,
-114191.2228187512,
377776.1203975194,
-491967.3432162709
],
[
364.006909,
439.090522,
-75.083614,
-114.191223,
377.77612,
-491.967343
],
[
0.196521,
0.237058,
-0.040536,
0,
0.084472,
0
],
[
57.421497,
57.421497,
57.421497,
57.421497,
57.421497,
57.421497
],
[
-260906,
-84654,
-314372,
-375198,
-25094,
-563001
],
[
1.230694,
1.679347,
0.919398,
0.868413,
3.356167,
0.304606
],
[
258,
129,
129,
258,
129,
129
],
[
133,
60,
73,
123,
58,
65
],
[
125,
69,
56,
135,
71,
64
],
[
51.550388,
46.511628,
56.589147,
47.674419,
44.96124,
50.387597
],
[
1.156668,
1.931249,
0.705291,
0.953136,
4.108411,
0.29992
],
[
85737,
85737,
37916,
140500,
140500,
24222
],
[
-116573,
-51727,
-116573,
-156817,
-16023,
-156817
],
[
85,
90,
80,
85,
90,
80
],
[
89,
102,
79,
87,
101,
75
],
[
81,
80,
82,
83,
81,
86
],
[
22087,
11670,
10417,
22087,
11670,
10417
],
[
33.895238,
33.895238,
82.978571,
0,
0,
0
],
[
3,
1,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
353090,
363321,
-578724,
-580332,
-76211,
-580939
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22227,
"evaluation_days": 1852.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599811200000,
"last_datapoint_time": 1759269600000,
"evaluation_time": 1759274948535,
"expiration_time": 1765030838400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 86,
"offset": 0,
"std": 4.83685
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 53,
"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) |
|---|