| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 847657.2912 | 788300.5544 | 59356.7369 | 1608318.8963 | 929326.2071 | 678992.6892 |
| Total P&L (%) | 847.6573 | 788.3006 | 59.3567 | 1608.3189 | 929.3262 | 678.9927 |
| Avg Daily Profit (%) | 0.4592 | 0.4271 | 0.0322 | 0.1539 | 0.1264 | 0.1113 |
| Buy And Hold Return (%) | 130.5326 | 130.5326 | 130.5326 | 130.5326 | 130.5326 | 130.5326 |
| Max Trade Drawdown | -105761 | -57238 | -67171 | -2207350 | -1492745 | -1615328 |
| Profit Factor | 2.2635 | 3.5968 | 1.1616 | 1.2305 | 1.2696 | 1.1923 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Profitability (%) | 39.0805 | 40.9091 | 37.2093 | 39.0805 | 40.9091 | 37.2093 |
| Ratio Avg Win / Avg Loss | 3.5284 | 5.1953 | 1.9602 | 1.9181 | 1.8339 | 2.012 |
| Largest Winning Trade | 379610 | 379610 | 75489 | 1077916 | 741562 | 1077916 |
| Largest Losing Trade | -43971 | -25926 | -43971 | -944365 | -538649 | -944365 |
| Avg Bars in Trades | 249 | 239 | 259 | 249 | 239 | 259 |
| Avg Bars in Winners | 471 | 433 | 513 | 471 | 433 | 513 |
| Avg Bars in Losers | 106 | 104 | 108 | 106 | 104 | 108 |
| Bars Traded | 21674 | 10528 | 11146 | 21674 | 10528 | 11146 |
| Profit Streak | 0 | 0 | 141.5848 | 0 | 0 | 141.5848 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367570 | 454562 | -360940 | 158377 | -26344 | -56707 |
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22151,
"evaluation_days": 1845.92,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600459200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759039328244,
"expiration_time": 1764463939200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 98,
"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": [
[
847657.2912338431,
788300.5543597738,
59356.7368740695,
1608318.8962754325,
929326.2071037444,
678992.6891716887
],
[
847.657291,
788.300554,
59.356737,
1608.318896,
929.326207,
678.992689
],
[
0.459206,
0.42705,
0.032156,
0.153868,
0.126385,
0.111271
],
[
130.53259,
130.53259,
130.53259,
130.53259,
130.53259,
130.53259
],
[
-105761,
-57238,
-67171,
-2207350,
-1492745,
-1615328
],
[
2.26349,
3.596758,
1.161597,
1.230473,
1.2696,
1.19228
],
[
87,
44,
43,
87,
44,
43
],
[
34,
18,
16,
34,
18,
16
],
[
53,
26,
27,
53,
26,
27
],
[
39.08046,
40.909091,
37.209302,
39.08046,
40.909091,
37.209302
],
[
3.528382,
5.195317,
1.960194,
1.918091,
1.833866,
2.011972
],
[
379610,
379610,
75489,
1077916,
741562,
1077916
],
[
-43971,
-25926,
-43971,
-944365,
-538649,
-944365
],
[
249,
239,
259,
249,
239,
259
],
[
471,
433,
513,
471,
433,
513
],
[
106,
104,
108,
106,
104,
108
],
[
21674,
10528,
11146,
21674,
10528,
11146
],
[
0,
0,
141.584818,
0,
0,
141.584818
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367570,
454562,
-360940,
158377,
-26344,
-56707
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22151,
"evaluation_days": 1845.92,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600459200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759039328244,
"expiration_time": 1764463939200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 98,
"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) |
|---|