| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1596703.3787 | 1432076.9162 | 164626.4626 | 10094607.6918 | 5398074.9708 | 4696532.7209 |
| Total P&L (%) | 1596.7034 | 1432.0769 | 164.6265 | 10094.6077 | 5398.075 | 4696.5327 |
| Avg Daily Profit (%) | 0.8598 | 0.7712 | 0.0887 | 0.2493 | 0.216 | 0.2086 |
| Buy And Hold Return (%) | 70.9513 | 70.9513 | 70.9513 | 70.9513 | 70.9513 | 70.9513 |
| Max Trade Drawdown | -58727 | -47118 | -68244 | -4003605 | -2605019 | -3301870 |
| Profit Factor | 5.2501 | 8.3542 | 1.9097 | 1.5758 | 1.5094 | 1.6771 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 39.1892 | 35.1351 | 43.2432 | 39.1892 | 35.1351 | 43.2432 |
| Ratio Avg Win / Avg Loss | 8.1467 | 15.4232 | 2.5065 | 2.4451 | 2.7866 | 2.2012 |
| Largest Winning Trade | 1161781 | 1161781 | 75497 | 5254380 | 5080605 | 5254380 |
| Largest Losing Trade | -36588 | -26265 | -36588 | -2458885 | -2458885 | -1154625 |
| Avg Bars in Trades | 70 | 68 | 73 | 70 | 68 | 73 |
| Avg Bars in Winners | 151 | 163 | 141 | 151 | 163 | 141 |
| Avg Bars in Losers | 18 | 16 | 21 | 18 | 16 | 21 |
| Bars Traded | 5235 | 2519 | 2716 | 5235 | 2519 | 2716 |
| Profit Streak | 0 | 0 | 58.1135 | 0 | 0 | 58.1135 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -51785 | 564213 | -77792 | -61642 | 175461 | 332186 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5571,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605312000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759603407487,
"expiration_time": 1764406944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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": [
[
1596703.3787187182,
1432076.916160328,
164626.4625583906,
10094607.691754803,
5398074.97081116,
4696532.72094364
],
[
1596.703379,
1432.076916,
164.626463,
10094.607692,
5398.074971,
4696.532721
],
[
0.859829,
0.771178,
0.088652,
0.249338,
0.21601,
0.208644
],
[
70.951344,
70.951344,
70.951344,
70.951344,
70.951344,
70.951344
],
[
-58727,
-47118,
-68244,
-4003605,
-2605019,
-3301870
],
[
5.250081,
8.354233,
1.909742,
1.575757,
1.509404,
1.677132
],
[
74,
37,
37,
74,
37,
37
],
[
29,
13,
16,
29,
13,
16
],
[
45,
24,
21,
45,
24,
21
],
[
39.189189,
35.135135,
43.243243,
39.189189,
35.135135,
43.243243
],
[
8.146677,
15.423199,
2.506536,
2.44514,
2.786592,
2.201236
],
[
1161781,
1161781,
75497,
5254380,
5080605,
5254380
],
[
-36588,
-26265,
-36588,
-2458885,
-2458885,
-1154625
],
[
70,
68,
73,
70,
68,
73
],
[
151,
163,
141,
151,
163,
141
],
[
18,
16,
21,
18,
16,
21
],
[
5235,
2519,
2716,
5235,
2519,
2716
],
[
0,
0,
58.113512,
0,
0,
58.113513
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-51785,
564213,
-77792,
-61642,
175461,
332186
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5571,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605312000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759603407487,
"expiration_time": 1764406944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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) |
|---|