| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1943739.5725 | 1810839.7011 | 132899.8715 | 6195188.6086 | 2310468.2295 | 3884720.3791 |
| Total P&L (%) | 1943.7396 | 1810.8397 | 132.8999 | 6195.1886 | 2310.4682 | 3884.7204 |
| Avg Daily Profit (%) | 1.0452 | 0.9737 | 0.0715 | 0.223 | 0.1713 | 0.1983 |
| Buy And Hold Return (%) | 107.5067 | 107.5067 | 107.5067 | 107.5067 | 107.5067 | 107.5067 |
| Max Trade Drawdown | -124526 | -77658 | -67157 | -3804019 | -3005837 | -1981099 |
| Profit Factor | 5.5567 | 8.22 | 1.7561 | 1.5221 | 1.297 | 1.9507 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Profitability (%) | 39.2405 | 37.5 | 41.0256 | 39.2405 | 37.5 | 41.0256 |
| Ratio Avg Win / Avg Loss | 8.6039 | 13.7 | 2.5245 | 2.3568 | 2.1617 | 2.8042 |
| Largest Winning Trade | 1600039 | 1600039 | 74629 | 3140936 | 2113127 | 3140936 |
| Largest Losing Trade | -32174 | -32174 | -23899 | -1840844 | -1840844 | -871180 |
| Avg Bars in Trades | 91 | 86 | 95 | 91 | 86 | 95 |
| Avg Bars in Winners | 167 | 164 | 171 | 167 | 164 | 171 |
| Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
| Bars Traded | 7202 | 3476 | 3726 | 7202 | 3476 | 3726 |
| 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 | -13879 | 612434 | -189957 | -24675 | 148888 | 297335 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7439,
"evaluation_days": 1859.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602460800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759874580524,
"expiration_time": 1764680472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 152,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 36,
"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": [
[
1943739.5725269057,
1810839.7010581298,
132899.8714687758,
6195188.608604271,
2310468.2295180713,
3884720.3790861964
],
[
1943.739573,
1810.839701,
132.899871,
6195.188609,
2310.46823,
3884.720379
],
[
1.045162,
0.973701,
0.071461,
0.222986,
0.171267,
0.198344
],
[
107.506702,
107.506702,
107.506702,
107.506702,
107.506702,
107.506702
],
[
-124526,
-77658,
-67157,
-3804019,
-3005837,
-1981099
],
[
5.556683,
8.220024,
1.75614,
1.522115,
1.296993,
1.950733
],
[
79,
40,
39,
79,
40,
39
],
[
31,
15,
16,
31,
15,
16
],
[
48,
25,
23,
48,
25,
23
],
[
39.240506,
37.5,
41.025641,
39.240506,
37.5,
41.025641
],
[
8.603896,
13.70004,
2.524451,
2.356823,
2.161655,
2.804178
],
[
1600039,
1600039,
74629,
3140936,
2113127,
3140936
],
[
-32174,
-32174,
-23899,
-1840844,
-1840844,
-871180
],
[
91,
86,
95,
91,
86,
95
],
[
167,
164,
171,
167,
164,
171
],
[
41,
40,
42,
41,
40,
42
],
[
7202,
3476,
3726,
7202,
3476,
3726
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-13879,
612434,
-189957,
-24675,
148888,
297335
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7439,
"evaluation_days": 1859.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602460800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759874580524,
"expiration_time": 1764680472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 152,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 36,
"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) |
|---|