| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 405874.0083 | 640488.6742 | -234614.6658 | -100692.8195 | 223322.9973 | -324015.8169 |
| Total P&L (%) | 405.874 | 640.4887 | -234.6147 | -100.6928 | 223.323 | -324.0158 |
| Avg Daily Profit (%) | 0.2183 | 0.3445 | -0.1262 | 0 | 0.0631 | 0 |
| Buy And Hold Return (%) | 161.1908 | 161.1908 | 161.1908 | 161.1908 | 161.1908 | 161.1908 |
| Max Trade Drawdown | -318702 | -88581 | -274205 | -518422 | -130793 | -422248 |
| Profit Factor | 1.4517 | 3.5098 | 0.6353 | 0.8799 | 2.367 | 0.5199 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 39 | 22 | 17 | 42 | 20 | 22 |
| Losing Trades | 39 | 17 | 22 | 36 | 19 | 17 |
| Profitability (%) | 50 | 56.4103 | 43.5897 | 53.8462 | 51.2821 | 56.4103 |
| Ratio Avg Win / Avg Loss | 1.4517 | 2.7121 | 0.8222 | 0.7542 | 2.2487 | 0.4017 |
| Largest Winning Trade | 577670 | 577670 | 75112 | 118796 | 118796 | 62193 |
| Largest Losing Trade | -141513 | -31577 | -141513 | -238173 | -57955 | -238173 |
| Avg Bars in Trades | 91 | 87 | 96 | 91 | 87 | 96 |
| Avg Bars in Winners | 121 | 108 | 137 | 82 | 78 | 85 |
| Avg Bars in Losers | 62 | 60 | 64 | 103 | 97 | 109 |
| Bars Traded | 7174 | 3429 | 3744 | 7174 | 3429 | 3744 |
| Profit Streak | 39.5333 | 39.5333 | 75.5333 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -32540 | 544616 | -582285 | -619056 | -149776 | -579926 |
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7436,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759798073984,
"expiration_time": 1764613728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 162,
"offset": 46
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 114,
"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": [
[
405874.0083303342,
640488.6741699692,
-234614.6658396352,
-100692.8195300479,
223322.9973488727,
-324015.8168789205
],
[
405.874008,
640.488674,
-234.614666,
-100.69282,
223.322997,
-324.015817
],
[
0.218329,
0.344534,
-0.126205,
0,
0.063144,
0
],
[
161.190787,
161.190787,
161.190787,
161.190787,
161.190787,
161.190787
],
[
-318702,
-88581,
-274205,
-518422,
-130793,
-422248
],
[
1.451706,
3.509815,
0.63532,
0.879872,
2.367009,
0.519865
],
[
78,
39,
39,
78,
39,
39
],
[
39,
22,
17,
42,
20,
22
],
[
39,
17,
22,
36,
19,
17
],
[
50,
56.410256,
43.589744,
53.846154,
51.282051,
56.410256
],
[
1.451706,
2.71213,
0.822178,
0.754176,
2.248658,
0.401714
],
[
577670,
577670,
75112,
118796,
118796,
62193
],
[
-141513,
-31577,
-141513,
-238173,
-57955,
-238173
],
[
91,
87,
96,
91,
87,
96
],
[
121,
108,
137,
82,
78,
85
],
[
62,
60,
64,
103,
97,
109
],
[
7174,
3429,
3744,
7174,
3429,
3744
],
[
39.533264,
39.533264,
75.533264,
0,
0,
0
],
[
2,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-32540,
544616,
-582285,
-619056,
-149776,
-579926
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7436,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759798073984,
"expiration_time": 1764613728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 162,
"offset": 46
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 114,
"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) |
|---|