| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2009979.6052 | 1899697.0975 | 110282.5077 | 3880585.8651 | 2160872.4203 | 1719713.4448 |
| Total P&L (%) | 2009.9796 | 1899.6971 | 110.2825 | 3880.5859 | 2160.8724 | 1719.7134 |
| Avg Daily Profit (%) | 1.0772 | 1.0181 | 0.0591 | 0.1976 | 0.1673 | 0.1556 |
| Buy And Hold Return (%) | 64.0477 | 64.0477 | 64.0477 | 64.0477 | 64.0477 | 64.0477 |
| Max Trade Drawdown | -139416 | -67852 | -107122 | -12751491 | -7905005 | -6181785 |
| Profit Factor | 5.374 | 9.7273 | 1.456 | 1.1516 | 1.1514 | 1.152 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 47.4576 | 43.3333 | 51.7241 | 47.4576 | 43.3333 | 51.7241 |
| Ratio Avg Win / Avg Loss | 5.9498 | 12.7204 | 1.3589 | 1.275 | 1.5056 | 1.0752 |
| Largest Winning Trade | 1696334 | 1696334 | 72395 | 5197905 | 5197905 | 2550520 |
| Largest Losing Trade | -46707 | -39748 | -46707 | -6084924 | -6084924 | -4308094 |
| Avg Bars in Trades | 183 | 175 | 191 | 183 | 175 | 191 |
| Avg Bars in Winners | 286 | 289 | 284 | 286 | 289 | 284 |
| Avg Bars in Losers | 90 | 88 | 92 | 90 | 88 | 92 |
| Bars Traded | 10829 | 5262 | 5567 | 10829 | 5262 | 5567 |
| Profit Streak | 0 | 0 | 175.561 | 0 | 0 | 175.561 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -159012 | 692763 | -120186 | -226210 | -47811 | -44178 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11196,
"evaluation_days": 1866,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602475200000,
"last_datapoint_time": 1760400000000,
"evaluation_time": 1760405266147,
"expiration_time": 1765236672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 51,
"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": [
[
2009979.605242256,
1899697.0975213149,
110282.5077209423,
3880585.865106293,
2160872.4202629994,
1719713.4448432967
],
[
2009.979605,
1899.697098,
110.282508,
3880.585865,
2160.87242,
1719.713445
],
[
1.077159,
1.018058,
0.059101,
0.197623,
0.167253,
0.155601
],
[
64.04766,
64.04766,
64.04766,
64.04766,
64.04766,
64.04766
],
[
-139416,
-67852,
-107122,
-12751491,
-7905005,
-6181785
],
[
5.374029,
9.727339,
1.455988,
1.151625,
1.151352,
1.15197
],
[
59,
30,
29,
59,
30,
29
],
[
28,
13,
15,
28,
13,
15
],
[
31,
17,
14,
31,
17,
14
],
[
47.457627,
43.333333,
51.724138,
47.457627,
43.333333,
51.724138
],
[
5.949818,
12.720367,
1.358922,
1.275013,
1.505614,
1.075172
],
[
1696334,
1696334,
72395,
5197905,
5197905,
2550520
],
[
-46707,
-39748,
-46707,
-6084924,
-6084924,
-4308094
],
[
183,
175,
191,
183,
175,
191
],
[
286,
289,
284,
286,
289,
284
],
[
90,
88,
92,
90,
88,
92
],
[
10829,
5262,
5567,
10829,
5262,
5567
],
[
0,
0,
175.560951,
0,
0,
175.560951
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-159012,
692763,
-120186,
-226210,
-47811,
-44178
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11196,
"evaluation_days": 1866,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1602475200000,
"last_datapoint_time": 1760400000000,
"evaluation_time": 1760405266147,
"expiration_time": 1765236672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 51,
"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) |
|---|