| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 477418.3938 | 542582.0636 | -65163.6698 | -29169.6549 | 119075.7526 | -148245.4074 |
| Total P&L (%) | 477.4184 | 542.5821 | -65.1637 | -29.1697 | 119.0758 | -148.2454 |
| Avg Daily Profit (%) | 0.2563 | 0.2912 | -0.035 | -0.0185 | 0.0421 | 0 |
| Buy And Hold Return (%) | 81.4483 | 81.4483 | 81.4483 | 81.4483 | 81.4483 | 81.4483 |
| Max Trade Drawdown | -151222 | -87412 | -189667 | -200882 | -131781 | -229535 |
| Profit Factor | 1.2408 | 1.6372 | 0.9424 | 0.9845 | 1.1439 | 0.8597 |
| Total Trades | 585 | 292 | 293 | 585 | 292 | 293 |
| Winning Trades | 318 | 163 | 155 | 318 | 163 | 155 |
| Losing Trades | 267 | 129 | 138 | 267 | 129 | 138 |
| Profitability (%) | 54.359 | 55.8219 | 52.901 | 54.359 | 55.8219 | 52.901 |
| Ratio Avg Win / Avg Loss | 1.0418 | 1.2957 | 0.839 | 0.8266 | 0.9053 | 0.7654 |
| Largest Winning Trade | 109502 | 109502 | 61875 | 72760 | 72760 | 54235 |
| Largest Losing Trade | -55125 | -39337 | -55125 | -75987 | -71824 | -75987 |
| Avg Bars in Trades | 37 | 36 | 39 | 37 | 36 | 39 |
| Avg Bars in Winners | 37 | 31 | 42 | 37 | 31 | 42 |
| Avg Bars in Losers | 38 | 42 | 35 | 38 | 42 | 35 |
| Bars Traded | 22113 | 10625 | 11488 | 22113 | 10625 | 11488 |
| Profit Streak | 4.1163 | 13.9496 | 4.1163 | 4.1163 | 13.9496 | 4.1163 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 397308 | 464564 | -579536 | -576806 | -220282 | -579536 |
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22356,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600552800000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760201248539,
"expiration_time": 1765993075200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 189,
"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": [
[
477418.3937617367,
542582.0635686491,
-65163.6698069123,
-29169.6548608977,
119075.7525780006,
-148245.4074388977
],
[
477.418394,
542.582064,
-65.16367,
-29.169655,
119.075753,
-148.245407
],
[
0.256263,
0.291241,
-0.034978,
-0.018511,
0.042105,
0
],
[
81.448332,
81.448332,
81.448332,
81.448332,
81.448332,
81.448332
],
[
-151222,
-87412,
-189667,
-200882,
-131781,
-229535
],
[
1.240768,
1.637244,
0.942407,
0.98452,
1.143914,
0.859734
],
[
585,
292,
293,
585,
292,
293
],
[
318,
163,
155,
318,
163,
155
],
[
267,
129,
138,
267,
129,
138
],
[
54.358974,
55.821918,
52.901024,
54.358974,
55.821918,
52.901024
],
[
1.041777,
1.295733,
0.839046,
0.826625,
0.905306,
0.765441
],
[
109502,
109502,
61875,
72760,
72760,
54235
],
[
-55125,
-39337,
-55125,
-75987,
-71824,
-75987
],
[
37,
36,
39,
37,
36,
39
],
[
37,
31,
42,
37,
31,
42
],
[
38,
42,
35,
38,
42,
35
],
[
22113,
10625,
11488,
22113,
10625,
11488
],
[
4.116302,
13.949636,
4.116302,
4.116302,
13.949636,
4.116303
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397308,
464564,
-579536,
-576806,
-220282,
-579536
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22356,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600552800000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760201248539,
"expiration_time": 1765993075200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 189,
"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) |
|---|