| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 579232.9905 | 669476.6842 | -90243.6937 | -62146.078 | 234225.6757 | -296371.7538 |
| Total P&L (%) | 579.233 | 669.4767 | -90.2437 | -62.1461 | 234.2257 | -296.3718 |
| Avg Daily Profit (%) | 0.3109 | 0.3594 | -0.0484 | -0.0521 | 0.0648 | 0 |
| Buy And Hold Return (%) | 85.0746 | 85.0746 | 85.0746 | 85.0746 | 85.0746 | 85.0746 |
| Max Trade Drawdown | -228952 | -138110 | -193339 | -732755 | -393009 | -371620 |
| Profit Factor | 1.6466 | 2.7313 | 0.8228 | 0.964 | 1.3217 | 0.7034 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Profitability (%) | 51.9481 | 55.2632 | 48.7179 | 51.9481 | 55.2632 | 48.7179 |
| Ratio Avg Win / Avg Loss | 1.5231 | 2.2111 | 0.8661 | 0.8917 | 1.0699 | 0.7404 |
| Largest Winning Trade | 259641 | 259641 | 70870 | 191860 | 164129 | 191860 |
| Largest Losing Trade | -66887 | -66887 | -64332 | -214531 | -137863 | -214531 |
| Avg Bars in Trades | 140 | 151 | 130 | 140 | 151 | 130 |
| Avg Bars in Winners | 159 | 152 | 168 | 159 | 152 | 168 |
| Avg Bars in Losers | 120 | 150 | 94 | 120 | 150 | 94 |
| Bars Traded | 10830 | 5746 | 5084 | 10830 | 5746 | 5084 |
| 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 | -34048 | 551047 | -581255 | -626803 | -108830 | -581255 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601812800000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760139273987,
"expiration_time": 1764954864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 183,
"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": [
[
579232.9904940655,
669476.6841843585,
-90243.693690293,
-62146.0780287022,
234225.6757440886,
-296371.7537727908
],
[
579.23299,
669.476684,
-90.243694,
-62.146078,
234.225676,
-296.371754
],
[
0.310942,
0.359387,
-0.048444,
-0.052135,
0.064796,
0
],
[
85.074627,
85.074627,
85.074627,
85.074627,
85.074627,
85.074627
],
[
-228952,
-138110,
-193339,
-732755,
-393009,
-371620
],
[
1.646587,
2.731336,
0.822756,
0.964022,
1.321673,
0.703382
],
[
77,
38,
39,
77,
38,
39
],
[
40,
21,
19,
40,
21,
19
],
[
37,
17,
20,
37,
17,
20
],
[
51.948052,
55.263158,
48.717949,
51.948052,
55.263158,
48.717949
],
[
1.523093,
2.211081,
0.866059,
0.89172,
1.069926,
0.740402
],
[
259641,
259641,
70870,
191860,
164129,
191860
],
[
-66887,
-66887,
-64332,
-214531,
-137863,
-214531
],
[
140,
151,
130,
140,
151,
130
],
[
159,
152,
168,
159,
152,
168
],
[
120,
150,
94,
120,
150,
94
],
[
10830,
5746,
5084,
10830,
5746,
5084
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-34048,
551047,
-581255,
-626803,
-108830,
-581255
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601812800000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760139273987,
"expiration_time": 1764954864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 183,
"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) |
|---|