| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 794514.3887 | 708322.4808 | 86191.9079 | 1638430.8493 | 1590763.1135 | 47667.7358 |
| Total P&L (%) | 794.5144 | 708.3225 | 86.1919 | 1638.4308 | 1590.7631 | 47.6677 |
| Avg Daily Profit (%) | 0.4272 | 0.3808 | 0.0463 | 0.1536 | 0.1521 | 0.021 |
| Buy And Hold Return (%) | 159.6831 | 159.6831 | 159.6831 | 159.6831 | 159.6831 | 159.6831 |
| Max Trade Drawdown | -142439 | -66793 | -126172 | -3049550 | -1820232 | -1826486 |
| Profit Factor | 1.6439 | 2.3043 | 1.1248 | 1.1059 | 1.2156 | 1.0059 |
| Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
| Winning Trades | 147 | 71 | 76 | 147 | 71 | 76 |
| Losing Trades | 139 | 72 | 67 | 139 | 72 | 67 |
| Profitability (%) | 51.3986 | 49.6504 | 53.1469 | 51.3986 | 49.6504 | 53.1469 |
| Ratio Avg Win / Avg Loss | 1.5544 | 2.3367 | 0.9916 | 1.0457 | 1.2327 | 0.8868 |
| Largest Winning Trade | 194153 | 194153 | 57712 | 1519639 | 1519639 | 936348 |
| Largest Losing Trade | -50202 | -31564 | -50202 | -1138286 | -698510 | -1138286 |
| Avg Bars in Trades | 76 | 76 | 76 | 76 | 76 | 76 |
| Avg Bars in Winners | 93 | 99 | 88 | 93 | 99 | 88 |
| Avg Bars in Losers | 58 | 54 | 63 | 58 | 54 | 63 |
| Bars Traded | 21965 | 10982 | 10983 | 21965 | 10982 | 10983 |
| Profit Streak | 14.2559 | 0 | 25.5059 | 14.2559 | 0 | 25.5059 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 504293 | 425679 | -380991 | -94100 | 247867 | -545575 |
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22320,
"evaluation_days": 1860,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600653600000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759946905983,
"expiration_time": 1765724544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 33,
"offset": 170
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 107,
"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": [
[
794514.388677157,
708322.4807577954,
86191.907919361,
1638430.8492916329,
1590763.113472024,
47667.735819608
],
[
794.514389,
708.322481,
86.191908,
1638.430849,
1590.763113,
47.667736
],
[
0.427158,
0.380819,
0.04634,
0.153643,
0.152146,
0.020959
],
[
159.683099,
159.683099,
159.683099,
159.683099,
159.683099,
159.683099
],
[
-142439,
-66793,
-126172,
-3049550,
-1820232,
-1826486
],
[
1.643853,
2.304266,
1.12475,
1.105922,
1.215557,
1.005893
],
[
286,
143,
143,
286,
143,
143
],
[
147,
71,
76,
147,
71,
76
],
[
139,
72,
67,
139,
72,
67
],
[
51.398601,
49.65035,
53.146853,
51.398601,
49.65035,
53.146853
],
[
1.554391,
2.336721,
0.991556,
1.045736,
1.232678,
0.886774
],
[
194153,
194153,
57712,
1519639,
1519639,
936348
],
[
-50202,
-31564,
-50202,
-1138286,
-698510,
-1138286
],
[
76,
76,
76,
76,
76,
76
],
[
93,
99,
88,
93,
99,
88
],
[
58,
54,
63,
58,
54,
63
],
[
21965,
10982,
10983,
21965,
10982,
10983
],
[
14.255856,
0,
25.505856,
14.255856,
0,
25.505856
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
504293,
425679,
-380991,
-94100,
247867,
-545575
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22320,
"evaluation_days": 1860,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1600653600000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759946905983,
"expiration_time": 1765724544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 33,
"offset": 170
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 107,
"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) |
|---|