| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 96254.8951 | 24739.6018 | 71515.2933 | 62011.0365 | -403.6585 | 62414.695 |
| Total P&L (%) | 96.2549 | 24.7396 | 71.5153 | 62.011 | -0.4037 | 62.4147 |
| Avg Daily Profit (%) | 0.3696 | 0.095 | 0.2746 | 0.1854 | -0.0016 | 0.1864 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -61019 | -55940 | -19613 | -86458 | -81330 | -20606 |
| Profit Factor | 1.2082 | 1.0821 | 1.4444 | 1.1105 | 0.9989 | 1.3285 |
| Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
| Winning Trades | 228 | 106 | 122 | 228 | 106 | 122 |
| Losing Trades | 260 | 138 | 122 | 260 | 138 | 122 |
| Profitability (%) | 46.7213 | 43.4426 | 50 | 46.7213 | 43.4426 | 50 |
| Ratio Avg Win / Avg Loss | 1.3777 | 1.4087 | 1.4444 | 1.2664 | 1.3005 | 1.3285 |
| Largest Winning Trade | 54818 | 54818 | 41823 | 55274 | 55274 | 36670 |
| Largest Losing Trade | -9386 | -9386 | -6433 | -12296 | -12296 | -6352 |
| Avg Bars in Trades | 50 | 82 | 19 | 50 | 82 | 19 |
| Avg Bars in Winners | 66 | 115 | 23 | 66 | 115 | 23 |
| Avg Bars in Losers | 36 | 56 | 15 | 36 | 56 | 15 |
| Bars Traded | 24729 | 20011 | 4718 | 24729 | 20011 | 4718 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305033 | -203340 | 317819 | -92089 | -582335 | 246975 |
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737727200000,
"first_datapoint_time": 1737792900000,
"last_datapoint_time": 1760226300000,
"evaluation_time": 1760227352788,
"expiration_time": 1766706300000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 74,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
96254.8950991789,
24739.6017769605,
71515.2933222184,
62011.0365250012,
-403.6584992858,
62414.6950242869
],
[
96.254895,
24.739602,
71.515293,
62.011037,
-0.403658,
62.414695
],
[
0.369614,
0.094999,
0.274615,
0.185447,
-0.001553,
0.186404
],
[
10,
10,
10,
10,
10,
10
],
[
-61019,
-55940,
-19613,
-86458,
-81330,
-20606
],
[
1.208178,
1.082074,
1.444365,
1.11054,
0.998912,
1.328468
],
[
488,
244,
244,
488,
244,
244
],
[
228,
106,
122,
228,
106,
122
],
[
260,
138,
122,
260,
138,
122
],
[
46.721311,
43.442623,
50,
46.721311,
43.442623,
50
],
[
1.377746,
1.408738,
1.444365,
1.266405,
1.30047,
1.328468
],
[
54818,
54818,
41823,
55274,
55274,
36670
],
[
-9386,
-9386,
-6433,
-12296,
-12296,
-6352
],
[
50,
82,
19,
50,
82,
19
],
[
66,
115,
23,
66,
115,
23
],
[
36,
56,
15,
36,
56,
15
],
[
24729,
20011,
4718,
24729,
20011,
4718
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305033,
-203340,
317819,
-92089,
-582335,
246975
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737727200000,
"first_datapoint_time": 1737792900000,
"last_datapoint_time": 1760226300000,
"evaluation_time": 1760227352788,
"expiration_time": 1766706300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 74,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|