| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 597556.9862 | 605204.7877 | -7647.8016 | 81534.9978 | 384419.2101 | -302884.2123 |
| Total P&L (%) | 597.557 | 605.2048 | -7.6478 | 81.535 | 384.4192 | -302.8842 |
| Avg Daily Profit (%) | 0.3205 | 0.3246 | -0.0041 | 0.032 | 0.0847 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161557 | -115269 | -208462 | -698913 | -482982 | -539705 |
| Profit Factor | 1.3522 | 1.7205 | 0.9911 | 1.0178 | 1.1654 | 0.8656 |
| Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
| Winning Trades | 153 | 71 | 82 | 153 | 71 | 82 |
| Losing Trades | 229 | 120 | 109 | 229 | 120 | 109 |
| Profitability (%) | 40.0524 | 37.1728 | 42.9319 | 40.0524 | 37.1728 | 42.9319 |
| Ratio Avg Win / Avg Loss | 2.0238 | 2.9079 | 1.3174 | 1.5234 | 1.9697 | 1.1506 |
| Largest Winning Trade | 228850 | 228850 | 48035 | 509319 | 509319 | 134408 |
| Largest Losing Trade | -53785 | -53785 | -34487 | -243933 | -243933 | -87517 |
| Avg Bars in Trades | 14 | 18 | 10 | 14 | 18 | 10 |
| Avg Bars in Winners | 21 | 30 | 14 | 21 | 30 | 14 |
| Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
| Bars Traded | 5550 | 3495 | 2055 | 5550 | 3495 | 2055 |
| Profit Streak | 0 | 0 | 24.6126 | 0 | 0 | 24.6126 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323563 | 291518 | -580593 | -351574 | -121664 | -580593 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5593,
"evaluation_days": 1864.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1599926400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760251328244,
"expiration_time": 1765059552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 21,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
597556.9861706222,
605204.7877240733,
-7647.8015534513,
81534.9977626073,
384419.2100792176,
-302884.21231661
],
[
597.556986,
605.204788,
-7.647802,
81.534998,
384.41921,
-302.884212
],
[
0.320521,
0.324623,
-0.004102,
0.031989,
0.084666,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-161557,
-115269,
-208462,
-698913,
-482982,
-539705
],
[
1.352175,
1.72052,
0.991074,
1.017809,
1.165396,
0.865624
],
[
382,
191,
191,
382,
191,
191
],
[
153,
71,
82,
153,
71,
82
],
[
229,
120,
109,
229,
120,
109
],
[
40.052356,
37.172775,
42.931937,
40.052356,
37.172775,
42.931937
],
[
2.023844,
2.907921,
1.317403,
1.523388,
1.969684,
1.150646
],
[
228850,
228850,
48035,
509319,
509319,
134408
],
[
-53785,
-53785,
-34487,
-243933,
-243933,
-87517
],
[
14,
18,
10,
14,
18,
10
],
[
21,
30,
14,
21,
30,
14
],
[
9,
11,
7,
9,
11,
7
],
[
5550,
3495,
2055,
5550,
3495,
2055
],
[
0,
0,
24.612595,
0,
0,
24.612595
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323563,
291518,
-580593,
-351574,
-121664,
-580593
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5593,
"evaluation_days": 1864.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1599926400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760251328244,
"expiration_time": 1765059552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 21,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|