| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1688040.9239 | 1589596.892 | 98444.0319 | 3367593.6446 | 4212508.0684 | -844914.4238 |
| Total P&L (%) | 1688.0409 | 1589.5969 | 98.444 | 3367.5936 | 4212.5081 | -844.9144 |
| Avg Daily Profit (%) | 0.9117 | 0.8585 | 0.0532 | 0.1917 | 0.2035 | 0 |
| Buy And Hold Return (%) | 179.9808 | 179.9808 | 179.9808 | 179.9808 | 179.9808 | 179.9808 |
| Max Trade Drawdown | -178904 | -73328 | -132162 | -16536787 | -9460481 | -8819988 |
| Profit Factor | 4.6308 | 8.0724 | 1.4099 | 1.0934 | 1.2288 | 0.9521 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 42.3729 | 36.6667 | 48.2759 | 42.3729 | 36.6667 | 48.2759 |
| Ratio Avg Win / Avg Loss | 6.2979 | 13.9432 | 1.5106 | 1.4871 | 2.1225 | 1.0201 |
| Largest Winning Trade | 1363147 | 1363147 | 75450 | 9485640 | 9485640 | 3014279 |
| Largest Losing Trade | -50213 | -37948 | -50213 | -7068631 | -7068631 | -5803804 |
| Avg Bars in Trades | 120 | 114 | 126 | 120 | 114 | 126 |
| Avg Bars in Winners | 222 | 232 | 213 | 222 | 232 | 213 |
| Avg Bars in Losers | 45 | 46 | 45 | 45 | 46 | 45 |
| Bars Traded | 7102 | 3434 | 3668 | 7102 | 3434 | 3668 |
| 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 | -161678 | 594445 | -286549 | -292232 | 129416 | -579836 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1851.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604124000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759160336159,
"expiration_time": 1763946288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 15,
"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": [
[
1688040.9239169036,
1589596.8920045323,
98444.0319123709,
3367593.64461115,
4212508.06841651,
-844914.423805365
],
[
1688.040924,
1589.596892,
98.444032,
3367.593645,
4212.508068,
-844.914424
],
[
0.911715,
0.858545,
0.05317,
0.191706,
0.203507,
0
],
[
179.980774,
179.980774,
179.980774,
179.980774,
179.980774,
179.980774
],
[
-178904,
-73328,
-132162,
-16536787,
-9460481,
-8819988
],
[
4.630814,
8.072366,
1.409912,
1.093449,
1.228806,
0.952064
],
[
59,
30,
29,
59,
30,
29
],
[
25,
11,
14,
25,
11,
14
],
[
34,
19,
15,
34,
19,
15
],
[
42.372881,
36.666667,
48.275862,
42.372881,
36.666667,
48.275862
],
[
6.297907,
13.943178,
1.51062,
1.487091,
2.122484,
1.020068
],
[
1363147,
1363147,
75450,
9485640,
9485640,
3014279
],
[
-50213,
-37948,
-50213,
-7068631,
-7068631,
-5803804
],
[
120,
114,
126,
120,
114,
126
],
[
222,
232,
213,
222,
232,
213
],
[
45,
46,
45,
45,
46,
45
],
[
7102,
3434,
3668,
7102,
3434,
3668
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161678,
594445,
-286549,
-292232,
129416,
-579836
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1851.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604124000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759160336159,
"expiration_time": 1763946288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 15,
"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) |
|---|