| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1075167.2286 | 1030132.0069 | 45035.2217 | 1025393.8855 | 1456661.2402 | -431267.3547 |
| Total P&L (%) | 1075.1672 | 1030.132 | 45.0352 | 1025.3939 | 1456.6612 | -431.2674 |
| Avg Daily Profit (%) | 0.5799 | 0.5556 | 0.0243 | 0.1307 | 0.1482 | 0 |
| Buy And Hold Return (%) | 167.4367 | 167.4367 | 167.4367 | 167.4367 | 167.4367 | 167.4367 |
| Max Trade Drawdown | -128204 | -67737 | -82379 | -2877300 | -2030569 | -1277720 |
| Profit Factor | 2.8309 | 5.3534 | 1.1284 | 1.1419 | 1.405 | 0.8812 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 43.0556 | 44.4444 | 41.6667 | 43.0556 | 44.4444 | 41.6667 |
| Ratio Avg Win / Avg Loss | 3.744 | 6.6918 | 1.5798 | 1.5102 | 1.7562 | 1.2337 |
| Largest Winning Trade | 719421 | 719421 | 73456 | 1522611 | 1522611 | 526137 |
| Largest Losing Trade | -55576 | -41205 | -55576 | -1134115 | -1134115 | -512674 |
| Avg Bars in Trades | 150 | 153 | 147 | 150 | 153 | 147 |
| Avg Bars in Winners | 270 | 258 | 283 | 270 | 258 | 283 |
| Avg Bars in Losers | 59 | 69 | 50 | 59 | 69 | 50 |
| Bars Traded | 10823 | 5523 | 5300 | 10823 | 5523 | 5300 |
| Profit Streak | 50.4411 | 0 | 77.4411 | 50.4411 | 0 | 77.4411 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -69610 | 590534 | -407009 | -168021 | 174633 | -581796 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11124,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602158400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759372512822,
"expiration_time": 1764168768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 207,
"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": [
[
1075167.22857452,
1030132.0069230415,
45035.2216514783,
1025393.885517763,
1456661.2401813057,
-431267.3546635431
],
[
1075.167229,
1030.132007,
45.035222,
1025.393886,
1456.66124,
-431.267355
],
[
0.579918,
0.555627,
0.024291,
0.130653,
0.148175,
0
],
[
167.436695,
167.436695,
167.436695,
167.436695,
167.436695,
167.436695
],
[
-128204,
-67737,
-82379,
-2877300,
-2030569,
-1277720
],
[
2.83085,
5.353435,
1.128443,
1.141889,
1.404979,
0.881189
],
[
72,
36,
36,
72,
36,
36
],
[
31,
16,
15,
31,
16,
15
],
[
41,
20,
21,
41,
20,
21
],
[
43.055556,
44.444444,
41.666667,
43.055556,
44.444444,
41.666667
],
[
3.744027,
6.691794,
1.57982,
1.51024,
1.756224,
1.233665
],
[
719421,
719421,
73456,
1522611,
1522611,
526137
],
[
-55576,
-41205,
-55576,
-1134115,
-1134115,
-512674
],
[
150,
153,
147,
150,
153,
147
],
[
270,
258,
283,
270,
258,
283
],
[
59,
69,
50,
59,
69,
50
],
[
10823,
5523,
5300,
10823,
5523,
5300
],
[
50.441121,
0,
77.441121,
50.441121,
0,
77.441121
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-69610,
590534,
-407009,
-168021,
174633,
-581796
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11124,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602158400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759372512822,
"expiration_time": 1764168768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 207,
"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) |
|---|