| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 129097.8069 | 34806.9303 | 94290.8766 | 136376.8168 | 109974.1326 | 26402.6843 |
| Total P&L (%) | 129.0978 | 34.8069 | 94.2909 | 136.3768 | 109.9741 | 26.4027 |
| Avg Daily Profit (%) | 0.4957 | 0.1337 | 0.3621 | 0.3309 | 0.2853 | 0.09 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99757 | -55604 | -69058 | -407241 | -180405 | -313534 |
| Profit Factor | 1.2647 | 1.1277 | 1.4382 | 1.0933 | 1.1495 | 1.0364 |
| Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
| Winning Trades | 162 | 78 | 84 | 162 | 78 | 84 |
| Losing Trades | 185 | 95 | 90 | 185 | 95 | 90 |
| Profitability (%) | 46.6859 | 45.0867 | 48.2759 | 46.6859 | 45.0867 | 48.2759 |
| Ratio Avg Win / Avg Loss | 1.4443 | 1.3735 | 1.541 | 1.2486 | 1.4 | 1.1104 |
| Largest Winning Trade | 40876 | 17371 | 40876 | 47231 | 47231 | 42998 |
| Largest Losing Trade | -30665 | -20654 | -30665 | -177734 | -43112 | -177734 |
| Avg Bars in Trades | 71 | 71 | 70 | 71 | 71 | 70 |
| Avg Bars in Winners | 86 | 87 | 85 | 86 | 87 | 85 |
| Avg Bars in Losers | 57 | 57 | 57 | 57 | 57 | 57 |
| Bars Traded | 24686 | 12339 | 12347 | 24686 | 12339 | 12347 |
| Profit Streak | 2.8441 | 2.8441 | 3.2608 | 2.8441 | 2.8441 | 3.2608 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313836 | -101542 | 320019 | -110405 | -51981 | -258865 |
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737287100000,
"first_datapoint_time": 1737464400000,
"last_datapoint_time": 1759786200000,
"evaluation_time": 1759787132311,
"expiration_time": 1766266200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 39,
"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": [
[
129097.8068953504,
34806.9302604216,
94290.8766349287,
136376.8168322614,
109974.1325623131,
26402.6842699479
],
[
129.097807,
34.80693,
94.290877,
136.376817,
109.974133,
26.402684
],
[
0.495729,
0.133657,
0.362072,
0.330881,
0.285259,
0.090012
],
[
10,
10,
10,
10,
10,
10
],
[
-99757,
-55604,
-69058,
-407241,
-180405,
-313534
],
[
1.264741,
1.127742,
1.438237,
1.093347,
1.149497,
1.0364
],
[
347,
173,
174,
347,
173,
174
],
[
162,
78,
84,
162,
78,
84
],
[
185,
95,
90,
185,
95,
90
],
[
46.685879,
45.086705,
48.275862,
46.685879,
45.086705,
48.275862
],
[
1.444302,
1.373531,
1.540968,
1.248575,
1.400028,
1.110429
],
[
40876,
17371,
40876,
47231,
47231,
42998
],
[
-30665,
-20654,
-30665,
-177734,
-43112,
-177734
],
[
71,
71,
70,
71,
71,
70
],
[
86,
87,
85,
86,
87,
85
],
[
57,
57,
57,
57,
57,
57
],
[
24686,
12339,
12347,
24686,
12339,
12347
],
[
2.844124,
2.844124,
3.26079,
2.844124,
2.844124,
3.260791
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313836,
-101542,
320019,
-110405,
-51981,
-258865
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737287100000,
"first_datapoint_time": 1737464400000,
"last_datapoint_time": 1759786200000,
"evaluation_time": 1759787132311,
"expiration_time": 1766266200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 39,
"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) |
|---|