| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1126732.1275 | 1053555.731 | 73176.3965 | 539169.9391 | 442601.7052 | 96568.2339 |
| Total P&L (%) | 1126.7321 | 1053.5557 | 73.1764 | 539.1699 | 442.6017 | 96.5682 |
| Avg Daily Profit (%) | 0.606 | 0.5666 | 0.0394 | 0.0998 | 0.091 | 0.0364 |
| Buy And Hold Return (%) | 108.6381 | 108.6381 | 108.6381 | 108.6381 | 108.6381 | 108.6381 |
| Max Trade Drawdown | -182067 | -129821 | -71441 | -1259846 | -560554 | -790425 |
| Profit Factor | 2.8048 | 4.0535 | 1.262 | 1.1715 | 1.2602 | 1.0669 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
| Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
| Profitability (%) | 49.4505 | 42.2222 | 56.5217 | 49.4505 | 42.2222 | 56.5217 |
| Ratio Avg Win / Avg Loss | 2.8671 | 5.5469 | 0.9708 | 1.1975 | 1.7245 | 0.8207 |
| Largest Winning Trade | 797154 | 797154 | 66355 | 597917 | 597917 | 255882 |
| Largest Losing Trade | -44888 | -36107 | -44888 | -605909 | -209152 | -605909 |
| Avg Bars in Trades | 57 | 75 | 39 | 57 | 75 | 39 |
| Avg Bars in Winners | 73 | 110 | 45 | 73 | 110 | 45 |
| Avg Bars in Losers | 41 | 49 | 31 | 41 | 49 | 31 |
| Bars Traded | 5221 | 3389 | 1832 | 5221 | 3389 | 1832 |
| 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 | 608048 | 551285 | -307005 | -92554 | -75637 | -457803 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5578,
"evaluation_days": 1859.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605196800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759808520680,
"expiration_time": 1764614592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 164,
"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": [
[
1126732.1275136892,
1053555.7309735545,
73176.3965401348,
539169.9390743368,
442601.7052219419,
96568.2338523948
],
[
1126.732128,
1053.555731,
73.176397,
539.169939,
442.601705,
96.568234
],
[
0.605988,
0.566632,
0.039356,
0.099817,
0.090999,
0.036355
],
[
108.638105,
108.638105,
108.638105,
108.638105,
108.638105,
108.638105
],
[
-182067,
-129821,
-71441,
-1259846,
-560554,
-790425
],
[
2.80481,
4.053491,
1.262036,
1.171464,
1.26022,
1.066893
],
[
91,
45,
46,
91,
45,
46
],
[
45,
19,
26,
45,
19,
26
],
[
46,
26,
20,
46,
26,
20
],
[
49.450549,
42.222222,
56.521739,
49.450549,
42.222222,
56.521739
],
[
2.86714,
5.546882,
0.970797,
1.197497,
1.724512,
0.820687
],
[
797154,
797154,
66355,
597917,
597917,
255882
],
[
-44888,
-36107,
-44888,
-605909,
-209152,
-605909
],
[
57,
75,
39,
57,
75,
39
],
[
73,
110,
45,
73,
110,
45
],
[
41,
49,
31,
41,
49,
31
],
[
5221,
3389,
1832,
5221,
3389,
1832
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
608048,
551285,
-307005,
-92554,
-75637,
-457803
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5578,
"evaluation_days": 1859.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1605196800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759808520680,
"expiration_time": 1764614592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 164,
"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) |
|---|