| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 941744.5603 | 776103.2392 | 165641.3212 | 10426573.0045 | 5251630.1722 | 5174942.8323 |
| Total P&L (%) | 941.7446 | 776.1032 | 165.6413 | 10426.573 | 5251.6302 | 5174.9428 |
| Avg Daily Profit (%) | 0.5068 | 0.4176 | 0.0891 | 0.2509 | 0.2144 | 0.2136 |
| Buy And Hold Return (%) | 100.7781 | 100.7781 | 100.7781 | 100.7781 | 100.7781 | 100.7781 |
| Max Trade Drawdown | -101473 | -58054 | -62907 | -16912632 | -12742957 | -7993045 |
| Profit Factor | 3.2816 | 4.9944 | 1.7582 | 1.273 | 1.2374 | 1.3221 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Profitability (%) | 42.4658 | 41.6667 | 43.2432 | 42.4658 | 41.6667 | 43.2432 |
| Ratio Avg Win / Avg Loss | 4.446 | 6.9922 | 2.3077 | 1.7248 | 1.7323 | 1.7353 |
| Largest Winning Trade | 342674 | 342674 | 75168 | 9336882 | 9336882 | 5533658 |
| Largest Losing Trade | -29381 | -29381 | -25193 | -6600838 | -6600838 | -3996991 |
| Avg Bars in Trades | 71 | 76 | 67 | 71 | 76 | 67 |
| Avg Bars in Winners | 134 | 139 | 129 | 134 | 139 | 129 |
| Avg Bars in Losers | 25 | 31 | 19 | 25 | 31 | 19 |
| Bars Traded | 5228 | 2748 | 2480 | 5228 | 2748 | 2480 |
| Profit Streak | 16.5349 | 0 | 17.8682 | 16.5349 | 0 | 17.8682 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -61700 | 520051 | -81947 | -69130 | 206288 | 267402 |
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5575,
"evaluation_days": 1858.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604880000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759726211189,
"expiration_time": 1764525600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 125,
"offset": 74
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 3,
"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": [
[
941744.5603442907,
776103.2391649876,
165641.3211793033,
10426573.004477441,
5251630.172197225,
5174942.832280209
],
[
941.74456,
776.103239,
165.641321,
10426.573004,
5251.630172,
5174.942832
],
[
0.506769,
0.417635,
0.089135,
0.250888,
0.2144,
0.213621
],
[
100.778078,
100.778078,
100.778078,
100.778078,
100.778078,
100.778078
],
[
-101473,
-58054,
-62907,
-16912632,
-12742957,
-7993045
],
[
3.281598,
4.994433,
1.758221,
1.27304,
1.237382,
1.322147
],
[
73,
36,
37,
73,
36,
37
],
[
31,
15,
16,
31,
15,
16
],
[
42,
21,
21,
42,
21,
21
],
[
42.465753,
41.666667,
43.243243,
42.465753,
41.666667,
43.243243
],
[
4.446035,
6.992206,
2.307665,
1.724763,
1.732335,
1.735318
],
[
342674,
342674,
75168,
9336882,
9336882,
5533658
],
[
-29381,
-29381,
-25193,
-6600838,
-6600838,
-3996991
],
[
71,
76,
67,
71,
76,
67
],
[
134,
139,
129,
134,
139,
129
],
[
25,
31,
19,
25,
31,
19
],
[
5228,
2748,
2480,
5228,
2748,
2480
],
[
16.534852,
0,
17.868185,
16.534852,
0,
17.868185
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-61700,
520051,
-81947,
-69130,
206288,
267402
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5575,
"evaluation_days": 1858.33,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604880000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759726211189,
"expiration_time": 1764525600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 125,
"offset": 74
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 3,
"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) |
|---|