| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 715758.3052 | 727745.4646 | -11987.1594 | 253625.7911 | 290530.8616 | -36905.0705 |
| Total P&L (%) | 715.7583 | 727.7455 | -11.9872 | 253.6258 | 290.5309 | -36.9051 |
| Avg Daily Profit (%) | 0.3845 | 0.3909 | -0.0064 | 0.0679 | 0.0732 | -0.0247 |
| Buy And Hold Return (%) | 185.7143 | 185.7143 | 185.7143 | 185.7143 | 185.7143 | 185.7143 |
| Max Trade Drawdown | -141989 | -56981 | -200655 | -455234 | -221597 | -449106 |
| Profit Factor | 1.7467 | 2.7377 | 0.9778 | 1.121 | 1.2884 | 0.9661 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Profitability (%) | 43.2692 | 44.2308 | 42.3077 | 43.2692 | 44.2308 | 42.3077 |
| Ratio Avg Win / Avg Loss | 2.2902 | 3.4519 | 1.3334 | 1.4698 | 1.6245 | 1.3174 |
| Largest Winning Trade | 230856 | 230856 | 73043 | 212107 | 212107 | 172235 |
| Largest Losing Trade | -43153 | -39437 | -43153 | -160917 | -160917 | -156686 |
| Avg Bars in Trades | 69 | 74 | 65 | 69 | 74 | 65 |
| Avg Bars in Winners | 112 | 116 | 109 | 112 | 116 | 109 |
| Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
| Bars Traded | 7268 | 3871 | 3397 | 7268 | 3871 | 3397 |
| Profit Streak | 15.0051 | 0 | 153.7551 | 15.0051 | 0 | 153.7551 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317514 | -169699 | -760775 | -243469 | -286158 | -760775 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7446,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760033236575,
"expiration_time": 1764836208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 57,
"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": [
[
715758.3051959545,
727745.46458042,
-11987.1593844654,
253625.7910564736,
290530.8615500578,
-36905.0704935841
],
[
715.758305,
727.745465,
-11.987159,
253.625791,
290.530862,
-36.90507
],
[
0.384506,
0.390946,
-0.00644,
0.067875,
0.073212,
-0.024737
],
[
185.714286,
185.714286,
185.714286,
185.714286,
185.714286,
185.714286
],
[
-141989,
-56981,
-200655,
-455234,
-221597,
-449106
],
[
1.74674,
2.73774,
0.97779,
1.121027,
1.28836,
0.966082
],
[
104,
52,
52,
104,
52,
52
],
[
45,
23,
22,
45,
23,
22
],
[
59,
29,
30,
59,
29,
30
],
[
43.269231,
44.230769,
42.307692,
43.269231,
44.230769,
42.307692
],
[
2.29017,
3.451933,
1.33335,
1.469791,
1.624454,
1.317385
],
[
230856,
230856,
73043,
212107,
212107,
172235
],
[
-43153,
-39437,
-43153,
-160917,
-160917,
-156686
],
[
69,
74,
65,
69,
74,
65
],
[
112,
116,
109,
112,
116,
109
],
[
37,
41,
33,
37,
41,
33
],
[
7268,
3871,
3397,
7268,
3871,
3397
],
[
15.005053,
0,
153.755053,
15.005053,
0,
153.755053
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317514,
-169699,
-760775,
-243469,
-286158,
-760775
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7446,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760033236575,
"expiration_time": 1764836208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 57,
"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) |
|---|