| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 911403.738 | 901158.3163 | 10245.4217 | 435590.0598 | 467524.8045 | -31934.7446 |
| Total P&L (%) | 911.4037 | 901.1583 | 10.2454 | 435.5901 | 467.5248 | -31.9347 |
| Avg Daily Profit (%) | 0.4914 | 0.4859 | 0.0055 | 0.0905 | 0.0937 | -0.0207 |
| Buy And Hold Return (%) | 125.8974 | 125.8974 | 125.8974 | 125.8974 | 125.8974 | 125.8974 |
| Max Trade Drawdown | -107365 | -66588 | -104872 | -839010 | -544573 | -565233 |
| Profit Factor | 2.487 | 4.5701 | 1.0284 | 1.1214 | 1.2703 | 0.9828 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 49.3506 | 46.1538 | 52.6316 | 49.3506 | 46.1538 | 52.6316 |
| Ratio Avg Win / Avg Loss | 2.5525 | 5.3318 | 0.9256 | 1.1509 | 1.482 | 0.8845 |
| Largest Winning Trade | 674779 | 674779 | 77020 | 462061 | 446891 | 462061 |
| Largest Losing Trade | -62124 | -27665 | -62124 | -413497 | -254709 | -413497 |
| Avg Bars in Trades | 70 | 64 | 75 | 70 | 64 | 75 |
| Avg Bars in Winners | 104 | 103 | 104 | 104 | 103 | 104 |
| Avg Bars in Losers | 37 | 31 | 43 | 37 | 31 | 43 |
| Bars Traded | 5409 | 2523 | 2886 | 5409 | 2523 | 2886 |
| Profit Streak | 0 | 0 | 49.0835 | 0 | 0 | 49.0835 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -31261 | 593490 | -540805 | -208299 | -71986 | -579433 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602777600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759399215336,
"expiration_time": 1764199296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
911403.7379778274,
901158.316256324,
10245.4217215036,
435590.0598398648,
467524.8044512065,
-31934.7446113417
],
[
911.403738,
901.158316,
10.245422,
435.59006,
467.524804,
-31.934745
],
[
0.49141,
0.485886,
0.005524,
0.090526,
0.093652,
-0.02074
],
[
125.897388,
125.897388,
125.897388,
125.897388,
125.897388,
125.897388
],
[
-107365,
-66588,
-104872,
-839010,
-544573,
-565233
],
[
2.487021,
4.570137,
1.028421,
1.121423,
1.270308,
0.98281
],
[
77,
39,
38,
77,
39,
38
],
[
38,
18,
20,
38,
18,
20
],
[
39,
21,
18,
39,
21,
18
],
[
49.350649,
46.153846,
52.631579,
49.350649,
46.153846,
52.631579
],
[
2.552469,
5.331827,
0.925579,
1.150934,
1.482026,
0.884529
],
[
674779,
674779,
77020,
462061,
446891,
462061
],
[
-62124,
-27665,
-62124,
-413497,
-254709,
-413497
],
[
70,
64,
75,
70,
64,
75
],
[
104,
103,
104,
104,
103,
104
],
[
37,
31,
43,
37,
31,
43
],
[
5409,
2523,
2886,
5409,
2523,
2886
],
[
0,
0,
49.083511,
0,
0,
49.083511
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-31261,
593490,
-540805,
-208299,
-71986,
-579433
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1602777600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759399215336,
"expiration_time": 1764199296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|