| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1982894.447 | 2141060.0641 | -158165.6171 | -91039.0732 | 813666.4398 | -904705.513 |
| Total P&L (%) | 1982.8944 | 2141.0601 | -158.1656 | -91.0391 | 813.6664 | -904.7055 |
| Avg Daily Profit (%) | 1.0687 | 1.1539 | -0.0852 | -0.1299 | 0.1193 | 0 |
| Buy And Hold Return (%) | 69.9211 | 69.9211 | 69.9211 | 69.9211 | 69.9211 | 69.9211 |
| Max Trade Drawdown | -327712 | -204896 | -203095 | -1617313 | -722052 | -904808 |
| Profit Factor | 2.6501 | 3.7678 | 0.6306 | 0.9629 | 1.6026 | 0.1799 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
| Profitability (%) | 36.7089 | 35.443 | 37.9747 | 36.7089 | 35.443 | 37.9747 |
| Ratio Avg Win / Avg Loss | 4.5692 | 6.8629 | 1.0299 | 1.6602 | 2.919 | 0.2938 |
| Largest Winning Trade | 2102087 | 2102087 | 36405 | 1549908 | 1549908 | 83536 |
| Largest Losing Trade | -57518 | -57518 | -39134 | -635408 | -280845 | -635408 |
| Avg Bars in Trades | 46 | 77 | 15 | 46 | 77 | 15 |
| Avg Bars in Winners | 74 | 135 | 17 | 74 | 135 | 17 |
| Avg Bars in Losers | 29 | 45 | 13 | 29 | 45 | 13 |
| Bars Traded | 7319 | 6119 | 1200 | 7319 | 6119 | 1200 |
| 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 | 508071 | -12254 | -610468 | -582341 | -62908 | -612134 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7422,
"evaluation_days": 1855.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599501600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759519695602,
"expiration_time": 1764302256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 199,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 15,
"offset": 0,
"std": 4.36341
}
}
} {
"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": [
[
1982894.4469766123,
2141060.064089536,
-158165.617112924,
-91039.0731508508,
813666.4398481584,
-904705.5129990092
],
[
1982.894447,
2141.060064,
-158.165617,
-91.039073,
813.66644,
-904.705513
],
[
1.068658,
1.153899,
-0.085242,
-0.129923,
0.1193,
0
],
[
69.921064,
69.921064,
69.921064,
69.921064,
69.921064,
69.921064
],
[
-327712,
-204896,
-203095,
-1617313,
-722052,
-904808
],
[
2.650119,
3.767844,
0.630557,
0.962894,
1.602563,
0.179869
],
[
158,
79,
79,
158,
79,
79
],
[
58,
28,
30,
58,
28,
30
],
[
100,
51,
49,
100,
51,
49
],
[
36.708861,
35.443038,
37.974684,
36.708861,
35.443038,
37.974684
],
[
4.569171,
6.862859,
1.02991,
1.660162,
2.918954,
0.293786
],
[
2102087,
2102087,
36405,
1549908,
1549908,
83536
],
[
-57518,
-57518,
-39134,
-635408,
-280845,
-635408
],
[
46,
77,
15,
46,
77,
15
],
[
74,
135,
17,
74,
135,
17
],
[
29,
45,
13,
29,
45,
13
],
[
7319,
6119,
1200,
7319,
6119,
1200
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
508071,
-12254,
-610468,
-582341,
-62908,
-612134
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7422,
"evaluation_days": 1855.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599501600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759519695602,
"expiration_time": 1764302256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 199,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 15,
"offset": 0,
"std": 4.36341
}
}
}
| # | 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) |
|---|